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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
SUSQ
401
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
– –
-48,286
Closed -$534K
KRFT
402
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
– –
-3,634
Closed -$202K
DRC
403
DELISTED
DRESSER-RAND GROUP INC
DRC
– –
-7,066
Closed -$400K
TRLA
404
DELISTED
TRULIA INC (DEL)
TRLA
– –
-6,030
Closed -$202K
CBST
405
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
– –
-4,369
Closed -$311K
ROC
406
DELISTED
ROCKWOOD HLDGS INC
ROC
– –
-4,094
Closed -$302K
FST
407
DELISTED
FOREST OIL CORPORATION
FST
– –
-107,401
Closed -$204K
CPWR
408
DELISTED
COMPUWARE CORP
CPWR
– –
-12,837
Closed -$127K
CNQR
409
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
– –
-7,728
Closed -$754K
BNNY
410
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
– –
-6,683
Closed -$265K
ITMN
411
DELISTED
INTERMUNE INC
ITMN
– –
-16,465
Closed -$530K
MCRS
412
DELISTED
MICROS SYSTEMS INC
MCRS
– –
-9,223
Closed -$483K
HSH
413
DELISTED
HILLSHIRE BRANDS CO
HSH
– –
-8,529
Closed -$315K
QCOR
414
DELISTED
QUESTCOR PHARMA INC
QCOR
– –
-9,467
Closed -$588K
FIO
415
DELISTED
FUSION-IO INC COM
FIO
– –
-11,540
Closed -$120K
XL
416
DELISTED
XL Group Ltd.
XL
– –
-12,959
Closed -$397K
SBNY
417
DELISTED
Signature Bank
SBNY
– –
-6,082
Closed -$745K
FTR
418
DELISTED
Frontier Communications Corp.
FTR
– –
-1,960
Closed -$165K
DGI
419
DELISTED
DigitalGlobe Inc.
DGI
– –
-7,137
Closed -$201K
TWC
420
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-3,148
Closed -$428K
MHR
421
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
– –
-22,883
Closed -$192K
CB
422
DELISTED
CHUBB CORPORATION
CB
– –
-7,838
Closed -$693K
AGN
423
DELISTED
Allergan Inc
AGN
– –
-4,264
Closed -$518K
PLD
424
DELISTED
PROLOGIS
PLD
– –
-7,517
Closed -$305K
SPN
425
DELISTED
Superior Energy Services, Inc.
SPN
– –
-1,685
Closed -$510K
14 15 16
17
18

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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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
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SH
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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.