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QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Est. Return
21.96%
This Fund
S&P 500
This Quarter
Est. Return
-0.88%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$450M
AUM Growth
+$83.8M
(+23%)
Cap. Flow
+$98.6M
Cap. Flow
% of AUM
21.92%
Top 10 Holdings %
Top 10 Hldgs %
8.52%
Holding
698
New
290
Increased
116
Reduced
87
Closed
205
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
CY
Cypress Semiconductor
CY
|
+$4.4M |
| 2 |
FTR
Frontier Communications Corp.
FTR
|
+$4.23M |
| 3 |
EOG Resources
EOG
|
+$3.77M |
| 4 |
YHOO
Yahoo Inc
YHOO
|
+$3.67M |
| 5 |
AKRX
Akorn Inc
AKRX
|
+$3.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
RDC
Rowan Companies Plc
RDC
|
+$5.69M |
| 2 |
VIAB
Viacom Inc. Class B
VIAB
|
+$4.71M |
| 3 |
Eastman Chemical
EMN
|
+$4.34M |
| 4 |
MXIM
Maxim Integrated Products
MXIM
|
+$4.26M |
| 5 |
Eaton
ETN
|
+$4.22M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.11% |
| 2 | Financials | 14.42% |
| 3 | Energy | 12.5% |
| 4 | Industrials | 11.31% |
| 5 | Technology | 10.06% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
FENX
301
DELISTED
Fenix Parts, Inc.
FENX
| $550K | 0.12% |
+49,535
| New | +$517K |
|
|
EPZM
302
DELISTED
Epizyme, Inc
EPZM
| $535K | 0.12% |
23,960
-1,752
| -7% | -$33.7K |
|
|
IMOS
303
ChipMOS TECHNOLOGIES
IMOS
$2.19B
| $532K | 0.12% |
+22,397
| New | +$575K |
|
304
NetEase
NTES
$77.6B
| $523K | 0.12% |
+18,465
| New | +$493K |
|
|
SEE
305
DELISTED
Sealed Air
SEE
| $519K | 0.12% |
10,030
-23,600
| -70% | -$1.13M |
|
306
Accenture
ACN
$85.7B
| $515K | 0.11% |
5,327
+2,579
| +94% | +$246K |
|
307
Western Digital
WDC
$192B
| $515K | 0.11% |
+8,322
| New | +$596K |
|
308
UnitedHealth
UNH
$392B
| $514K | 0.11% |
+4,223
| New | +$500K |
|
309
Welltower
WELL
$173B
| $514K | 0.11% |
+7,818
| New | +$561K |
|
|
ATVI
310
DELISTED
Activision Blizzard
ATVI
| $506K | 0.11% |
+20,658
| New | +$504K |
|
|
HOT
311
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $504K | 0.11% |
6,259
+1,516
| +32% | +$127K |
|
|
PF
312
DELISTED
Pinnacle Foods, Inc.
PF
| $501K | 0.11% |
11,032
-53,334
| -83% | -$2.25M |
|
313
HP
HPQ
$23B
| $494K | 0.11% |
+36,322
| New | +$539K |
|
|
JONE
314
DELISTED
Jones Energy, Inc.
JONE
| $494K | 0.11% |
2,956
+2,221
| +302% | +$398K |
|
315
Primerica
PRI
$9.76B
| $485K | 0.11% |
+10,608
| New | +$495K |
|
316
BioMarin Pharmaceuticals
BMRN
$11.3B
| $480K | 0.11% |
3,585
-1,135
| -24% | -$141K |
|
317
Intercontinental Exchange
ICE
$80.6B
| $475K | 0.11% |
10,695
+465
| +5% | +$21.6K |
|
318
Walt Disney
DIS
$166B
| $474K | 0.11% |
4,183
-12,865
| -75% | -$1.41M |
|
319
MSC Industrial Direct
MSM
$7.11B
| $470K | 0.1% |
6,758
+3,741
| +124% | +$266K |
|
320
MGM Resorts International
MGM
$11.6B
| $469K | 0.1% |
+26,626
| New | +$541K |
|
|
321
Eaton
ETN
$158B
| $467K | 0.1% |
6,971
-59,791
| -90% | -$4.22M |
|
322
Humana
HUM
$47.7B
| $467K | 0.1% |
+2,425
| New | +$450K |
|
|
BNY
323
Bank of New York Mellon
BNY
$109B
| $465K | 0.1% |
+11,093
| New | +$473K |
|
|
JNS
324
DELISTED
Janus Capital Group Inc
JNS
| $461K | 0.1% |
+27,634
| New | +$494K |
|
325
Honeywell
HON
$73.8B
| $460K | 0.1% |
5,024
+1,047
| +26% | +$97.6K |
|
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Quantitative Systematic Strategies's Q2 2015 Portfolio in Review
As of Q2 2015, Quantitative Systematic Strategies held 698 positions worth $450M, up 23% from $366M the previous quarter. Its ten largest holdings account for 8.5% of the portfolio.
Quantitative Systematic Strategies deployed $98.6M of net new capital in Q2 2015, opening 290 new positions and adding to 116 existing holdings. Its largest new stake was Frontier Communications Corp.: 47,389 shares worth $3.51M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 12% a quarter earlier, followed by Financials and Energy.
On the sell side, the largest reduction was Rowan Companies Plc, an estimated $5.69M trimmed.
- Quantitative Systematic Strategies's largest Q2 2015 buy was Frontier Communications Corp.: 47,389 shares worth $3.51M.
- Quantitative Systematic Strategies added most to Cypress Semiconductor in Q2 2015, an estimated $4.4M increase.
- Quantitative Systematic Strategies's biggest Q2 2015 reduction was Rowan Companies Plc, cutting an estimated $5.69M.
- Quantitative Systematic Strategies fully exited Eastman Chemical in Q2 2015, selling an estimated $4.34M.
- Quantitative Systematic Strategies's ten largest holdings make up 8.5% of its $450M portfolio in Q2 2015.
- Quantitative Systematic Strategies opened 290 new positions and closed 205 in Q2 2015.
- Quantitative Systematic Strategies's portfolio value rose 23% quarter-over-quarter to $450M.
Based on Quantitative Systematic Strategies's 13F filing for Q2 2015, filed 9 Jul 2015.