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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 | |
|---|---|---|---|---|---|---|
|
CBI
151
DELISTED
Chicago Bridge & Iron Nv
CBI
| $486K | 0.28% |
+8,335
| New | +$525K |
|
152
Union Pacific
UNP
$174B
| $485K | 0.28% |
+4,467
| New | +$462K |
|
153
Chipotle Mexican Grill
CMG
$41.3B
| $480K | 0.28% |
+36,200
| New | +$474K |
|
|
PVA
154
DELISTED
PENN VIRGINIA CORP
PVA
| $479K | 0.28% |
37,479
+5,370
| +17% | +$75.4K |
|
|
ARRS
155
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $478K | 0.28% |
+16,468
| New | +$515K |
|
|
AGN
156
DELISTED
Allergan Inc
AGN
| $477K | 0.28% |
+2,658
| New | +$441K |
|
|
REXX
157
DELISTED
Rex Energy Corporation
REXX
| $471K | 0.27% |
3,483
+1,288
| +59% | +$189K |
|
158
Kennametal
KMT
$2.65B
| $468K | 0.27% |
+11,192
| New | +$492K |
|
159
Veeco
VECO
$3.33B
| $468K | 0.27% |
+13,202
| New | +$464K |
|
|
SFY
160
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $468K | 0.27% |
+46,450
| New | +$527K |
|
161
GATX Corp
GATX
$6.4B
| $466K | 0.27% |
+7,777
| New | +$502K |
|
162
Eastman Chemical
EMN
$7.93B
| $463K | 0.27% |
+5,623
| New | +$469K |
|
|
CRZO
163
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $463K | 0.27% |
+8,353
| New | +$510K |
|
164
Lear
LEA
$7.2B
| $461K | 0.27% |
5,116
-752
| -13% | -$72.6K |
|
165
Cheniere Energy
LNG
$56B
| $461K | 0.27% |
5,652
-5,406
| -49% | -$412K |
|
166
Dana Inc
DAN
$3.02B
| $457K | 0.27% |
23,139
+9,095
| +65% | +$206K |
|
167
Old Dominion Freight Line
ODFL
$48.4B
| $455K | 0.26% |
19,155
-7,824
| -29% | -$172K |
|
168
Goodyear
GT
$2.14B
| $452K | 0.26% |
+19,696
| New | +$506K |
|
169
Darling Ingredients
DAR
$10.3B
| $451K | 0.26% |
+24,355
| New | +$471K |
|
170
Motorola Solutions
MSI
$67.1B
| $450K | 0.26% |
+7,116
| New | +$447K |
|
171
United Therapeutics
UTHR
$26.2B
| $435K | 0.25% |
3,276
-1,274
| -28% | -$131K |
|
172
CF Industries
CF
$19.6B
| $431K | 0.25% |
7,735
+555
| +8% | +$28.2K |
|
|
MW
173
DELISTED
THE MENS WAREHOUSE INC
MW
| $424K | 0.25% |
8,847
+2,781
| +46% | +$149K |
|
|
WFM
174
DELISTED
Whole Foods Market Inc
WFM
| $422K | 0.25% |
+11,227
| New | +$429K |
|
175
Cirrus Logic
CRUS
$7.04B
| $403K | 0.23% |
18,702
-3,785
| -17% | -$87.7K |
|
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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.