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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 | |
|---|---|---|---|---|---|---|
201
Home Depot
HD
$330B
| $261K | 0.19% |
+3,223
| New | +$254K |
|
202
Wendy's
WEN
$1.41B
| $261K | 0.19% |
+30,358
| New | +$256K |
|
|
SCHW
203
Charles Schwab
SCHW
$175B
| $256K | 0.18% |
9,432
+601
| +7% | +$15.8K |
|
|
HAWK
204
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $255K | 0.18% |
+9,010
| New | +$224K |
|
|
RFMD
205
DELISTED
RF MICRO DEVICES INC
RFMD
| $254K | 0.18% |
27,079
-9,009
| -25% | -$80K |
|
206
Werner Enterprises
WERN
$2.75B
| $249K | 0.18% |
+9,455
| New | +$245K |
|
207
Brunswick
BC
$5.33B
| $239K | 0.17% |
5,664
-1,671
| -23% | -$70.6K |
|
208
Toll Brothers
TOL
$13.9B
| $239K | 0.17% |
+6,545
| New | +$232K |
|
209
Ashland
ASH
$3.13B
| $238K | 0.17% |
+4,513
| New | +$225K |
|
|
NPKI
210
NPK International
NPKI
$1.25B
| $237K | 0.17% |
+19,046
| New | +$222K |
|
211
Canadian Pacific Kansas City
CP
$81.1B
| $236K | 0.17% |
+6,550
| New | +$215K |
|
212
ATI
ATI
$26.7B
| $235K | 0.17% |
5,270
-4,089
| -44% | -$167K |
|
213
Regeneron Pharmaceuticals
REGN
$68.3B
| $233K | 0.17% |
+826
| New | +$245K |
|
214
TD Synnex
SNX
$20.2B
| $232K | 0.17% |
+6,420
| New | +$215K |
|
|
HME
215
DELISTED
HOME PROPERTIES, INC
HME
| $231K | 0.17% |
+3,617
| New | +$223K |
|
|
RAI
216
DELISTED
Reynolds American Inc
RAI
| $229K | 0.16% |
7,590
-12,532
| -62% | -$359K |
|
217
Skyworks Solutions
SWKS
$9.5B
| $222K | 0.16% |
+4,811
| New | +$203K |
|
|
TFCFA
218
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $219K | 0.16% |
+6,224
| New | +$212K |
|
219
VeriSign
VRSN
$23.9B
| $218K | 0.16% |
+4,468
| New | +$223K |
|
220
Berkshire Hathaway Class B
BRK.B
$1.06T
| $216K | 0.15% |
+1,694
| New | +$214K |
|
|
SNV
221
DELISTED
Synovus
SNV
| $216K | 0.15% |
8,832
+7,314
| +482% | +$171K |
|
|
DD
222
DELISTED
Du Pont De Nemours E I
DD
| $216K | 0.15% |
+3,471
| New | +$223K |
|
|
TGI
223
DELISTED
Triumph Group
TGI
| $212K | 0.15% |
3,062
-7,483
| -71% | -$505K |
|
224
Robert Half
RHI
$4.16B
| $210K | 0.15% |
+4,401
| New | +$197K |
|
225
ScottsMiracle-Gro
SMG
$4B
| $210K | 0.15% |
3,696
-6,440
| -64% | -$385K |
|
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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.