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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 | |
|---|---|---|---|---|---|---|
51
Fortinet
FTNT
$114B
| $872K | 0.51% |
+170,555
| New | +$861K |
|
52
Humana
HUM
$47.7B
| $869K | 0.51% |
+6,590
| New | +$838K |
|
53
Suncor Energy
SU
$76.4B
| $867K | 0.5% |
+23,978
| New | +$962K |
|
|
AVP
54
DELISTED
Avon Products, Inc.
AVP
| $865K | 0.5% |
+68,753
| New | +$943K |
|
|
WFT
55
DELISTED
Weatherford International plc
WFT
| $865K | 0.5% |
40,731
+7,933
| +24% | +$178K |
|
56
EQT Corp
EQT
$33.8B
| $862K | 0.5% |
+17,077
| New | +$904K |
|
57
KB Home
KBH
$3.46B
| $858K | 0.5% |
56,687
+46,534
| +458% | +$799K |
|
58
DuPont de Nemours
DD
$18.9B
| $855K | 0.5% |
+6,329
| New | +$844K |
|
|
X
59
DELISTED
US Steel
X
| $855K | 0.5% |
21,211
-29,428
| -58% | -$1.03M |
|
|
BKS
60
DELISTED
Barnes & Noble
BKS
| $852K | 0.5% |
+64,846
| New | +$948K |
|
|
TWX
61
DELISTED
Time Warner Inc
TWX
| $842K | 0.49% |
+11,148
| New | +$864K |
|
62
KeyCorp
KEY
$24.9B
| $838K | 0.49% |
62,469
+35,901
| +135% | +$491K |
|
63
Meta Platforms (Facebook)
META
$1.59T
| $835K | 0.49% |
10,570
-1,598
| -13% | -$117K |
|
|
BHI
64
DELISTED
Baker Hughes
BHI
| $830K | 0.48% |
12,545
+8,301
| +196% | +$579K |
|
65
Fidelity National Information Services
FIS
$21B
| $827K | 0.48% |
+14,642
| New | +$827K |
|
66
Invesco
IVZ
$13.5B
| $813K | 0.47% |
20,529
+2,830
| +16% | +$111K |
|
67
TJX Companies
TJX
$172B
| $804K | 0.47% |
+26,918
| New | +$759K |
|
|
VIRX
68
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
| $803K | 0.47% |
+512
| New | +$741K |
|
69
Intuitive Surgical
ISRG
$121B
| $800K | 0.47% |
+15,489
| New | +$769K |
|
70
Bath & Body Works
BBWI
$4.04B
| $794K | 0.46% |
14,512
+3,177
| +28% | +$160K |
|
|
WLL
71
DELISTED
Whiting Petroleum Corporation
WLL
| $792K | 0.46% |
+33
| New | +$841K |
|
|
FNSR
72
DELISTED
Finisar Corp
FNSR
| $790K | 0.46% |
46,705
+12,123
| +35% | +$234K |
|
73
Whirlpool
WHR
$2.41B
| $789K | 0.46% |
+5,300
| New | +$783K |
|
74
Home BancShares
HOMB
$6.09B
| $788K | 0.46% |
+52,868
| New | +$808K |
|
75
Viavi Solutions
VIAV
$10.4B
| $787K | 0.46% |
+106,874
| New | +$735K |
|
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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.