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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 | |
|---|---|---|---|---|---|---|
1
Conagra Brands
CAG
$7.1B
| $2.04M | 1.46% |
88,255
+54,972
| +165% | +$1.33M |
|
|
ETFC
2
DELISTED
E*Trade Financial Corporation
ETFC
| $1.78M | 1.28% |
+84,141
| New | +$1.77M |
|
|
3
IBM
IBM
$193B
| $1.73M | 1.24% |
9,966
+8,292
| +495% | +$1.49M |
|
|
4
Transocean
RIG
$5.87B
| $1.7M | 1.22% |
+38,173
| New | +$1.62M |
|
|
MRO
5
DELISTED
Marathon Oil Corporation
MRO
| $1.56M | 1.12% |
39,368
+30,364
| +337% | +$1.12M |
|
6
Trinity Industries
TRN
$2.87B
| $1.55M | 1.11% |
49,998
+41,817
| +511% | +$1.19M |
|
7
Alphabet (Google) Class C
GOOG
$4.17T
| $1.53M | 1.1% |
52,684
+38,712
| +277% | +$1.05M |
|
8
F5
FFIV
$22.6B
| $1.53M | 1.1% |
13,789
+9,594
| +229% | +$1.03M |
|
|
SWI
9
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $1.51M | 1.09% |
+39,283
| New | +$1.57M |
|
|
10
PepsiCo
PEP
$185B
| $1.46M | 1.05% |
+16,428
| New | +$1.42M |
|
11
Netflix
NFLX
$285B
| $1.44M | 1.03% |
227,850
+92,750
| +69% | +$502K |
|
12
Honeywell
HON
$73.8B
| $1.41M | 1.01% |
16,816
+10,882
| +183% | +$910K |
|
|
ANDV
13
DELISTED
Andeavor
ANDV
| $1.39M | 1% |
+23,365
| New | +$1.29M |
|
14
Children's Place
PLCE
$60.3M
| $1.36M | 0.98% |
+27,558
| New | +$1.34M |
|
|
X
15
DELISTED
US Steel
X
| $1.32M | 0.94% |
+50,639
| New | +$1.29M |
|
16
Intercontinental Exchange
ICE
$80.6B
| $1.3M | 0.93% |
+34,640
| New | +$1.35M |
|
|
CRR
17
DELISTED
Carbo Ceramics Inc.
CRR
| $1.26M | 0.9% |
8,329
+6,781
| +438% | +$934K |
|
18
State Street
STT
$50.9B
| $1.25M | 0.89% |
18,614
+15,203
| +446% | +$1,000K |
|
19
Semtech
SMTC
$12.8B
| $1.23M | 0.88% |
+46,893
| New | +$1.18M |
|
20
Universal Health Services
UHS
$9.04B
| $1.23M | 0.88% |
+12,868
| New | +$1.11M |
|
21
BorgWarner
BWA
$13.2B
| $1.22M | 0.87% |
+21,189
| New | +$1.17M |
|
22
Axos Financial
AX
$5.52B
| $1.2M | 0.86% |
+64,180
| New | +$1.26M |
|
|
YHOO
23
DELISTED
Yahoo Inc
YHOO
| $1.16M | 0.83% |
33,761
+7,453
| +28% | +$260K |
|
24
Archrock
AROC
$6.72B
| $1.14M | 0.82% |
+25,106
| New | +$1.08M |
|
25
Northwest Bancshares
NWBI
$2.24B
| $1.11M | 0.79% |
+81,488
| New | +$1.12M |
|
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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.