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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 | |
|---|---|---|---|---|---|---|
|
BLOX
101
DELISTED
Infoblox Inc
BLOX
| $536K | 0.38% |
40,699
+20,198
| +99% | +$346K |
|
102
GE Aerospace
GE
$354B
| $534K | 0.38% |
+4,221
| New | +$537K |
|
103
Community Health Systems
CYH
$454M
| $527K | 0.38% |
+13,957
| New | +$464K |
|
|
IDTI
104
DELISTED
Integrated Device Technology I
IDTI
| $526K | 0.38% |
+34,464
| New | +$443K |
|
105
Molson Coors Class B
TAP
$7.7B
| $520K | 0.37% |
+6,988
| New | +$450K |
|
106
Danaher
DHR
$126B
| $519K | 0.37% |
9,748
+3,501
| +56% | +$180K |
|
107
Lear
LEA
$7.2B
| $519K | 0.37% |
+5,868
| New | +$505K |
|
108
Regions Financial
RF
$26.3B
| $518K | 0.37% |
48,520
+11,902
| +33% | +$124K |
|
109
Cirrus Logic
CRUS
$7.04B
| $515K | 0.37% |
+22,487
| New | +$492K |
|
110
Oneok
OKE
$57.8B
| $513K | 0.37% |
+7,597
| New | +$481K |
|
111
Liberty Global Class C
LBTYK
$3.44B
| $508K | 0.36% |
+14,876
| New | +$492K |
|
112
IQVIA
IQV
$33.1B
| $503K | 0.36% |
9,684
+1,744
| +22% | +$88K |
|
|
RAD
113
DELISTED
Rite Aid Corporation
RAD
| $502K | 0.36% |
3,494
+1,869
| +115% | +$276K |
|
114
Diamondback Energy
FANG
$57.1B
| $499K | 0.36% |
+5,625
| New | +$428K |
|
|
DMND
115
DELISTED
DIAMOND FOODS, INC.
DMND
| $498K | 0.36% |
+17,742
| New | +$544K |
|
116
Akamai
AKAM
$18.1B
| $497K | 0.36% |
8,149
+3,270
| +67% | +$182K |
|
|
DCH
117
Dauch Corp
DCH
$1.35B
| $495K | 0.35% |
26,252
-2,662
| -9% | -$49K |
|
|
PVTB
118
DELISTED
PrivateBancorp Inc
PVTB
| $491K | 0.35% |
16,843
-10,017
| -37% | -$284K |
|
|
RAX
119
DELISTED
Rackspace Hosting Inc
RAX
| $491K | 0.35% |
+14,570
| New | +$483K |
|
|
IM
120
DELISTED
Ingram Micro
IM
| $487K | 0.35% |
+16,888
| New | +$474K |
|
121
Dollar Tree
DLTR
$23.5B
| $484K | 0.35% |
+9,063
| New | +$476K |
|
|
AY
122
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $476K | 0.34% |
+12,546
| New | +$475K |
|
123
Arrowhead Research
ARWR
$12.5B
| $470K | 0.34% |
32,778
+21,714
| +196% | +$285K |
|
124
Martin Marietta Materials
MLM
$33.1B
| $468K | 0.34% |
+3,543
| New | +$445K |
|
125
CarMax
KMX
$8.15B
| $467K | 0.33% |
+9,005
| New | +$409K |
|
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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.