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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
+4.94%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$139M
AUM Growth
+$17.7M
Cap. Flow
+$12.1M
Cap. Flow %
8.7%
Top 10 Hldgs %
11.76%
Holding
429
New
157
Increased
53
Reduced
31
Closed
188

Top Buys

Rank Stock Value
1
ETFC
E*Trade Financial Corporation
ETFC
+$1.77M
2
RIG icon
Transocean
RIG
+$1.62M
3
SWI
SOLARWINDS INC COM STK (DE)
SWI
+$1.57M
4
IBM icon
IBM
IBM
+$1.49M
5
PEP icon
PepsiCo
PEP
+$1.42M

Top Sells

Rank Stock Value
1
ALGN icon
Align Technology
ALGN
+$1.7M
2
SUNE
SUNEDISON, INC COM
SUNE
+$1.63M
3
ARRS
ARRIS International plc Ordinary Shares
ARRS
+$1.43M
4
RBCN
Rubicon Technology, Inc.
RBCN
+$1.26M
5
WDC icon
Western Digital
WDC
+$1.19M

Sector Composition

Rank Sector Weight
1 Industrials 14.8%
2 Energy 14.17%
3 Financials 13.59%
4 Technology 13.08%
5 Consumer Discretionary 12.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AVGO icon
251
Broadcom
AVGO
$1.89T
– –
-76,350
Closed -$490K
BAX icon
252
Baxter International
BAX
$11.2B
– –
-10,941
Closed -$434K
BGS icon
253
B&G Foods
BGS
$291M
– –
-20,625
Closed -$616K
BMY icon
254
Bristol-Myers Squibb
BMY
$124B
– –
-7,694
Closed -$399K
BRO icon
255
Brown & Brown
BRO
$22.2B
– –
-64,938
Closed -$990K
CADE
256
DELISTED
Cadence Bank
CADE
– –
-20,471
Closed -$504K
CHD icon
257
Church & Dwight Co
CHD
$23B
– –
-22,428
Closed -$764K
CHRW icon
258
C.H. Robinson
CHRW
$24.4B
– –
-7,181
Closed -$369K
CHTR icon
259
Charter Communications
CHTR
$15.9B
– –
-4,083
Closed -$500K
CIEN icon
260
Ciena
CIEN
$56.2B
– –
-18,544
Closed -$419K
CINF icon
261
Cincinnati Financial
CINF
$27.7B
– –
-10,442
Closed -$504K
CMG icon
262
Chipotle Mexican Grill
CMG
$41.3B
– –
-31,800
Closed -$361K
COP icon
263
ConocoPhillips
COP
$145B
– –
-7,011
Closed -$493K
CPRI icon
264
Capri Holdings
CPRI
$1.86B
– –
-8,025
Closed -$745K
CRTO icon
265
Criteo
CRTO
$1.06B
– –
-6,528
Closed -$263K
CSIQ icon
266
Canadian Solar
CSIQ
$1.05B
– –
-9,347
Closed -$299K
D icon
267
Dominion Energy
D
$62.5B
– –
-3,609
Closed -$257K
DD icon
268
DuPont de Nemours
DD
$18.9B
– –
-4,301
Closed -$527K
DDD icon
269
3D Systems Corp
DDD
$434M
– –
-4,893
Closed -$289K
DE icon
270
Deere & Co
DE
$164B
– –
-7,156
Closed -$635K
DFS
271
DELISTED
Discover Financial Services
DFS
– –
-7,757
Closed -$446K
DGX icon
272
Quest Diagnostics
DGX
$23.2B
– –
-6,429
Closed -$372K
DINO icon
273
HF Sinclair
DINO
$16.4B
– –
-5,717
Closed -$271K
DIS icon
274
Walt Disney
DIS
$166B
– –
-5,158
Closed -$407K
ECPG icon
275
Encore Capital Group
ECPG
$1.89B
– –
-11,116
Closed -$505K
9 10
11
12 13

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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 2014 Portfolio in Review

As of Q2 2014, Quantitative Systematic Strategies held 429 positions worth $139M, up 15% from $122M the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Quantitative Systematic Strategies deployed $12.1M of net new capital in Q2 2014, opening 157 new positions and adding to 53 existing holdings. Its largest new stake was E*Trade Financial Corporation: 84,141 shares worth $1.78M.

By sector, the portfolio is most concentrated in Industrials at 15% of assets, up from 12% a quarter earlier, followed by Energy and Financials.

On the sell side, the largest reduction was Align Technology, an estimated $1.7M trimmed.

  • Quantitative Systematic Strategies's largest Q2 2014 buy was E*Trade Financial Corporation: 84,141 shares worth $1.78M.
  • Quantitative Systematic Strategies added most to IBM in Q2 2014, an estimated $1.49M increase.
  • Quantitative Systematic Strategies's biggest Q2 2014 reduction was Align Technology, cutting an estimated $1.7M.
  • Quantitative Systematic Strategies fully exited ARRIS International plc Ordinary Shares in Q2 2014, selling an estimated $1.43M.
  • Quantitative Systematic Strategies's ten largest holdings make up 12% of its $139M portfolio in Q2 2014.
  • Quantitative Systematic Strategies opened 157 new positions and closed 188 in Q2 2014.
  • Quantitative Systematic Strategies's portfolio value rose 15% quarter-over-quarter to $139M.

Based on Quantitative Systematic Strategies's 13F filing for Q2 2014, filed 14 Jul 2014.