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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
BIG
626
DELISTED
Big Lots, Inc.
BIG
– –
-41,973
Closed -$2.05M
SLCA
627
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-69,897
Closed -$2.46M
SIX
628
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-8,280
Closed -$400K
MDRX
629
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-66,374
Closed -$790K
CHS
630
DELISTED
Chicos FAS, Inc.
CHS
– –
-23,672
Closed -$416K
RPT
631
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-32,024
Closed -$602K
PACW
632
DELISTED
PacWest Bancorp
PACW
– –
-16,663
Closed -$775K
DBD
633
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-22,269
Closed -$785K
LCI
634
DELISTED
Lannett Company, Inc.
LCI
– –
-2,411
Closed -$655K
ZEN
635
DELISTED
ZENDESK INC
ZEN
– –
-22,696
Closed -$518K
TMX
636
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-11,813
Closed -$271K
ISBC
637
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-33,812
Closed -$400K
XLNX
638
DELISTED
Xilinx Inc
XLNX
– –
-5,813
Closed -$245K
MXIM
639
DELISTED
Maxim Integrated Products
MXIM
– –
-121,892
Closed -$4.26M
CATM
640
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
– –
-11,999
Closed -$454K
WDR
641
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-8,810
Closed -$437K
QEP
642
DELISTED
QEP RESOURCES, INC.
QEP
– –
-56,346
Closed -$1.2M
INWK
643
DELISTED
InnerWorkings, Inc.
INWK
– –
-11,006
Closed -$73K
DNR
644
DELISTED
Denbury Resources, Inc.
DNR
– –
-155,152
Closed -$1.18M
PTLA
645
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-21,342
Closed -$819K
AGN
646
DELISTED
Allergan plc
AGN
– –
-5,654
Closed -$1.72M
RRTS
647
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
– –
-1,507
Closed -$949K
CRR
648
DELISTED
Carbo Ceramics Inc.
CRR
– –
-32,676
Closed -$993K
BKS
649
DELISTED
Barnes & Noble
BKS
– –
-45,678
Closed -$710K
LLL
650
DELISTED
L3 Technologies, Inc.
LLL
– –
-2,071
Closed -$262K
24 25
26
27 28

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CCM
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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
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SH
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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.