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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
-3.3%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$172M
AUM Growth
+$32.4M
(+23%)
Cap. Flow
+$35.5M
Cap. Flow
% of AUM
20.67%
Top 10 Holdings %
Top 10 Hldgs %
10.66%
Holding
440
New
199
Increased
52
Reduced
40
Closed
149
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
DF
Dean Foods Company
DF
|
+$2.28M |
| 2 |
GTAT
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
|
+$2.17M |
| 3 |
ASNA
Ascena Retail Group, Inc.
ASNA
|
+$2.03M |
| 4 |
JetBlue
JBLU
|
+$2.02M |
| 5 |
Brink's
BCO
|
+$2.01M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Conagra Brands
CAG
|
+$2.04M |
| 2 |
ETFC
E*Trade Financial Corporation
ETFC
|
+$1.78M |
| 3 |
IBM
IBM
|
+$1.73M |
| 4 |
Transocean
RIG
|
+$1.7M |
| 5 |
SWI
SOLARWINDS INC COM STK (DE)
SWI
|
+$1.51M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 15.71% |
| 2 | Industrials | 13.11% |
| 3 | Consumer Discretionary | 11.76% |
| 4 | Technology | 10.08% |
| 5 | Financials | 9.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Brookdale Senior Living
BKD
$3.5B
| $268K | 0.16% |
+8,169
| New | +$278K |
|
|
VIAB
227
DELISTED
Viacom Inc. Class B
VIAB
| $268K | 0.16% |
+3,483
| New | +$287K |
|
228
WisdomTree
WT
$3B
| $267K | 0.16% |
+22,984
| New | +$261K |
|
229
G-III Apparel Group
GIII
$1.46B
| $264K | 0.15% |
+6,264
| New | +$257K |
|
230
PVH
PVH
$3.56B
| $260K | 0.15% |
+2,125
| New | +$249K |
|
|
WIN
231
DELISTED
Windstream Holdings Inc
WIN
| $254K | 0.15% |
3,047
+1,410
| +86% | +$121K |
|
232
Coca-Cola
KO
$348B
| $253K | 0.15% |
+5,968
| New | +$247K |
|
233
Tenet Healthcare
THC
$16.6B
| $253K | 0.15% |
+4,174
| New | +$233K |
|
|
WNR
234
DELISTED
Western Refining Inc
WNR
| $249K | 0.14% |
+5,817
| New | +$251K |
|
235
Nabors Industries
NBR
$1.24B
| $247K | 0.14% |
214
-187
| -47% | -$249K |
|
236
Archrock
AROC
$6.7B
| $245K | 0.14% |
5,552
-19,554
| -78% | -$859K |
|
|
CHMT
237
DELISTED
Chemtura Corporation
CHMT
| $243K | 0.14% |
+10,205
| New | +$253K |
|
238
Kinder Morgan
KMI
$72.5B
| $241K | 0.14% |
+6,243
| New | +$237K |
|
239
NCR Voyix
VYX
$1.02B
| $240K | 0.14% |
+11,650
| New | +$236K |
|
|
IBKC
240
DELISTED
IBERIABANK Corp
IBKC
| $240K | 0.14% |
+3,806
| New | +$251K |
|
|
EGN
241
DELISTED
Energen
EGN
| $238K | 0.14% |
+3,167
| New | +$253K |
|
242
Devon Energy
DVN
$52.4B
| $236K | 0.14% |
+3,434
| New | +$255K |
|
243
Moody's
MCO
$83.1B
| $235K | 0.14% |
2,498
-995
| -28% | -$91.2K |
|
244
PepsiCo
PEP
$184B
| $235K | 0.14% |
2,518
-13,910
| -85% | -$1.27M |
|
245
Essex Property Trust
ESS
$18.8B
| $234K | 0.14% |
+1,303
| New | +$246K |
|
|
HAR
246
DELISTED
Harman International Industries
HAR
| $233K | 0.14% |
+2,290
| New | +$255K |
|
247
DaVita
DVA
$14.9B
| $231K | 0.13% |
+3,139
| New | +$230K |
|
248
Mondelez International
MDLZ
$76.7B
| $230K | 0.13% |
+6,730
| New | +$245K |
|
249
American Airlines Group
AAL
$8.88B
| $228K | 0.13% |
+6,519
| New | +$256K |
|
250
3D Systems Corp
DDD
$425M
| $226K | 0.13% |
+4,792
| New | +$250K |
|
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Quantitative Systematic Strategies's Q3 2014 Portfolio in Review
As of Q3 2014, Quantitative Systematic Strategies held 440 positions worth $172M, up 23% from $139M the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Quantitative Systematic Strategies deployed $35.5M of net new capital in Q3 2014, opening 199 new positions and adding to 52 existing holdings. Its largest new stake was Dean Foods Company: 143,413 shares worth $1.89M.
By sector, the portfolio is most concentrated in Energy at 16% of assets, up from 14% a quarter earlier, followed by Industrials and Consumer Discretionary.
On the sell side, the largest reduction was PepsiCo, an estimated $1.27M trimmed.
- Quantitative Systematic Strategies's largest Q3 2014 buy was Dean Foods Company: 143,413 shares worth $1.89M.
- Quantitative Systematic Strategies added most to Rowan Companies Plc in Q3 2014, an estimated $1.99M increase.
- Quantitative Systematic Strategies's biggest Q3 2014 reduction was PepsiCo, cutting an estimated $1.27M.
- Quantitative Systematic Strategies fully exited Conagra Brands in Q3 2014, selling an estimated $2.04M.
- Quantitative Systematic Strategies's ten largest holdings make up 11% of its $172M portfolio in Q3 2014.
- Quantitative Systematic Strategies opened 199 new positions and closed 149 in Q3 2014.
- Quantitative Systematic Strategies's portfolio value rose 23% quarter-over-quarter to $172M.
Based on Quantitative Systematic Strategies's 13F filing for Q3 2014, filed 16 Oct 2014.