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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 | |
|---|---|---|---|---|---|---|
176
Lam Research
LRCX
$399B
| $325K | 0.23% |
+48,490
| New | +$290K |
|
177
NXP Semiconductors
NXPI
$70.4B
| $321K | 0.23% |
+4,935
| New | +$302K |
|
178
Cummins
CMI
$91.2B
| $318K | 0.23% |
+2,054
| New | +$311K |
|
|
SEE
179
DELISTED
Sealed Air
SEE
| $314K | 0.23% |
9,095
-14,063
| -61% | -$465K |
|
|
BHI
180
DELISTED
Baker Hughes
BHI
| $314K | 0.23% |
+4,244
| New | +$295K |
|
181
Generac Holdings
GNRC
$12.6B
| $310K | 0.22% |
+6,253
| New | +$329K |
|
182
Moody's
MCO
$85.5B
| $307K | 0.22% |
+3,493
| New | +$288K |
|
|
SN
183
DELISTED
Sanchez Energy Corporation
SN
| $307K | 0.22% |
+8,265
| New | +$261K |
|
184
Micron Technology
MU
$1.08T
| $303K | 0.22% |
+9,515
| New | +$259K |
|
|
EPE
185
DELISTED
EP Energy Corporation
EPE
| $302K | 0.22% |
+13,261
| New | +$267K |
|
186
Newell Brands
NWL
$2.29B
| $301K | 0.22% |
+9,739
| New | +$291K |
|
187
Armstrong World Industries
AWI
$6.71B
| $299K | 0.21% |
5,199
-4,171
| -45% | -$226K |
|
188
Teva Pharmaceuticals
TEVA
$35.1B
| $298K | 0.21% |
+5,645
| New | +$289K |
|
|
FITB
189
Fifth Third Bancorp
FITB
$52.3B
| $297K | 0.21% |
+13,953
| New | +$295K |
|
190
Burlington
BURL
$22.3B
| $296K | 0.21% |
9,533
-6,563
| -41% | -$190K |
|
191
CNX Resources
CNX
$4.9B
| $295K | 0.21% |
+7,686
| New | +$282K |
|
192
Andersons Inc
ANDE
$2.75B
| $294K | 0.21% |
+5,862
| New | +$322K |
|
|
PACW
193
DELISTED
PacWest Bancorp
PACW
| $287K | 0.21% |
+6,690
| New | +$279K |
|
194
Pentair
PNR
$10.2B
| $286K | 0.21% |
+5,861
| New | +$298K |
|
195
Tractor Supply
TSCO
$15.4B
| $286K | 0.21% |
23,730
-26,360
| -53% | -$345K |
|
|
CJES
196
DELISTED
C&J ENERGY SVCS LTD
CJES
| $265K | 0.19% |
+7,969
| New | +$245K |
|
|
AKRX
197
DELISTED
Akorn Inc
AKRX
| $264K | 0.19% |
8,326
-22,936
| -73% | -$601K |
|
198
KBR
KBR
$4.52B
| $263K | 0.19% |
11,031
+1,375
| +14% | +$34.5K |
|
199
Cisco
CSCO
$442B
| $262K | 0.19% |
+10,587
| New | +$252K |
|
|
EV
200
DELISTED
Eaton Vance Corp.
EV
| $262K | 0.19% |
+6,945
| New | +$256K |
|
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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.