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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 | |
|---|---|---|---|---|---|---|
351
Norwegian Cruise Line
NCLH
$8.59B
| $403K | 0.09% |
+7,280
| New | +$391K |
|
352
Cencora
COR
$59B
| $402K | 0.09% |
3,789
-7,111
| -65% | -$801K |
|
|
MBLY
353
DELISTED
Mobileye N.V.
MBLY
| $402K | 0.09% |
+7,594
| New | +$360K |
|
|
JOYY
354
JOYY Inc
JOYY
$3.65B
| $401K | 0.09% |
5,918
-1,268
| -18% | -$84.6K |
|
355
American Eagle Outfitters
AEO
$2.87B
| $400K | 0.09% |
23,108
-22,108
| -49% | -$372K |
|
356
Allegion
ALLE
$13.4B
| $400K | 0.09% |
+6,678
| New | +$409K |
|
357
Boston Scientific
BSX
$64.7B
| $400K | 0.09% |
22,459
-10,020
| -31% | -$179K |
|
|
SLAI
358
DELISTED
SOLAI Ltd ADS
SLAI
| $400K | 0.09% |
+225
| New | +$328K |
|
359
CVS Health
CVS
$136B
| $400K | 0.09% |
+3,816
| New | +$390K |
|
360
Ryder
R
$10.4B
| $400K | 0.09% |
4,604
+533
| +13% | +$50.3K |
|
361
TAL Education Group
TAL
$5.7B
| $400K | 0.09% |
69,204
+2,616
| +4% | +$15.8K |
|
362
Teva Pharmaceuticals
TEVA
$36B
| $400K | 0.09% |
6,737
-8,389
| -55% | -$518K |
|
|
RAD
363
DELISTED
Rite Aid Corporation
RAD
| $400K | 0.09% |
2,404
+863
| +56% | +$145K |
|
|
WBC
364
DELISTED
WABCO HOLDINGS INC.
WBC
| $400K | 0.09% |
3,297
-5,037
| -60% | -$634K |
|
|
ARRY
365
DELISTED
Array Biopharma Inc
ARRY
| $400K | 0.09% |
56,657
+6,922
| +14% | +$51.1K |
|
|
LLTC
366
DELISTED
Linear Technology Corp
LLTC
| $400K | 0.09% |
9,019
-11,820
| -57% | -$550K |
|
367
JPMorgan Chase
JPM
$927B
| $399K | 0.09% |
5,939
-7,467
| -56% | -$488K |
|
368
CF Industries
CF
$19.3B
| $398K | 0.09% |
6,357
-18,948
| -75% | -$1.15M |
|
|
MIC
369
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $398K | 0.09% |
4,870
+159
| +3% | +$13.4K |
|
|
EMC
370
DELISTED
EMC CORPORATION
EMC
| $395K | 0.09% |
+15,113
| New | +$403K |
|
371
Amazon
AMZN
$2.51T
| $385K | 0.09% |
17,840
+5,920
| +50% | +$124K |
|
372
First Solar
FSLR
$22B
| $385K | 0.09% |
+8,086
| New | +$452K |
|
|
GGP
373
DELISTED
GGP Inc.
GGP
| $384K | 0.09% |
+14,944
| New | +$417K |
|
374
Alibaba
BABA
$271B
| $381K | 0.08% |
+4,695
| New | +$403K |
|
375
Crown Holdings
CCK
$12.4B
| $381K | 0.08% |
+7,106
| New | +$391K |
|
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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.