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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 | |
|---|---|---|---|---|---|---|
176
RenaissanceRe
RNR
$13.6B
| $888K | 0.2% |
+8,752
| New | +$902K |
|
|
BERY
177
DELISTED
Berry Global Group, Inc.
BERY
| $879K | 0.2% |
29,235
-4,635
| -14% | -$146K |
|
178
Akamai
AKAM
$18.1B
| $873K | 0.19% |
+12,561
| New | +$932K |
|
179
Alaska Air
ALK
$4.95B
| $869K | 0.19% |
13,592
+7,318
| +117% | +$471K |
|
180
IBM
IBM
$193B
| $868K | 0.19% |
+5,569
| New | +$895K |
|
181
Broadcom
AVGO
$1.89T
| $867K | 0.19% |
65,250
+47,350
| +265% | +$620K |
|
182
APA Corp
APA
$12.8B
| $856K | 0.19% |
+14,968
| New | +$943K |
|
183
Coty
COTY
$2.4B
| $853K | 0.19% |
+26,489
| New | +$686K |
|
184
Viatris
VTRS
$19.8B
| $849K | 0.19% |
12,543
-3,323
| -21% | -$235K |
|
|
GOV
185
DELISTED
Government Properties Income Trust
GOV
| $842K | 0.19% |
+45,149
| New | +$922K |
|
186
Altria Group
MO
$121B
| $838K | 0.19% |
+17,204
| New | +$872K |
|
187
Wells Fargo
WFC
$262B
| $836K | 0.19% |
+14,892
| New | +$830K |
|
188
HCA Healthcare
HCA
$82.5B
| $834K | 0.19% |
+9,206
| New | +$738K |
|
189
Boeing
BA
$164B
| $828K | 0.18% |
5,972
+2,006
| +51% | +$293K |
|
190
Qualcomm
QCOM
$185B
| $814K | 0.18% |
+12,982
| New | +$886K |
|
|
HNT
191
DELISTED
HEALTH NET INC
HNT
| $804K | 0.18% |
+12,608
| New | +$753K |
|
192
Knowles
KN
$3.13B
| $802K | 0.18% |
+43,490
| New | +$843K |
|
|
CAM
193
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $795K | 0.18% |
+15,276
| New | +$792K |
|
194
CME Group
CME
$90.1B
| $791K | 0.18% |
8,571
+4,081
| +91% | +$381K |
|
195
TherapeuticsMD
TXMD
$23.4M
| $770K | 0.17% |
2,049
+475
| +30% | +$168K |
|
|
FITB
196
Fifth Third Bancorp
FITB
$52.3B
| $764K | 0.17% |
36,802
-32,861
| -47% | -$666K |
|
|
GPOR
197
DELISTED
Gulfport Energy Corp.
GPOR
| $763K | 0.17% |
19,330
-73,050
| -79% | -$3.35M |
|
|
GNMK
198
DELISTED
GenMark Diagnostics, Inc
GNMK
| $759K | 0.17% |
+83,431
| New | +$841K |
|
199
Post Holdings
POST
$4.12B
| $757K | 0.17% |
+22,263
| New | +$687K |
|
200
Qorvo
QRVO
$7.89B
| $756K | 0.17% |
+9,489
| New | +$736K |
|
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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.