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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 | |
|---|---|---|---|---|---|---|
51
BJ's Restaurants
BJRI
$1.42B
| $2.01M | 0.45% |
+41,986
| New | +$2.03M |
|
52
Timken Company
TKR
$9.84B
| $1.97M | 0.44% |
+54,000
| New | +$2.15M |
|
53
Vertex Pharmaceuticals
VRTX
$120B
| $1.96M | 0.44% |
+16,019
| New | +$2.02M |
|
|
ARRS
54
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $1.92M | 0.43% |
62,388
+36,335
| +139% | +$1.18M |
|
|
CXO
55
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.91M | 0.42% |
+16,956
| New | +$2.06M |
|
|
TWC
56
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $1.89M | 0.42% |
+10,687
| New | +$1.77M |
|
57
Signet Jewelers
SIG
$3.52B
| $1.88M | 0.42% |
14,676
+6,540
| +80% | +$876K |
|
|
SWFT
58
DELISTED
Swift Transportation Company
SWFT
| $1.83M | 0.41% |
81,348
+31,506
| +63% | +$775K |
|
|
THS
59
DELISTED
Treehouse Foods
THS
| $1.82M | 0.4% |
24,342
+19,643
| +418% | +$1.52M |
|
|
BRS
60
DELISTED
Bristow Group, Inc.
BRS
| $1.81M | 0.4% |
+33,989
| New | +$1.99M |
|
|
KRFT
61
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $1.81M | 0.4% |
21,126
+17,307
| +453% | +$1.49M |
|
|
LNW
62
DELISTED
Light & Wonder
LNW
| $1.79M | 0.4% |
+114,992
| New | +$1.63M |
|
63
LyondellBasell Industries
LYB
$20.1B
| $1.78M | 0.4% |
17,394
+13,593
| +358% | +$1.37M |
|
64
Marriott International
MAR
$97.5B
| $1.76M | 0.39% |
+23,861
| New | +$1.89M |
|
|
RDC
65
DELISTED
Rowan Companies Plc
RDC
| $1.72M | 0.38% |
83,026
-268,886
| -76% | -$5.69M |
|
|
TIF
66
DELISTED
Tiffany & Co.
TIF
| $1.72M | 0.38% |
+18,851
| New | +$1.69M |
|
67
Baxter International
BAX
$11.2B
| $1.71M | 0.38% |
44,429
+13,734
| +45% | +$513K |
|
68
Cheniere Energy
LNG
$56B
| $1.7M | 0.38% |
+24,704
| New | +$1.85M |
|
69
MSCI
MSCI
$41.6B
| $1.68M | 0.37% |
+27,250
| New | +$1.69M |
|
|
X
70
DELISTED
US Steel
X
| $1.68M | 0.37% |
80,405
+65,032
| +423% | +$1.6M |
|
71
Best Buy
BBY
$18.4B
| $1.64M | 0.36% |
50,074
+40,397
| +417% | +$1.43M |
|
72
Carter's
CRI
$1.41B
| $1.64M | 0.36% |
+15,434
| New | +$1.55M |
|
73
Yum! Brands
YUM
$40.7B
| $1.63M | 0.36% |
+25,298
| New | +$1.6M |
|
74
Molson Coors Class B
TAP
$7.7B
| $1.62M | 0.36% |
+22,986
| New | +$1.71M |
|
75
Micron Technology
MU
$1.08T
| $1.62M | 0.36% |
86,492
-32,410
| -27% | -$864K |
|
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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.