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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 | |
|---|---|---|---|---|---|---|
401
Tidewater
TDW
$3.86B
| $338K | 0.08% |
+460
| New | +$374K |
|
|
EQY
402
DELISTED
Equity One
EQY
| $334K | 0.07% |
+14,284
| New | +$358K |
|
|
WOOF
403
DELISTED
VCA Inc.
WOOF
| $332K | 0.07% |
+6,126
| New | +$324K |
|
404
Huntsman Corp
HUN
$2.24B
| $331K | 0.07% |
+14,914
| New | +$337K |
|
405
Electronic Arts
EA
$52.4B
| $328K | 0.07% |
4,948
-8,569
| -63% | -$527K |
|
406
Owens Corning
OC
$11B
| $327K | 0.07% |
7,864
-797
| -9% | -$32.7K |
|
|
RWT
407
Redwood Trust
RWT
$616M
| $327K | 0.07% |
+20,522
| New | +$349K |
|
408
Caterpillar
CAT
$413B
| $320K | 0.07% |
+3,752
| New | +$323K |
|
409
Diamondback Energy
FANG
$58B
| $320K | 0.07% |
4,264
-19,243
| -82% | -$1.53M |
|
|
SPWR
410
DELISTED
SunPower Corporation Common Stock
SPWR
| $320K | 0.07% |
17,043
-3,904
| -19% | -$82K |
|
411
Telefônica Brasil
VIV
$21.8B
| $312K | 0.07% |
22,757
-1,914
| -8% | -$28.5K |
|
412
FMC
FMC
$1.44B
| $310K | 0.07% |
6,902
-1,570
| -19% | -$78K |
|
|
GLUU
413
DELISTED
Glu Mobile Inc.
GLUU
| $310K | 0.07% |
49,996
-31,305
| -39% | -$192K |
|
|
PES
414
DELISTED
Pioneer Energy Services Corp.
PES
| $306K | 0.07% |
+48,285
| New | +$331K |
|
|
GWPH
415
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $305K | 0.07% |
+2,541
| New | +$288K |
|
|
SCS
416
DELISTED
Steelcase
SCS
| $304K | 0.07% |
+15,992
| New | +$293K |
|
417
Nabors Industries
NBR
$1.24B
| $301K | 0.07% |
+417
| New | +$314K |
|
418
Spire
SR
$4.87B
| $299K | 0.07% |
+5,760
| New | +$301K |
|
|
ESND
419
DELISTED
Essendant Inc.
ESND
| $296K | 0.07% |
+7,542
| New | +$305K |
|
420
Sarepta Therapeutics
SRPT
$1.68B
| $295K | 0.07% |
+10,291
| New | +$210K |
|
421
Harley-Davidson
HOG
$2.73B
| $285K | 0.06% |
+5,088
| New | +$291K |
|
422
Walmart Inc
WMT
$860B
| $285K | 0.06% |
11,988
-4,488
| -27% | -$114K |
|
423
Regeneron Pharmaceuticals
REGN
$68.2B
| $283K | 0.06% |
+560
| New | +$273K |
|
424
Woodward
WWD
$24.6B
| $279K | 0.06% |
+5,061
| New | +$260K |
|
425
Nucor
NUE
$54.9B
| $276K | 0.06% |
+6,146
| New | +$295K |
|
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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.