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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 | |
|---|---|---|---|---|---|---|
|
PCP
126
DELISTED
PRECISION CASTPARTS CORP
PCP
| $464K | 0.33% |
1,830
-359
| -16% | -$91.8K |
|
127
Navient
NAVI
$809M
| $460K | 0.33% |
+25,808
| New | +$427K |
|
128
Trane Technologies
TT
$105B
| $460K | 0.33% |
7,338
-2,654
| -27% | -$158K |
|
129
Coca-Cola Europacific Partners
CCEP
$46.8B
| $457K | 0.33% |
+9,536
| New | +$440K |
|
|
KOG
130
DELISTED
KODIAK OIL & GAS CORP
KOG
| $450K | 0.32% |
31,124
+7,028
| +29% | +$91.4K |
|
|
JAH
131
DELISTED
JARDEN CORPORATION
JAH
| $449K | 0.32% |
+11,456
| New | +$437K |
|
|
HCBK
132
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $445K | 0.32% |
+45,176
| New | +$445K |
|
133
Western Union
WU
$2.65B
| $432K | 0.31% |
+25,049
| New | +$405K |
|
134
Textron
TXT
$15.9B
| $425K | 0.3% |
+10,938
| New | +$428K |
|
135
Adtran
ADTN
$846M
| $422K | 0.3% |
+18,772
| New | +$425K |
|
136
JPMorgan Chase
JPM
$926B
| $420K | 0.3% |
+7,302
| New | +$411K |
|
|
FINL
137
DELISTED
Finish Line
FINL
| $413K | 0.3% |
+13,975
| New | +$397K |
|
138
United Therapeutics
UTHR
$26.2B
| $407K | 0.29% |
4,550
-6,742
| -60% | -$648K |
|
|
139
Align Technology
ALGN
$12.4B
| $406K | 0.29% |
7,203
-32,731
| -82% | -$1.7M |
|
140
Boston Scientific
BSX
$63.9B
| $405K | 0.29% |
31,757
+6,374
| +25% | +$82.9K |
|
141
Dollar General
DG
$26.5B
| $395K | 0.28% |
+6,898
| New | +$394K |
|
142
Mastercard
MA
$470B
| $390K | 0.28% |
5,316
+1,365
| +35% | +$101K |
|
|
ESV
143
DELISTED
Ensco Rowan plc
ESV
| $387K | 0.28% |
+1,748
| New | +$362K |
|
144
Freeport-McMoran
FCX
$93.4B
| $385K | 0.28% |
+10,655
| New | +$365K |
|
|
REXX
145
DELISTED
Rex Energy Corporation
REXX
| $384K | 0.28% |
2,195
-706
| -24% | -$137K |
|
146
KeyCorp
KEY
$24.8B
| $382K | 0.27% |
+26,568
| New | +$367K |
|
|
SUNE
147
DELISTED
SUNEDISON, INC COM
SUNE
| $372K | 0.27% |
16,363
-83,998
| -84% | -$1.63M |
|
148
CME Group
CME
$90.1B
| $371K | 0.27% |
5,273
+1,690
| +47% | +$119K |
|
149
Advance Auto Parts
AAP
$3.35B
| $369K | 0.26% |
+2,761
| New | +$342K |
|
150
Corning
GLW
$133B
| $364K | 0.26% |
16,544
-12,733
| -43% | -$270K |
|
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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.