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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
EPE
651
DELISTED
EP Energy Corporation
EPE
– –
-10,103
Closed -$108K
TFCFA
652
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-12,488
Closed -$427K
NFX
653
DELISTED
Newfield Exploration
NFX
– –
-9,788
Closed -$344K
P
654
DELISTED
Pandora Media Inc
P
– –
-16,402
Closed -$267K
NSM
655
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-81,928
Closed -$2.03M
JASO
656
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-36,137
Closed -$349K
MON
657
DELISTED
Monsanto Co
MON
– –
-7,993
Closed -$906K
WIN
658
DELISTED
Windstream Holdings Inc
WIN
– –
-18,598
Closed -$1.08M
CBI
659
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-51,910
Closed -$2.56M
DYN
660
DELISTED
Dynegy, Inc.
DYN
– –
-9,535
Closed -$294K
ENTL
661
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
– –
-18,063
Closed -$415K
BWLD
662
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-1,126
Closed -$206K
BRCD
663
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-14,768
Closed -$174K
DD
664
DELISTED
Du Pont De Nemours E I
DD
– –
-3,804
Closed -$262K
WFM
665
DELISTED
Whole Foods Market Inc
WFM
– –
-7,163
Closed -$375K
PVTB
666
DELISTED
PrivateBancorp Inc
PVTB
– –
-18,557
Closed -$657K
FNBC
667
DELISTED
First NBC Bank Holding Company
FNBC
– –
-10,138
Closed -$334K
BEAV
668
DELISTED
B/E Aerospace Inc
BEAV
– –
-5,860
Closed -$375K
ISIL
669
DELISTED
Intersil Corp
ISIL
– –
-134,918
Closed -$1.93M
VA
670
DELISTED
Virgin America Inc.
VA
– –
-26,310
Closed -$823K
BLOX
671
DELISTED
Infoblox Inc
BLOX
– –
-10,314
Closed -$249K
MRD
672
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-26,322
Closed -$467K
FNFG
673
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-24,352
Closed -$216K
SNDK
674
DELISTED
SANDISK CORP
SNDK
– –
-3,354
Closed -$218K
TFM
675
DELISTED
THE FRESH MARKET, INC COM STK
TFM
– –
-9,850
Closed -$400K
24 25 26
27
28

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TMNFIC
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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
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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.