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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
EGN
376
DELISTED
Energen
EGN
– –
-2,916
Closed -$236K
PF
377
DELISTED
Pinnacle Foods, Inc.
PF
– –
-7,103
Closed -$210K
PAY
378
DELISTED
Verifone Systems Inc
PAY
– –
-21,517
Closed -$718K
JASO
379
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-22,433
Closed -$226K
KND
380
DELISTED
Kindred Healthcare
KND
– –
-10,329
Closed -$237K
OA
381
DELISTED
Orbital ATK, Inc.
OA
– –
-2,653
Closed -$368K
BGC
382
DELISTED
General Cable Corporation
BGC
– –
-36,095
Closed -$922K
CBI
383
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-2,356
Closed -$200K
BWLD
384
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-6,937
Closed -$1.03M
ATW
385
DELISTED
Atwood Oceanics
ATW
– –
-5,081
Closed -$253K
CAB
386
DELISTED
Cabela's Inc
CAB
– –
-10,853
Closed -$708K
KCG
387
DELISTED
KCG Holdings, Inc.
KCG
– –
-24,262
Closed -$280K
UTEK
388
DELISTED
Ultratech Inc.
UTEK
– –
-19,617
Closed -$550K
JOY
389
DELISTED
Joy Global Inc
JOY
– –
-5,520
Closed -$320K
APOL
390
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-8,067
Closed -$265K
STJ
391
DELISTED
St Jude Medical
STJ
– –
-7,686
Closed -$498K
CPHD
392
DELISTED
Cepheid Inc
CPHD
– –
-3,948
Closed -$200K
AFFX
393
DELISTED
Affymetrix Inc
AFFX
– –
-33,817
Closed -$225K
SFXE
394
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
– –
-74,902
Closed -$504K
ACI
395
DELISTED
ARCH COAL, INC.
ACI
– –
-7,039
Closed -$339K
SFY
396
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
– –
-21,040
Closed -$228K
HELI
397
DELISTED
CHC GROUP LTD SHS NEW (CYM)
HELI
– –
-399
Closed -$88K
RYL
398
DELISTED
RYLAND GROUP INC
RYL
– –
-10,335
Closed -$410K
OCR
399
DELISTED
OMNICARE INC
OCR
– –
-10,553
Closed -$620K
INFA
400
DELISTED
INFORMATICA CORP
INFA
– –
-15,199
Closed -$567K
14 15
16
17 18

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.