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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 | |
|---|---|---|---|---|---|---|
|
CY
1
DELISTED
Cypress Semiconductor
CY
| $5.15M | 1.15% |
445,502
+334,028
| +300% | +$4.4M |
|
2
Meta Platforms (Facebook)
META
$1.59T
| $4.36M | 0.97% |
50,718
+36,317
| +252% | +$2.97M |
|
3
Conagra Brands
CAG
$7.1B
| $3.76M | 0.84% |
+111,332
| New | +$3.34M |
|
|
4
EOG Resources
EOG
$76.7B
| $3.72M | 0.83% |
43,140
+40,775
| +1,724% | +$3.77M |
|
|
YHOO
5
DELISTED
Yahoo Inc
YHOO
| $3.69M | 0.82% |
94,768
+85,487
| +921% | +$3.67M |
|
6
Archrock
AROC
$6.72B
| $3.63M | 0.81% |
111,301
+100,140
| +897% | +$3.38M |
|
|
AET
7
DELISTED
Aetna Inc
AET
| $3.56M | 0.79% |
+27,929
| New | +$3.19M |
|
|
FTR
8
DELISTED
Frontier Communications Corp.
FTR
| $3.51M | 0.78% |
+47,389
| New | +$4.23M |
|
9
Lear
LEA
$7.2B
| $3.48M | 0.77% |
31,038
+26,999
| +668% | +$3.1M |
|
10
Ameriprise Financial
AMP
$47.4B
| $3.42M | 0.76% |
27,582
+20,451
| +287% | +$2.61M |
|
11
McDonald's
MCD
$187B
| $3.35M | 0.74% |
35,071
+1,984
| +6% | +$192K |
|
12
Invesco
IVZ
$13.5B
| $3.28M | 0.73% |
87,646
+63,465
| +262% | +$2.54M |
|
|
MJN
13
DELISTED
Mead Johnson Nutrition Company
MJN
| $3.25M | 0.72% |
36,122
+29,212
| +423% | +$2.82M |
|
14
Sally Beauty Holdings
SBH
$1.4B
| $3.23M | 0.72% |
+105,232
| New | +$3.34M |
|
15
Trane Technologies
TT
$105B
| $3.22M | 0.72% |
47,580
+15,898
| +50% | +$1.09M |
|
|
AKRX
16
DELISTED
Akorn Inc
AKRX
| $3.16M | 0.7% |
+74,084
| New | +$3.43M |
|
|
TYC
17
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $3.13M | 0.7% |
+77,853
| New | +$3.32M |
|
18
Applied Materials
AMAT
$440B
| $3.11M | 0.69% |
161,920
+94,166
| +139% | +$1.93M |
|
19
Halliburton
HAL
$27.6B
| $3.08M | 0.68% |
72,079
+60,503
| +523% | +$2.79M |
|
|
PDCE
20
DELISTED
PDC Energy, Inc.
PDCE
| $3.03M | 0.67% |
57,150
+45,341
| +384% | +$2.56M |
|
21
Zoetis
ZTS
$31.1B
| $2.95M | 0.66% |
62,211
+54,219
| +678% | +$2.59M |
|
|
IBKC
22
DELISTED
IBERIABANK Corp
IBKC
| $2.93M | 0.65% |
+43,104
| New | +$2.82M |
|
23
Chubb
CB
$133B
| $2.85M | 0.63% |
28,061
+19,363
| +223% | +$2.09M |
|
|
MFRM
24
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $2.74M | 0.61% |
+44,833
| New | +$2.73M |
|
|
FINL
25
DELISTED
Finish Line
FINL
| $2.7M | 0.6% |
+97,206
| New | +$2.51M |
|
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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.