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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
Cap. Flow
+$98.6M
Cap. Flow %
21.92%
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 icon
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
EMN icon
Eastman Chemical
EMN
+$4.34M
4
MXIM
Maxim Integrated Products
MXIM
+$4.26M
5
ETN icon
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
TCF
476
DELISTED
TCF Financial Corporation
TCF
$198K 0.04%
+11,907
New +$191K
VIRX
477
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$196K 0.04%
321
-456
-59% -$242K
SLM icon
478
SLM Corp
SLM
$4.62B
$193K 0.04%
+19,613
New +$198K
NYRT
479
DELISTED
New York REIT, Inc.
NYRT
$186K 0.04%
+1,861
New +$182K
SRCI
480
DELISTED
SRC Energy Inc
SRCI
$184K 0.04%
+16,139
New +$194K
NSA icon
481
National Storage Affiliates Trust
NSA
$165K 0.04%
+13,033
New +$171K
CAA
482
DELISTED
CalAtlantic Group, Inc.
CAA
$157K 0.03%
+3,555
New +$151K
FLEX icon
483
Flex
FLEX
$46.8B
$148K 0.03%
+17,073
New +$157K
WFT
484
DELISTED
Weatherford International plc
WFT
$132K 0.03%
+10,698
New +$149K
PBR.A icon
485
Petrobras Class A
PBR.A
$109B
$119K 0.03%
14,539
-62,848
-81% -$526K
ACHN
486
DELISTED
Achillion Pharmaceuticals
ACHN
$118K 0.03%
13,496
-34,479
-72% -$326K
IRDM icon
487
Iridium Communications
IRDM
$5.01B
$115K 0.03%
+12,434
New +$128K
PGN
488
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
$110K 0.02%
+99,057
New +$161K
BVN icon
489
Compañía de Minas Buenaventura
BVN
$7.93B
$109K 0.02%
10,387
-1,007
-9% -$11K
BIOL
490
DELISTED
Biolase, Inc.
BIOL
$105K 0.02%
+5
New +$122K
EGO icon
491
Eldorado Gold
EGO
$8.29B
$100K 0.02%
4,968
-25
-0.5% -$589
GAME
492
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$94K 0.02%
+13,574
New +$93.3K
CERS icon
493
Cerus
CERS
$581M
$58K 0.01%
+11,078
New +$52.5K
A icon
494
Agilent Technologies
A
$39.1B
– –
-43,676
Closed -$1.82M
AAL icon
495
American Airlines Group
AAL
$9.02B
– –
-6,717
Closed -$360K
ABBV icon
496
AbbVie
ABBV
$453B
– –
-6,868
Closed -$400K
ACAD icon
497
Acadia Pharmaceuticals
ACAD
$4.25B
– –
-14,843
Closed -$495K
ADVM
498
DELISTED
Adverum Biotechnologies
ADVM
– –
-8,046
Closed -$3.21M
AFL icon
499
Aflac
AFL
$63.3B
– –
-7,356
Closed -$235K
AIG icon
500
American International
AIG
$41.5B
– –
-6,145
Closed -$337K
18 19
20
21 22

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.