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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
+157.1%
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 | Financials | 15.23% |
| 2 | Energy | 15.14% |
| 3 | Industrials | 14.8% |
| 4 | Technology | 13.94% |
| 5 | Consumer Discretionary | 13.19% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
McDonald's
MCD
$181B
| – | – |
-4,310
| Closed | -$419K |
|
302
MetLife
MET
$62B
| – | – |
-4,854
| Closed | -$227K |
|
303
Manitowoc
MTW
$772M
| – | – |
-7,474
| Closed | -$209K |
|
304
Norwegian Cruise Line
NCLH
$7.15B
| – | – |
-14,740
| Closed | -$469K |
|
305
Nasdaq
NDAQ
$54.2B
| – | – |
-18,237
| Closed | -$223K |
|
306
Northern Oil and Gas
NOG
$2.76B
| – | – |
-1,379
| Closed | -$200K |
|
307
News Corp Class A
NWSA
$16.3B
| – | – |
-18,250
| Closed | -$311K |
|
308
ON Semiconductor
ON
$29B
| – | – |
-55,799
| Closed | -$513K |
|
309
Pitney Bowes
PBI
$2.39B
| – | – |
-35,483
| Closed | -$906K |
|
310
Puma Biotechnology
PBYI
$493M
| – | – |
-4,677
| Closed | -$486K |
|
311
Philip Morris
PM
$284B
| – | – |
-4,240
| Closed | -$345K |
|
312
Progress Software
PRGS
$1.81B
| – | – |
-28,570
| Closed | -$609K |
|
313
Prothena Corp
PRTA
$504M
| – | – |
-10,260
| Closed | -$377K |
|
314
Prudential Financial
PRU
$42.1B
| – | – |
-5,836
| Closed | -$494K |
|
315
Phillips 66
PSX
$102B
| – | – |
-3,893
| Closed | -$298K |
|
316
PVH
PVH
$3.43B
| – | – |
-1,762
| Closed | -$218K |
|
317
Ryder
R
$9.53B
| – | – |
-7,592
| Closed | -$598K |
|
318
Royal Gold
RGLD
$22.2B
| – | – |
-8,336
| Closed | -$529K |
|
319
Range Resources
RRC
$9.81B
| – | – |
-3,792
| Closed | -$323K |
|
320
RTX Corp
RTX
$271B
| – | – |
-4,780
| Closed | -$347K |
|
321
Revvity
RVTY
$14.5B
| – | – |
-9,605
| Closed | -$429K |
|
322
Sally Beauty Holdings
SBH
$1.56B
| – | – |
-13,966
| Closed | -$384K |
|
323
Signet Jewelers
SIG
$3.31B
| – | – |
-5,388
| Closed | -$571K |
|
324
Skywest
SKYW
$3.85B
| – | – |
-13,245
| Closed | -$163K |
|
325
Silicon Laboratories
SLAB
$7.36B
| – | – |
-5,449
| Closed | -$282K |
|
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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 Financials at 15% of assets, up from 12% a quarter earlier, followed by Energy and Industrials.
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.