We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
RICE
76
DELISTED
Rice Energy Inc.
RICE
| $672K | 0.48% |
+22,036
| New | +$667K |
|
77
Williams Companies
WMB
$91.1B
| $671K | 0.48% |
+11,459
| New | +$531K |
|
|
TIBX
78
DELISTED
TIBCO SOFTWARE INC
TIBX
| $669K | 0.48% |
+33,439
| New | +$667K |
|
79
Invesco
IVZ
$13.5B
| $668K | 0.48% |
17,699
+3,883
| +28% | +$140K |
|
|
MON
80
DELISTED
Monsanto Co
MON
| $667K | 0.48% |
5,336
+1,368
| +34% | +$160K |
|
|
SPNC
81
DELISTED
Spectranetics Corp
SPNC
| $667K | 0.48% |
+28,857
| New | +$669K |
|
82
Lincoln Electric
LECO
$13.7B
| $662K | 0.47% |
+9,488
| New | +$643K |
|
83
Masco
MAS
$15.7B
| $661K | 0.47% |
+33,893
| New | +$639K |
|
84
SLM Corp
SLM
$4.76B
| $661K | 0.47% |
+79,165
| New | +$697K |
|
85
Agilent Technologies
A
$37.7B
| $660K | 0.47% |
16,039
+10,464
| +188% | +$420K |
|
|
MJN
86
DELISTED
Mead Johnson Nutrition Company
MJN
| $660K | 0.47% |
7,120
+2,267
| +47% | +$198K |
|
87
American Vanguard Corp
AVD
$74.4M
| $635K | 0.46% |
+49,754
| New | +$814K |
|
88
The Mosaic Company
MOS
$7.24B
| $612K | 0.44% |
+12,324
| New | +$607K |
|
|
MNK
89
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $611K | 0.44% |
7,790
-13,070
| -63% | -$947K |
|
90
Apple
AAPL
$4.79T
| $609K | 0.44% |
+26,324
| New | +$560K |
|
|
APC
91
DELISTED
Anadarko Petroleum
APC
| $607K | 0.44% |
5,539
+1,887
| +52% | +$192K |
|
|
LNW
92
DELISTED
Light & Wonder
LNW
| $605K | 0.43% |
+54,791
| New | +$592K |
|
|
SLXP
93
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $586K | 0.42% |
+4,771
| New | +$527K |
|
94
Nabors Industries
NBR
$1.26B
| $581K | 0.42% |
401
-313
| -44% | -$404K |
|
95
Old Dominion Freight Line
ODFL
$48.4B
| $566K | 0.41% |
+26,979
| New | +$544K |
|
96
United Rentals
URI
$64.8B
| $554K | 0.4% |
+5,285
| New | +$517K |
|
|
LXK
97
DELISTED
Lexmark Intl Inc
LXK
| $548K | 0.39% |
+11,456
| New | +$511K |
|
|
PVA
98
DELISTED
PENN VIRGINIA CORP
PVA
| $539K | 0.39% |
32,109
+9,073
| +39% | +$144K |
|
99
Mohawk Industries
MHK
$6.73B
| $538K | 0.39% |
3,920
+1,687
| +76% | +$228K |
|
100
Bath & Body Works
BBWI
$4.04B
| $536K | 0.38% |
+11,335
| New | +$519K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.