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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 | |
|---|---|---|---|---|---|---|
|
CATM
101
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $675K | 0.39% |
+19,140
| New | +$682K |
|
|
AY
102
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $672K | 0.39% |
18,887
+6,341
| +51% | +$239K |
|
103
CVS Health
CVS
$138B
| $664K | 0.39% |
+8,300
| New | +$654K |
|
104
Voya Financial
VOYA
$8.93B
| $662K | 0.39% |
+16,949
| New | +$643K |
|
105
Liberty Media Series A
FWONA
$22.4B
| $653K | 0.38% |
+27,274
| New | +$670K |
|
106
Liberty Media Series C
FWONK
$24.3B
| $652K | 0.38% |
+26,102
| New | +$668K |
|
|
JAH
107
DELISTED
JARDEN CORPORATION
JAH
| $652K | 0.38% |
16,281
+4,825
| +42% | +$189K |
|
108
B&G Foods
BGS
$291M
| $649K | 0.38% |
+23,590
| New | +$696K |
|
|
LTM
109
DELISTED
LIFE TIME FITNESS INC
LTM
| $648K | 0.38% |
+12,746
| New | +$584K |
|
110
Perrigo
PRGO
$1.45B
| $645K | 0.38% |
+4,305
| New | +$642K |
|
|
GPOR
111
DELISTED
Gulfport Energy Corp.
GPOR
| $643K | 0.37% |
+11,672
| New | +$670K |
|
112
Golar LNG
GLNG
$5.06B
| $637K | 0.37% |
9,441
+3,581
| +61% | +$227K |
|
|
AF
113
DELISTED
Astoria Financial Corporation
AF
| $632K | 0.37% |
+50,603
| New | +$660K |
|
|
MIK
114
DELISTED
Michaels Stores, Inc
MIK
| $628K | 0.37% |
+35,818
| New | +$589K |
|
115
CarMax
KMX
$8.15B
| $615K | 0.36% |
13,065
+4,060
| +45% | +$208K |
|
116
Alibaba
BABA
$279B
| $605K | 0.35% |
+6,799
| New | +$611K |
|
117
Molson Coors Class B
TAP
$7.7B
| $604K | 0.35% |
8,132
+1,144
| +16% | +$83.5K |
|
118
Waters Corp
WAT
$36.4B
| $591K | 0.34% |
+5,910
| New | +$609K |
|
119
Affiliated Managers Group
AMG
$9.16B
| $590K | 0.34% |
+2,942
| New | +$600K |
|
120
Tidewater
TDW
$3.83B
| $588K | 0.34% |
+455
| New | +$710K |
|
121
Sempra
SRE
$60.8B
| $584K | 0.34% |
+11,138
| New | +$574K |
|
122
Constellation Brands
STZ
$22.6B
| $582K | 0.34% |
+6,727
| New | +$585K |
|
123
H.B. Fuller
FUL
$3.03B
| $580K | 0.34% |
+14,427
| New | +$657K |
|
124
Altria Group
MO
$121B
| $575K | 0.33% |
+12,485
| New | +$535K |
|
|
TGI
125
DELISTED
Triumph Group
TGI
| $567K | 0.33% |
8,648
+5,586
| +182% | +$374K |
|
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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.