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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 | |
|---|---|---|---|---|---|---|
276
Edison International
EIX
$30.9B
| – | – |
-4,531
| Closed | -$251K |
|
277
Eastman Chemical
EMN
$7.93B
| – | – |
-5,704
| Closed | -$488K |
|
278
Equinix
EQIX
$101B
| – | – |
-2,828
| Closed | -$521K |
|
279
Entergy
ETR
$53.6B
| – | – |
-17,982
| Closed | -$599K |
|
280
Edwards Lifesciences
EW
$48.6B
| – | – |
-51,708
| Closed | -$613K |
|
281
Green Dot
GDOT
$753M
| – | – |
-40,759
| Closed | -$794K |
|
282
Gilead Sciences
GILD
$162B
| – | – |
-4,113
| Closed | -$282K |
|
283
General Mills
GIS
$19.7B
| – | – |
-5,411
| Closed | -$279K |
|
284
GameStop
GME
$9.69B
| – | – |
-52,604
| Closed | -$537K |
|
285
Herc Holdings
HRI
$5.04B
| – | – |
-6,701
| Closed | -$521K |
|
286
HUB Group
HUBG
$3.11B
| – | – |
-47,786
| Closed | -$951K |
|
287
Illumina
ILMN
$28.9B
| – | – |
-2,881
| Closed | -$398K |
|
288
Ingredion
INGR
$6.46B
| – | – |
-8,094
| Closed | -$546K |
|
289
Intuitive Surgical
ISRG
$122B
| – | – |
-4,806
| Closed | -$232K |
|
290
Illinois Tool Works
ITW
$78.8B
| – | – |
-3,297
| Closed | -$266K |
|
291
JetBlue
JBLU
$1.92B
| – | – |
-27,490
| Closed | -$232K |
|
|
JNPR
292
DELISTED
Juniper Networks
JNPR
| – | – |
-19,893
| Closed | -$510K |
|
293
Coca-Cola
KO
$354B
| – | – |
-5,683
| Closed | -$221K |
|
294
Leidos
LDOS
$13.5B
| – | – |
-10,296
| Closed | -$360K |
|
295
Leggett & Platt
LEG
$1.46B
| – | – |
-12,604
| Closed | -$407K |
|
296
L3Harris
LHX
$53.1B
| – | – |
-7,855
| Closed | -$566K |
|
297
Lockheed Martin
LMT
$119B
| – | – |
-5,087
| Closed | -$817K |
|
298
Lincoln National
LNC
$7.97B
| – | – |
-4,811
| Closed | -$244K |
|
299
Louisiana-Pacific
LPX
$5.07B
| – | – |
-32,423
| Closed | -$537K |
|
300
LXP Industrial Trust
LXP
$3.55B
| – | – |
-11,178
| Closed | -$605K |
|
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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.