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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
(+15%)
Cap. Flow
+$12.1M
Cap. Flow
% of AUM
8.7%
Top 10 Holdings %
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 |
Transocean
RIG
|
+$1.62M |
| 3 |
SWI
SOLARWINDS INC COM STK (DE)
SWI
|
+$1.57M |
| 4 |
IBM
IBM
|
+$1.49M |
| 5 |
PepsiCo
PEP
|
+$1.42M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 |
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 | |
|---|---|---|---|---|---|---|
226
Verizon
VZ
$184B
| $210K | 0.15% |
+4,258
| New | +$206K |
|
|
HOS
227
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $210K | 0.15% |
+4,482
| New | +$190K |
|
|
ATHL
228
DELISTED
ATHLON ENERGY INC COM
ATHL
| $210K | 0.15% |
+4,471
| New | +$188K |
|
229
Macy's
M
$6.1B
| $209K | 0.15% |
+3,559
| New | +$207K |
|
230
Titan International
TWI
$499M
| $204K | 0.15% |
+12,159
| New | +$204K |
|
231
Lowe's Companies
LOW
$112B
| $203K | 0.15% |
+4,253
| New | +$198K |
|
|
SONC
232
DELISTED
Sonic Corp
SONC
| $203K | 0.15% |
+9,173
| New | +$194K |
|
233
KB Home
KBH
$3.37B
| $190K | 0.14% |
10,153
-18,788
| -65% | -$315K |
|
234
Associated Banc-Corp
ASB
$5.69B
| $187K | 0.13% |
+10,358
| New | +$182K |
|
|
XXIA
235
DELISTED
Ixia
XXIA
| $184K | 0.13% |
+16,289
| New | +$199K |
|
|
CY
236
DELISTED
Cypress Semiconductor
CY
| $178K | 0.13% |
16,708
-54,259
| -76% | -$550K |
|
237
Graphic Packaging
GPK
$3.26B
| $175K | 0.13% |
14,966
-14,942
| -50% | -$160K |
|
|
SRCI
238
DELISTED
SRC Energy Inc
SRCI
| $164K | 0.12% |
+12,535
| New | +$145K |
|
|
WIN
239
DELISTED
Windstream Holdings Inc
WIN
| $127K | 0.09% |
+1,637
| New | +$119K |
|
240
8x8 Inc
EGHT
$240M
| $117K | 0.08% |
+14,748
| New | +$129K |
|
|
ANR
241
DELISTED
Alpha Natural Resources Inc
ANR
| $85K | 0.06% |
22,868
-105,344
| -82% | -$424K |
|
242
Accenture
ACN
$84.8B
| – | – |
-2,773
| Closed | -$219K |
|
243
Autodesk
ADSK
$43.2B
| – | – |
-8,531
| Closed | -$412K |
|
244
Albemarle
ALB
$13.8B
| – | – |
-5,633
| Closed | -$369K |
|
245
Advanced Micro Devices
AMD
$872B
| – | – |
-30,631
| Closed | -$119K |
|
246
Affiliated Managers Group
AMG
$9.17B
| – | – |
-2,657
| Closed | -$508K |
|
247
Ameriprise Financial
AMP
$47.1B
| – | – |
-3,645
| Closed | -$397K |
|
248
American Tower
AMT
$77.1B
| – | – |
-4,898
| Closed | -$402K |
|
249
Antero Resources
AR
$10.9B
| – | – |
-5,969
| Closed | -$380K |
|
250
Alexandria Real Estate Equities
ARE
$8.63B
| – | – |
-2,825
| Closed | -$203K |
|
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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.