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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 | |
|---|---|---|---|---|---|---|
451
Community Health Systems
CYH
$399M
| $226K | 0.05% |
4,332
-1,630
| -27% | -$73.1K |
|
|
LTRPA
452
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $226K | 0.05% |
+7,080
| New | +$215K |
|
453
Fair Isaac
FICO
$27.9B
| $225K | 0.05% |
+2,466
| New | +$221K |
|
454
Apple
AAPL
$4.72T
| $224K | 0.05% |
7,208
-63,852
| -90% | -$2.04M |
|
455
American Tower
AMT
$76.6B
| $223K | 0.05% |
2,394
-1,766
| -42% | -$167K |
|
|
RFP
456
DELISTED
Resolute Forest Products Inc.
RFP
| $222K | 0.05% |
+19,082
| New | +$265K |
|
457
Super Micro Computer
SMCI
$20.1B
| $221K | 0.05% |
+75,220
| New | +$248K |
|
|
PRXL
458
DELISTED
Parexel International Corp
PRXL
| $220K | 0.05% |
+3,436
| New | +$232K |
|
459
Arbutus Biopharma
ABUS
$883M
| $217K | 0.05% |
18,404
-3,184
| -15% | -$48.5K |
|
460
Bunge Global
BG
$23.7B
| $216K | 0.05% |
+2,453
| New | +$218K |
|
|
TRQ
461
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $216K | 0.05% |
+5,610
| New | +$231K |
|
|
SCG
462
DELISTED
Scana
SCG
| $216K | 0.05% |
+4,280
| New | +$226K |
|
463
MDU Resources
MDU
$4.41B
| $213K | 0.05% |
+28,637
| New | +$230K |
|
464
SunCoke Energy
SXC
$763M
| $211K | 0.05% |
15,667
+4,101
| +35% | +$64.6K |
|
465
LendingTree
TREE
$549M
| $211K | 0.05% |
+2,696
| New | +$166K |
|
466
Andersons Inc
ANDE
$2.65B
| $210K | 0.05% |
+5,336
| New | +$227K |
|
467
PG&E
PCG
$38.5B
| $210K | 0.05% |
+4,264
| New | +$222K |
|
|
PBCT
468
DELISTED
People's United Financial Inc
PBCT
| $210K | 0.05% |
+12,879
| New | +$200K |
|
|
PDCO
469
DELISTED
Patterson Companies, Inc.
PDCO
| $208K | 0.05% |
+4,277
| New | +$204K |
|
|
VIAB
470
DELISTED
Viacom Inc. Class B
VIAB
| $207K | 0.05% |
3,205
-69,483
| -96% | -$4.71M |
|
|
ABMD
471
DELISTED
Abiomed Inc
ABMD
| $206K | 0.05% |
+3,159
| New | +$210K |
|
|
CDK
472
DELISTED
CDK Global, Inc.
CDK
| $205K | 0.05% |
+3,765
| New | +$193K |
|
473
Lennox International
LII
$18.7B
| $203K | 0.05% |
1,882
-1,485
| -44% | -$165K |
|
|
PCP
474
DELISTED
PRECISION CASTPARTS CORP
PCP
| $203K | 0.05% |
+1,010
| New | +$212K |
|
475
Pitney Bowes
PBI
$2.41B
| $202K | 0.04% |
+9,545
| New | +$215K |
|
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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.