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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
SUNE
676
DELISTED
SUNEDISON, INC COM
SUNE
– –
-15,428
Closed -$373K
DMND
677
DELISTED
DIAMOND FOODS, INC.
DMND
– –
-7,163
Closed -$234K
KING
678
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
– –
-41,032
Closed -$655K
BRCM
679
DELISTED
BROADCOM CORP CL-A
BRCM
– –
-83,206
Closed -$3.66M
DYAX
680
DELISTED
DYAX CORPORATION
DYAX
– –
-23,460
Closed -$400K
HUB.B
681
DELISTED
HUBBELL INC CL-B
HUB.B
– –
-26,974
Closed -$2.97M
ZSPH
682
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
– –
-31,593
Closed -$1.34M
ANN
683
DELISTED
ANN INC
ANN
– –
-27,527
Closed -$1.14M
MRH
684
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
– –
-6,583
Closed -$251K
HLSS
685
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
– –
-123,600
Closed -$2.06M
STRZA
686
DELISTED
Starz - Series A
STRZA
– –
-19,670
Closed -$670K
CAVM
687
DELISTED
Cavium, Inc.
CAVM
– –
-5,665
Closed -$411K
DISH
688
DELISTED
DISH Network Corp.
DISH
– –
-17,354
Closed -$1.23M
YELL
689
DELISTED
Yellow Corporation Common Stock
YELL
– –
-15,108
Closed -$271K
SBNY
690
DELISTED
Signature Bank
SBNY
– –
-3,195
Closed -$413K
CELG
691
DELISTED
Celgene Corp
CELG
– –
-3,333
Closed -$400K
REXX
692
DELISTED
Rex Energy Corporation
REXX
– –
-6,133
Closed -$236K
LNKD
693
DELISTED
LinkedIn Corporation
LNKD
– –
-1,852
Closed -$473K
LXK
694
DELISTED
Lexmark Intl Inc
LXK
– –
-24,396
Closed -$1.05M
SCTY
695
DELISTED
SolarCity Corporation
SCTY
– –
-22,575
Closed -$1.14M
MDVN
696
DELISTED
MEDIVATION, INC.
MDVN
– –
-4,258
Closed -$276K
CB
697
DELISTED
CHUBB CORPORATION
CB
– –
-2,318
Closed -$236K
SPN
698
DELISTED
Superior Energy Services, Inc.
SPN
– –
-6,959
Closed -$1.57M
24 25 26 27
28

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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.