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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 | |
|---|---|---|---|---|---|---|
326
Johnson & Johnson
JNJ
$617B
| $455K | 0.1% |
+4,661
| New | +$467K |
|
|
PXD
327
DELISTED
Pioneer Natural Resource Co.
PXD
| $455K | 0.1% |
3,307
+1,055
| +47% | +$167K |
|
|
TEN
328
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $455K | 0.1% |
7,915
-2,082
| -21% | -$123K |
|
329
AutoZone
AZO
$48B
| $454K | 0.1% |
685
-2,354
| -77% | -$1.61M |
|
330
AT&T
T
$158B
| $454K | 0.1% |
16,817
+3,303
| +24% | +$85.4K |
|
331
Allison Transmission
ALSN
$9.95B
| $451K | 0.1% |
+15,447
| New | +$480K |
|
332
Exelon
EXC
$47.8B
| $449K | 0.1% |
19,792
-3,680
| -16% | -$88.2K |
|
333
Stryker
SYK
$120B
| $449K | 0.1% |
4,704
+695
| +17% | +$65.9K |
|
334
Pfizer
PFE
$142B
| $445K | 0.1% |
+13,989
| New | +$456K |
|
335
Cisco
CSCO
$446B
| $444K | 0.1% |
+16,129
| New | +$463K |
|
336
Duke Energy
DUK
$99.6B
| $440K | 0.1% |
+6,209
| New | +$469K |
|
337
Martin Marietta Materials
MLM
$32.9B
| $436K | 0.1% |
+3,072
| New | +$448K |
|
338
ExxonMobil
XOM
$650B
| $436K | 0.1% |
+5,263
| New | +$452K |
|
|
CAFD
339
DELISTED
8point3 Energy Partners LP
CAFD
| $436K | 0.1% |
+22,722
| New | +$453K |
|
340
Home Depot
HD
$325B
| $435K | 0.1% |
3,934
+1,342
| +52% | +$150K |
|
|
MHFI
341
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $432K | 0.1% |
+4,283
| New | +$448K |
|
342
Mativ Holdings
MATV
$444M
| $424K | 0.09% |
+10,575
| New | +$449K |
|
|
CIT
343
DELISTED
CIT Group Inc.
CIT
| $417K | 0.09% |
+8,974
| New | +$418K |
|
344
The Mosaic Company
MOS
$7.22B
| $415K | 0.09% |
+9,040
| New | +$410K |
|
345
Teradata
TDC
$2.62B
| $412K | 0.09% |
+11,158
| New | +$459K |
|
|
BHI
346
DELISTED
Baker Hughes
BHI
| $410K | 0.09% |
6,696
+2,967
| +80% | +$194K |
|
347
Webster Financial
WBS
$12.3B
| $409K | 0.09% |
+10,326
| New | +$389K |
|
348
Allstate
ALL
$64.5B
| $408K | 0.09% |
6,304
-10,317
| -62% | -$707K |
|
349
Credicorp
BAP
$30.9B
| $404K | 0.09% |
+2,897
| New | +$424K |
|
350
Fabrinet
FN
$18.7B
| $403K | 0.09% |
+21,166
| New | +$399K |
|
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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.