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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 | |
|---|---|---|---|---|---|---|
51
Intuit
INTU
$77.8B
| $813K | 0.58% |
+10,010
| New | +$772K |
|
|
BERY
52
DELISTED
Berry Global Group, Inc.
BERY
| $813K | 0.58% |
+34,657
| New | +$757K |
|
53
Johnson Controls International
JCI
$86.9B
| $812K | 0.58% |
+15,490
| New | +$770K |
|
54
Carnival Corporation Ltd
CCL
$35.7B
| $809K | 0.58% |
+21,364
| New | +$827K |
|
|
RHT
55
DELISTED
Red Hat Inc
RHT
| $809K | 0.58% |
14,660
+515
| +4% | +$26.2K |
|
56
Oshkosh
OSK
$9.27B
| $807K | 0.58% |
+14,498
| New | +$801K |
|
57
Southwest Airlines
LUV
$23.3B
| $805K | 0.58% |
+29,660
| New | +$748K |
|
58
TechnipFMC
FTI
$29.9B
| $804K | 0.58% |
17,928
+12,258
| +216% | +$519K |
|
|
MRD
59
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $786K | 0.56% |
+32,705
| New | +$787K |
|
60
Cheniere Energy
LNG
$56B
| $774K | 0.55% |
+11,058
| New | +$672K |
|
|
GLBR
61
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $768K | 0.55% |
+5,174
| New | +$743K |
|
62
FedEx
FDX
$76.6B
| $751K | 0.54% |
4,957
+3,169
| +177% | +$443K |
|
|
WFT
63
DELISTED
Weatherford International plc
WFT
| $744K | 0.53% |
32,798
+9,980
| +44% | +$205K |
|
64
Applied Materials
AMAT
$440B
| $737K | 0.53% |
32,811
+14,185
| +76% | +$289K |
|
65
Dick's Sporting Goods
DKS
$18.8B
| $729K | 0.52% |
+15,855
| New | +$775K |
|
66
Abercrombie & Fitch
ANF
$4.27B
| $715K | 0.51% |
+16,616
| New | +$641K |
|
67
Cogent Communications
CCOI
$648M
| $712K | 0.51% |
+21,042
| New | +$744K |
|
|
CIVI
68
DELISTED
Civitas Resources
CIVI
| $711K | 0.51% |
112
+38
| +51% | +$215K |
|
69
Northern Trust
NTRS
$33.1B
| $706K | 0.51% |
+10,960
| New | +$675K |
|
70
Halliburton
HAL
$27.6B
| $699K | 0.5% |
9,915
-68
| -0.7% | -$4.36K |
|
|
BBBY
71
DELISTED
Bed Bath & Beyond Inc
BBBY
| $689K | 0.49% |
+12,000
| New | +$749K |
|
|
WBA
72
DELISTED
Walgreens Boots Alliance
WBA
| $687K | 0.49% |
+9,273
| New | +$648K |
|
|
FNSR
73
DELISTED
Finisar Corp
FNSR
| $682K | 0.49% |
34,582
+23,148
| +202% | +$556K |
|
|
BAS
74
DELISTED
Basis Energy Services, Inc.
BAS
| $680K | 0.49% |
42
-7
| -14% | -$106K |
|
|
NUVA
75
DELISTED
NuVasive, Inc.
NUVA
| $675K | 0.48% |
+19,193
| New | +$657K |
|
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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.