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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 | |
|---|---|---|---|---|---|---|
351
Southwest Airlines
LUV
$21.9B
| – | – |
-29,660
| Closed | -$805K |
|
352
Macy's
M
$6.12B
| – | – |
-3,559
| Closed | -$209K |
|
353
Mastercard
MA
$466B
| – | – |
-5,316
| Closed | -$390K |
|
354
Microchip Technology
MCHP
$43.9B
| – | – |
-33,454
| Closed | -$814K |
|
355
Mohawk Industries
MHK
$6.68B
| – | – |
-3,920
| Closed | -$538K |
|
356
The Mosaic Company
MOS
$7.06B
| – | – |
-12,324
| Closed | -$612K |
|
357
Netflix
NFLX
$288B
| – | – |
-227,850
| Closed | -$1.44M |
|
358
NiSource
NI
$22.4B
| – | – |
-23,002
| Closed | -$355K |
|
359
Northrop Grumman
NOC
$75.3B
| – | – |
-6,865
| Closed | -$827K |
|
360
Northern Trust
NTRS
$21.9B
| – | – |
-10,960
| Closed | -$706K |
|
361
Northwest Bancshares
NWBI
$2.23B
| – | – |
-81,488
| Closed | -$1.11M |
|
362
Newell Brands
NWL
$2.09B
| – | – |
-9,739
| Closed | -$301K |
|
363
NXP Semiconductors
NXPI
$69.3B
| – | – |
-4,935
| Closed | -$321K |
|
364
Oneok
OKE
$58.7B
| – | – |
-7,597
| Closed | -$513K |
|
365
Oshkosh
OSK
$9.51B
| – | – |
-14,498
| Closed | -$807K |
|
366
Occidental Petroleum
OXY
$57.5B
| – | – |
-3,670
| Closed | -$360K |
|
367
PBF Energy
PBF
$7.39B
| – | – |
-12,101
| Closed | -$326K |
|
368
PG&E
PCG
$39B
| – | – |
-7,310
| Closed | -$351K |
|
369
Children's Place
PLCE
$59.4M
| – | – |
-27,558
| Closed | -$1.36M |
|
370
Pentair
PNR
$9.99B
| – | – |
-5,861
| Closed | -$286K |
|
|
PRA
371
DELISTED
ProAssurance
PRA
| – | – |
-22,375
| Closed | -$995K |
|
372
Regeneron Pharmaceuticals
REGN
$68.2B
| – | – |
-826
| Closed | -$233K |
|
373
Robert Half
RHI
$3.94B
| – | – |
-4,401
| Closed | -$210K |
|
|
374
Transocean
RIG
$5.89B
| – | – |
-38,173
| Closed | -$1.7M |
|
375
Starbucks
SBUX
$117B
| – | – |
-8,496
| Closed | -$331K |
|
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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.