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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 | |
|---|---|---|---|---|---|---|
|
CHS
26
DELISTED
Chicos FAS, Inc.
CHS
| $1.07M | 0.76% |
63,097
+35,188
| +126% | +$564K |
|
|
AKS
27
DELISTED
AK Steel Holding Corp
AKS
| $1.06M | 0.76% |
134,010
+120,696
| +907% | +$833K |
|
|
CODE
28
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
| $999K | 0.72% |
47,844
+19,387
| +68% | +$368K |
|
|
PRA
29
DELISTED
ProAssurance
PRA
| $995K | 0.71% |
22,375
-500
| -2% | -$22.4K |
|
30
HP
HPQ
$23B
| $980K | 0.7% |
+63,633
| New | +$956K |
|
31
ArcBest
ARCB
$3.55B
| $973K | 0.7% |
+22,747
| New | +$922K |
|
|
ITG
32
DELISTED
Investment Technology Group Inc
ITG
| $965K | 0.69% |
+58,087
| New | +$1.1M |
|
33
Assurant
AIZ
$13.5B
| $929K | 0.67% |
+14,168
| New | +$947K |
|
|
FDO
34
DELISTED
FAMILY DOLLAR STORES
FDO
| $928K | 0.67% |
+13,919
| New | +$839K |
|
35
Boeing
BA
$164B
| $906K | 0.65% |
+7,071
| New | +$923K |
|
|
BRSL
36
Brightstar Lottery PLC
BRSL
$1.92B
| $884K | 0.63% |
54,829
+38,784
| +242% | +$526K |
|
37
Ralph Lauren
RL
$23B
| $874K | 0.63% |
5,447
+4,048
| +289% | +$624K |
|
|
BRCM
38
DELISTED
BROADCOM CORP CL-A
BRCM
| $867K | 0.62% |
+23,513
| New | +$771K |
|
39
Advanced Energy
AEIS
$12.7B
| $866K | 0.62% |
+45,561
| New | +$932K |
|
40
Booking.com
BKNG
$138B
| $858K | 0.62% |
17,800
+8,800
| +98% | +$422K |
|
41
Truist Financial
TFC
$63.2B
| $847K | 0.61% |
+21,564
| New | +$827K |
|
|
ELGX
42
DELISTED
Endologix Inc
ELGX
| $832K | 0.6% |
5,573
+4,101
| +279% | +$546K |
|
43
Citigroup
C
$222B
| $828K | 0.59% |
17,564
+9,713
| +124% | +$462K |
|
44
Northrop Grumman
NOC
$74.6B
| $827K | 0.59% |
6,865
+3,764
| +121% | +$455K |
|
|
RRTS
45
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $825K | 0.59% |
+1,178
| New | +$766K |
|
|
RDC
46
DELISTED
Rowan Companies Plc
RDC
| $825K | 0.59% |
26,075
+14,752
| +130% | +$462K |
|
47
Meta Platforms (Facebook)
META
$1.59T
| $823K | 0.59% |
+12,168
| New | +$748K |
|
|
ADT
48
DELISTED
ADT Corp
ADT
| $815K | 0.58% |
23,500
+14,872
| +172% | +$477K |
|
49
Hartford Financial Services
HIG
$38.6B
| $814K | 0.58% |
22,808
+16,946
| +289% | +$596K |
|
50
Microchip Technology
MCHP
$46.2B
| $814K | 0.58% |
33,454
+16,858
| +102% | +$402K |
|
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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.