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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 | |
|---|---|---|---|---|---|---|
151
Occidental Petroleum
OXY
$57.2B
| $360K | 0.26% |
+3,670
| New | +$345K |
|
|
NSR
152
DELISTED
Neustar Inc
NSR
| $359K | 0.26% |
+14,097
| New | +$383K |
|
|
LO
153
DELISTED
LORILLARD INC COM STK
LO
| $357K | 0.26% |
+5,810
| New | +$338K |
|
154
Jack in the Box
JACK
$272M
| $355K | 0.25% |
+5,908
| New | +$339K |
|
155
NiSource
NI
$22.3B
| $355K | 0.25% |
+23,002
| New | +$332K |
|
156
Invesco Mortgage Capital
IVR
$804M
| $353K | 0.25% |
+2,034
| New | +$348K |
|
|
HOT
157
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $352K | 0.25% |
+4,339
| New | +$341K |
|
158
Eagle Materials
EXP
$6.28B
| $351K | 0.25% |
+3,712
| New | +$325K |
|
159
McKesson
MCK
$95.3B
| $351K | 0.25% |
+1,870
| New | +$333K |
|
160
PG&E
PCG
$39.9B
| $351K | 0.25% |
7,310
+1,921
| +36% | +$87.1K |
|
161
Golar LNG
GLNG
$5.06B
| $350K | 0.25% |
+5,860
| New | +$275K |
|
162
CF Industries
CF
$19.6B
| $345K | 0.25% |
7,180
-10
| -0.1% | -$489 |
|
163
Ligand Pharmaceuticals
LGND
$6.1B
| $344K | 0.25% |
8,922
-15,985
| -64% | -$649K |
|
|
MYCC
164
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $344K | 0.25% |
+18,418
| New | +$339K |
|
165
Deckers Outdoor
DECK
$14.2B
| $343K | 0.25% |
+23,904
| New | +$317K |
|
166
Dana Inc
DAN
$3.02B
| $340K | 0.24% |
+14,044
| New | +$315K |
|
|
GDP
167
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $338K | 0.24% |
+12,314
| New | +$308K |
|
168
Chubb
CB
$133B
| $337K | 0.24% |
+3,254
| New | +$333K |
|
|
ANN
169
DELISTED
ANN INC
ANN
| $337K | 0.24% |
+8,317
| New | +$332K |
|
170
First American
FAF
$7.19B
| $335K | 0.24% |
+12,137
| New | +$331K |
|
171
Cadence Design Systems
CDNS
$93B
| $334K | 0.24% |
+19,252
| New | +$308K |
|
|
MW
172
DELISTED
THE MENS WAREHOUSE INC
MW
| $332K | 0.24% |
+6,066
| New | +$308K |
|
173
Starbucks
SBUX
$119B
| $331K | 0.24% |
+8,496
| New | +$309K |
|
|
AREX
174
DELISTED
Approach Resources Inc.
AREX
| $327K | 0.23% |
+14,453
| New | +$294K |
|
175
PBF Energy
PBF
$7.61B
| $326K | 0.23% |
+12,101
| New | +$358K |
|
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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.