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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 | |
|---|---|---|---|---|---|---|
151
Ironwood Pharmaceuticals
IRWD
$639M
| $1.02M | 0.23% |
+104,738
| New | +$1.22M |
|
|
JMEI
152
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
| $1.01M | 0.22% |
+4,791
| New | +$1.07M |
|
153
Cheesecake Factory
CAKE
$4.26B
| $1M | 0.22% |
18,460
+10,374
| +128% | +$536K |
|
154
Kohl's
KSS
$2.16B
| $1M | 0.22% |
15,992
+10,771
| +206% | +$748K |
|
|
PKY
155
DELISTED
Parkway, Inc.
PKY
| $1M | 0.22% |
+57,648
| New | +$989K |
|
|
RICE
156
DELISTED
Rice Energy Inc.
RICE
| $998K | 0.22% |
48,791
+30,297
| +164% | +$688K |
|
157
Cardinal Health
CAH
$51.7B
| $996K | 0.22% |
11,886
+7,756
| +188% | +$685K |
|
158
PPG Industries
PPG
$26.2B
| $988K | 0.22% |
8,590
-2,208
| -20% | -$252K |
|
159
Tractor Supply
TSCO
$15.4B
| $988K | 0.22% |
+54,825
| New | +$973K |
|
160
ArcBest
ARCB
$3.55B
| $987K | 0.22% |
+31,216
| New | +$1.11M |
|
161
O'Reilly Automotive
ORLY
$71.7B
| $982K | 0.22% |
+65,085
| New | +$965K |
|
162
Philip Morris
PM
$303B
| $972K | 0.22% |
12,127
-5,038
| -29% | -$414K |
|
163
Jefferies Financial Group
JEF
$12.9B
| $966K | 0.21% |
44,560
-4,121
| -8% | -$88K |
|
164
Chevron
CVX
$384B
| $963K | 0.21% |
+9,960
| New | +$1.05M |
|
|
XOMA
165
DELISTED
Xoma
XOMA
| $956K | 0.21% |
13,056
-11,383
| -47% | -$820K |
|
166
Lam Research
LRCX
$399B
| $950K | 0.21% |
117,810
-90,070
| -43% | -$707K |
|
167
Comcast
CMCSA
$84B
| $944K | 0.21% |
31,462
+22,294
| +243% | +$655K |
|
|
NUVA
168
DELISTED
NuVasive, Inc.
NUVA
| $944K | 0.21% |
19,823
-36,289
| -65% | -$1.7M |
|
169
Labcorp
LH
$23.1B
| $938K | 0.21% |
9,137
+5,479
| +150% | +$570K |
|
170
Northrop Grumman
NOC
$74.6B
| $933K | 0.21% |
5,877
+1,804
| +44% | +$289K |
|
171
Ashland
ASH
$3.13B
| $932K | 0.21% |
+15,581
| New | +$971K |
|
172
Prosperity Bancshares
PB
$8.76B
| $924K | 0.21% |
+15,980
| New | +$870K |
|
173
Sinclair Inc
SBGI
$999M
| $905K | 0.2% |
+32,788
| New | +$990K |
|
174
GoDaddy
GDDY
$11.8B
| $896K | 0.2% |
+31,789
| New | +$862K |
|
|
INXN
175
DELISTED
Interxion Holding N.V.
INXN
| $892K | 0.2% |
+32,392
| New | +$961K |
|
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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.