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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
RBCN
351
DELISTED
Rubicon Technology, Inc.
RBCN
– –
-10,981
Closed -$1.26M
TEN
352
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-6,916
Closed -$396K
ENDP
353
DELISTED
Endo International plc
ENDP
– –
-13,547
Closed -$913K
ACC
354
DELISTED
American Campus Communities, Inc.
ACC
– –
-6,540
Closed -$244K
CNR
355
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-11,992
Closed -$205K
SREV
356
DELISTED
ServiceSource International, Inc.
SREV
– –
-15,853
Closed -$126K
CERN
357
DELISTED
Cerner Corp
CERN
– –
-3,771
Closed -$212K
CSOD
358
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-6,742
Closed -$313K
XEC
359
DELISTED
CIMAREX ENERGY CO
XEC
– –
-4,479
Closed -$536K
CLGX
360
DELISTED
Corelogic, Inc.
CLGX
– –
-9,024
Closed -$266K
TIF
361
DELISTED
Tiffany & Co.
TIF
– –
-5,742
Closed -$490K
GPOR
362
DELISTED
Gulfport Energy Corp.
GPOR
– –
-12,495
Closed -$874K
MNTA
363
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-11,697
Closed -$163K
JCP
364
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-30,419
Closed -$269K
AGN
365
DELISTED
Allergan plc
AGN
– –
-2,097
Closed -$428K
AVP
366
DELISTED
Avon Products, Inc.
AVP
– –
-28,084
Closed -$403K
CRZO
367
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-6,331
Closed -$339K
STI
368
DELISTED
SunTrust Banks, Inc.
STI
– –
-5,477
Closed -$214K
MDSO
369
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-10,145
Closed -$534K
ARRY
370
DELISTED
Array Biopharma Inc
ARRY
– –
-24,924
Closed -$111K
ARRS
371
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-51,873
Closed -$1.43M
CLD
372
DELISTED
Cloud Peak Energy Inc
CLD
– –
-25,178
Closed -$528K
ICON
373
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-1,428
Closed -$561K
NFX
374
DELISTED
Newfield Exploration
NFX
– –
-19,469
Closed -$614K
GOV
375
DELISTED
Government Properties Income Trust
GOV
– –
-13,555
Closed -$337K
13 14
15
16 17

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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
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.