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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 | |
|---|---|---|---|---|---|---|
576
Netflix
NFLX
$285B
| – | – |
-72,240
| Closed | -$433K |
|
577
NRG Energy
NRG
$29.5B
| – | – |
-93,991
| Closed | -$2.34M |
|
578
NXP Semiconductors
NXPI
$70.4B
| – | – |
-17,976
| Closed | -$1.84M |
|
579
Old Dominion Freight Line
ODFL
$48.4B
| – | – |
-26,529
| Closed | -$685K |
|
580
Orion
OEC
$426M
| – | – |
-58,732
| Closed | -$1.07M |
|
581
Oneok
OKE
$57.8B
| – | – |
-26,818
| Closed | -$1.29M |
|
|
PARA
582
DELISTED
Paramount Global Class B
PARA
| – | – |
-26,228
| Closed | -$1.62M |
|
583
Paychex
PAYX
$39.4B
| – | – |
-8,135
| Closed | -$407K |
|
584
Puma Biotechnology
PBYI
$401M
| – | – |
-1,829
| Closed | -$439K |
|
585
PACCAR
PCAR
$69B
| – | – |
-14,004
| Closed | -$591K |
|
586
PepsiCo
PEP
$185B
| – | – |
-4,606
| Closed | -$445K |
|
587
Principal Financial Group
PFG
$23.4B
| – | – |
-7,799
| Closed | -$400K |
|
588
Procter & Gamble
PG
$347B
| – | – |
-11,524
| Closed | -$953K |
|
589
Dave & Buster's
PLAY
$355M
| – | – |
-60,950
| Closed | -$1.85M |
|
590
Insulet
PODD
$11B
| – | – |
-21,839
| Closed | -$749K |
|
|
PRA
591
DELISTED
ProAssurance
PRA
| – | – |
-8,348
| Closed | -$383K |
|
592
Perrigo
PRGO
$1.45B
| – | – |
-1,212
| Closed | -$201K |
|
593
Patterson-UTI
PTEN
$4.07B
| – | – |
-204,496
| Closed | -$3.87M |
|
594
Royal Caribbean
RCL
$76.7B
| – | – |
-4,644
| Closed | -$375K |
|
595
Radian Group
RDN
$5.08B
| – | – |
-22,469
| Closed | -$375K |
|
596
Rithm Capital
RITM
$5.1B
| – | – |
-24,704
| Closed | -$375K |
|
597
Banco Santander
SAN
$197B
| – | – |
-52,680
| Closed | -$375K |
|
598
SBA Communications
SBAC
$18.9B
| – | – |
-1,995
| Closed | -$234K |
|
599
Starbucks
SBUX
$119B
| – | – |
-27,832
| Closed | -$1.34M |
|
600
Sherwin-Williams
SHW
$78.9B
| – | – |
-4,791
| Closed | -$454K |
|
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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.