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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 | |
|---|---|---|---|---|---|---|
|
CAA
251
DELISTED
CalAtlantic Group, Inc.
CAA
| $226K | 0.13% |
+5,929
| New | +$239K |
|
|
IDTI
252
DELISTED
Integrated Device Technology I
IDTI
| $224K | 0.13% |
14,006
-20,458
| -59% | -$318K |
|
|
MRD
253
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $224K | 0.13% |
8,171
-24,534
| -75% | -$639K |
|
254
Alcoa
AA
$11.9B
| $223K | 0.13% |
+5,831
| New | +$229K |
|
|
FINL
255
DELISTED
Finish Line
FINL
| $223K | 0.13% |
8,851
-5,124
| -37% | -$147K |
|
256
Assured Guaranty
AGO
$3.72B
| $221K | 0.13% |
+9,905
| New | +$230K |
|
|
ATML
257
DELISTED
ATMEL CORP
ATML
| $221K | 0.13% |
+26,889
| New | +$233K |
|
|
RFMD
258
DELISTED
RF MICRO DEVICES INC
RFMD
| $221K | 0.13% |
18,839
-8,240
| -30% | -$92.8K |
|
259
HUB Group
HUBG
$3.02B
| $220K | 0.13% |
+10,690
| New | +$243K |
|
260
VeriSign
VRSN
$23.5B
| $220K | 0.13% |
3,992
-476
| -11% | -$25.7K |
|
261
Warner Bros
WBD
$65.1B
| $220K | 0.13% |
+5,826
| New | +$243K |
|
|
SPN
262
DELISTED
Superior Energy Services, Inc.
SPN
| $216K | 0.13% |
+650
| New | +$225K |
|
|
KRFT
263
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $213K | 0.12% |
+3,781
| New | +$219K |
|
264
Medtronic
MDT
$105B
| $212K | 0.12% |
+3,407
| New | +$217K |
|
265
Nasdaq
NDAQ
$51.8B
| $208K | 0.12% |
+14,712
| New | +$206K |
|
266
Albemarle
ALB
$13.8B
| $207K | 0.12% |
+3,448
| New | +$224K |
|
267
Delek US
DK
$3.99B
| $205K | 0.12% |
+6,043
| New | +$193K |
|
268
Wynn Resorts
WYNN
$10B
| $205K | 0.12% |
+1,144
| New | +$226K |
|
269
AutoNation
AN
$6.86B
| $204K | 0.12% |
+4,013
| New | +$220K |
|
|
ROC
270
DELISTED
ROCKWOOD HLDGS INC
ROC
| $202K | 0.12% |
+2,597
| New | +$208K |
|
271
Avnet
AVT
$7.35B
| $201K | 0.12% |
+4,809
| New | +$210K |
|
|
EXPR
272
DELISTED
Express, Inc.
EXPR
| $195K | 0.11% |
+615
| New | +$196K |
|
273
Titan International
TWI
$501M
| $191K | 0.11% |
15,279
+3,120
| +26% | +$45.7K |
|
|
SPLS
274
DELISTED
Staples Inc
SPLS
| $189K | 0.11% |
+15,571
| New | +$183K |
|
275
Cemex
CX
$17.6B
| $186K | 0.11% |
+16,055
| New | +$186K |
|
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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.