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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 | |
|---|---|---|---|---|---|---|
251
Raymond James Financial
RJF
$32.7B
| $608K | 0.14% |
+15,369
| New | +$597K |
|
252
Western Alliance Bancorporation
WAL
$9.11B
| $608K | 0.14% |
17,930
+3,673
| +26% | +$117K |
|
|
DOOR
253
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $608K | 0.14% |
+8,814
| New | +$605K |
|
|
ENDP
254
DELISTED
Endo International plc
ENDP
| $608K | 0.14% |
7,654
-6,873
| -47% | -$593K |
|
255
Coca-Cola Europacific Partners
CCEP
$46.8B
| $606K | 0.13% |
13,899
+4,952
| +55% | +$222K |
|
|
SCHW
256
Charles Schwab
SCHW
$175B
| $605K | 0.13% |
18,743
-9,599
| -34% | -$303K |
|
257
Microsoft
MSFT
$2.9T
| $604K | 0.13% |
13,607
+3,841
| +39% | +$175K |
|
|
TWTR
258
DELISTED
Twitter, Inc.
TWTR
| $604K | 0.13% |
17,618
+9,539
| +118% | +$390K |
|
|
ALXN
259
DELISTED
Alexion Pharmaceuticals
ALXN
| $604K | 0.13% |
3,393
-3,036
| -47% | -$524K |
|
|
SC
260
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $602K | 0.13% |
+23,483
| New | +$573K |
|
|
FTD
261
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $602K | 0.13% |
21,187
+7,827
| +59% | +$226K |
|
262
Boot Barn
BOOT
$4.53B
| $601K | 0.13% |
+19,967
| New | +$521K |
|
|
SF
263
Stifel
SF
$12B
| $601K | 0.13% |
+23,630
| New | +$582K |
|
|
CPHD
264
DELISTED
Cepheid Inc
CPHD
| $601K | 0.13% |
10,137
+2,906
| +40% | +$166K |
|
|
UNIS
265
DELISTED
Unilife Corporation
UNIS
| $601K | 0.13% |
28,986
+18,834
| +186% | +$571K |
|
266
Axos Financial
AX
$5.52B
| $600K | 0.13% |
+22,696
| New | +$540K |
|
267
BioCryst Pharmaceuticals
BCRX
$2.42B
| $600K | 0.13% |
+41,609
| New | +$473K |
|
268
Bloomin' Brands
BLMN
$721M
| $600K | 0.13% |
28,524
-4,312
| -13% | -$97.1K |
|
269
Fulton Financial
FULT
$4.67B
| $600K | 0.13% |
+46,012
| New | +$584K |
|
270
Glacier Bancorp
GBCI
$6.66B
| $600K | 0.13% |
+20,633
| New | +$566K |
|
271
Herbalife
HLF
$1.26B
| $600K | 0.13% |
22,070
+3,344
| +18% | +$81K |
|
272
Home BancShares
HOMB
$6.09B
| $600K | 0.13% |
32,958
+9,600
| +41% | +$166K |
|
|
IRBT
273
DELISTED
iRobot
IRBT
| $600K | 0.13% |
+18,721
| New | +$614K |
|
274
Intuitive Surgical
ISRG
$122B
| $600K | 0.13% |
+11,160
| New | +$624K |
|
275
Medallion Financial
MFIN
$225M
| $600K | 0.13% |
+69,930
| New | +$695K |
|
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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.