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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 | |
|---|---|---|---|---|---|---|
|
NRF
126
DELISTED
NorthStar Realty Finance Corp.
NRF
| $1.13M | 0.25% |
35,224
+24,186
| +219% | +$870K |
|
|
RKUS
127
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $1.13M | 0.25% |
110,058
+99,431
| +936% | +$1.14M |
|
128
Stanley Black & Decker
SWK
$13.9B
| $1.12M | 0.25% |
+10,689
| New | +$1.09M |
|
|
JOY
129
DELISTED
Joy Global Inc
JOY
| $1.12M | 0.25% |
+30,688
| New | +$1.23M |
|
130
Comscore
SCOR
$119M
| $1.12M | 0.25% |
+1,057
| New | +$1.14M |
|
131
Kirby Corp
KEX
$7.98B
| $1.1M | 0.24% |
+14,358
| New | +$1.14M |
|
132
Nike
NKE
$62.6B
| $1.09M | 0.24% |
20,216
-10,742
| -35% | -$550K |
|
133
Eli Lilly
LLY
$1.04T
| $1.09M | 0.24% |
12,977
-18,862
| -59% | -$1.44M |
|
134
Sprouts Farmers Market
SFM
$6.95B
| $1.08M | 0.24% |
+39,932
| New | +$1.23M |
|
135
News Corp Class A
NWSA
$14.8B
| $1.07M | 0.24% |
+74,264
| New | +$1.14M |
|
|
SFUN
136
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $1.07M | 0.24% |
+2,578
| New | +$1.03M |
|
137
Advance Auto Parts
AAP
$3.35B
| $1.06M | 0.24% |
+6,672
| New | +$1.02M |
|
|
BTU
138
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.06M | 0.24% |
28,170
+24,868
| +753% | +$1.45M |
|
139
Fortinet
FTNT
$114B
| $1.06M | 0.24% |
130,080
-11,710
| -8% | -$90.9K |
|
140
Avery Dennison
AVY
$12.1B
| $1.05M | 0.23% |
+17,258
| New | +$1M |
|
141
Cigna
CI
$75.4B
| $1.05M | 0.23% |
6,389
+4,745
| +289% | +$655K |
|
142
General Motors
GM
$74.1B
| $1.05M | 0.23% |
31,592
-27,152
| -46% | -$968K |
|
143
Helix Energy Solutions
HLX
$1.42B
| $1.05M | 0.23% |
81,268
+67,825
| +505% | +$1.07M |
|
144
Jabil
JBL
$33.4B
| $1.05M | 0.23% |
+49,090
| New | +$1.16M |
|
145
Ulta Beauty
ULTA
$20.8B
| $1.04M | 0.23% |
6,800
-1,369
| -17% | -$210K |
|
146
Flotek Industries
FTK
$985M
| $1.03M | 0.23% |
+13,670
| New | +$1.11M |
|
|
APC
147
DELISTED
Anadarko Petroleum
APC
| $1.03M | 0.23% |
13,151
+9,635
| +274% | +$834K |
|
|
LM
148
DELISTED
Legg Mason, Inc.
LM
| $1.03M | 0.23% |
20,371
-7,588
| -27% | -$409K |
|
149
First Financial Bankshares
FFIN
$4.97B
| $1.02M | 0.23% |
+59,322
| New | +$904K |
|
|
XOOM
150
DELISTED
XOOM CORP COM
XOOM
| $1.02M | 0.23% |
+48,536
| New | +$902K |
|
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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.