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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 | |
|---|---|---|---|---|---|---|
326
Danaher
DHR
$135B
| – | – |
-9,748
| Closed | -$519K |
|
327
Dick's Sporting Goods
DKS
$18.3B
| – | – |
-15,855
| Closed | -$729K |
|
328
8x8 Inc
EGHT
$231M
| – | – |
-14,748
| Closed | -$117K |
|
329
Eagle Materials
EXP
$6.39B
| – | – |
-3,712
| Closed | -$351K |
|
330
First American
FAF
$7.05B
| – | – |
-12,137
| Closed | -$335K |
|
331
Freeport-McMoran
FCX
$91.3B
| – | – |
-10,655
| Closed | -$385K |
|
332
TechnipFMC
FTI
$30.4B
| – | – |
-17,928
| Closed | -$804K |
|
333
GE Aerospace
GE
$361B
| – | – |
-4,221
| Closed | -$534K |
|
334
Generac Holdings
GNRC
$12.4B
| – | – |
-6,253
| Closed | -$310K |
|
335
Graphic Packaging
GPK
$3.25B
| – | – |
-14,966
| Closed | -$175K |
|
336
Halliburton
HAL
$27.4B
| – | – |
-9,915
| Closed | -$699K |
|
337
Home Depot
HD
$323B
| – | – |
-3,223
| Closed | -$261K |
|
338
Hartford Financial Services
HIG
$39B
| – | – |
-22,808
| Closed | -$814K |
|
339
HP
HPQ
$22.3B
| – | – |
-63,633
| Closed | -$980K |
|
|
340
IBM
IBM
$193B
| – | – |
-9,966
| Closed | -$1.73M |
|
|
BRSL
341
Brightstar Lottery PLC
BRSL
$1.89B
| – | – |
-54,829
| Closed | -$884K |
|
342
IQVIA
IQV
$34.5B
| – | – |
-9,684
| Closed | -$503K |
|
343
Invesco Mortgage Capital
IVR
$784M
| – | – |
-2,034
| Closed | -$353K |
|
344
Jack in the Box
JACK
$261M
| – | – |
-5,908
| Closed | -$355K |
|
345
Johnson Controls International
JCI
$87.6B
| – | – |
-15,490
| Closed | -$812K |
|
346
KBR
KBR
$4.57B
| – | – |
-11,031
| Closed | -$263K |
|
347
Lincoln Electric
LECO
$13.7B
| – | – |
-9,488
| Closed | -$662K |
|
348
Ligand Pharmaceuticals
LGND
$6.1B
| – | – |
-8,922
| Closed | -$344K |
|
|
LNW
349
DELISTED
Light & Wonder
LNW
| – | – |
-54,791
| Closed | -$605K |
|
350
Lowe's Companies
LOW
$113B
| – | – |
-4,253
| Closed | -$203K |
|
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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.