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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
SLB icon
326
SLB Ltd
SLB
$71.3B
– –
-3,513
Closed -$343K
STX icon
327
Seagate
STX
$205B
– –
-4,785
Closed -$263K
STWD icon
328
Starwood Property Trust
STWD
$6.11B
– –
-8,604
Closed -$201K
SWK icon
329
Stanley Black & Decker
SWK
$13.9B
– –
-7,377
Closed -$596K
SYNA icon
330
Synaptics
SYNA
$4.71B
– –
-4,990
Closed -$291K
TDW icon
331
Tidewater
TDW
$3.83B
– –
-614
Closed -$958K
TEL icon
332
TE Connectivity
TEL
$58.5B
– –
-8,109
Closed -$483K
TGNA
333
DELISTED
TEGNA Inc
TGNA
– –
-39,200
Closed -$556K
TGT icon
334
Target
TGT
$62.6B
– –
-7,709
Closed -$463K
TSN icon
335
Tyson Foods
TSN
$20.1B
– –
-5,845
Closed -$252K
UNP icon
336
Union Pacific
UNP
$174B
– –
-3,290
Closed -$304K
VECO icon
337
Veeco
VECO
$3.33B
– –
-11,218
Closed -$466K
VFC icon
338
VF Corp
VFC
$6.74B
– –
-7,864
Closed -$455K
VIAV icon
339
Viavi Solutions
VIAV
$10.4B
– –
-40,844
Closed -$315K
VOYA icon
340
Voya Financial
VOYA
$8.93B
– –
-13,857
Closed -$492K
WDC icon
341
Western Digital
WDC
$192B
– –
-17,469
Closed -$1.19M
WM icon
342
Waste Management
WM
$94.9B
– –
-5,109
Closed -$210K
WRB icon
343
W.R. Berkley
WRB
$26.8B
– –
-72,333
Closed -$881K
WYNN icon
344
Wynn Resorts
WYNN
$9.79B
– –
-931
Closed -$203K
WY icon
345
Weyerhaeuser
WY
$17.2B
– –
-22,843
Closed -$667K
CMRX
346
DELISTED
Chimerix, Inc.
CMRX
– –
-9,413
Closed -$212K
TUP
347
DELISTED
Tupperware Brands Corporation
TUP
– –
-5,998
Closed -$496K
SLCA
348
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-9,731
Closed -$356K
GHL
349
DELISTED
Greenhill & Co., Inc.
GHL
– –
-6,953
Closed -$361K
PDCE
350
DELISTED
PDC Energy, Inc.
PDCE
– –
-9,414
Closed -$583K
12 13
14
15 16

Similar funds

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.