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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 | |
|---|---|---|---|---|---|---|
176
Sherwin-Williams
SHW
$78.9B
| $398K | 0.23% |
+5,391
| New | +$383K |
|
177
Marathon Petroleum
MPC
$92.2B
| $391K | 0.23% |
+9,264
| New | +$393K |
|
|
PLCM
178
DELISTED
POLYCOM INC
PLCM
| $388K | 0.23% |
+31,099
| New | +$403K |
|
179
Dorman Products
DORM
$4.03B
| $383K | 0.22% |
+9,438
| New | +$421K |
|
180
Akamai
AKAM
$18.1B
| $373K | 0.22% |
6,242
-1,907
| -23% | -$115K |
|
|
WAGE
181
DELISTED
WageWorks, Inc.
WAGE
| $365K | 0.21% |
+7,736
| New | +$341K |
|
|
TSL
182
DELISTED
Trina Solar Limited
TSL
| $360K | 0.21% |
+27,470
| New | +$343K |
|
|
ZSPH
183
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
| $357K | 0.21% |
+9,047
| New | +$299K |
|
|
PACW
184
DELISTED
PacWest Bancorp
PACW
| $355K | 0.21% |
8,581
+1,891
| +28% | +$79.3K |
|
185
Green Dot
GDOT
$753M
| $353K | 0.21% |
+16,615
| New | +$312K |
|
|
MDSO
186
DELISTED
Medidata Solutions, Inc.
MDSO
| $353K | 0.21% |
+7,881
| New | +$349K |
|
|
SWFT
187
DELISTED
Swift Transportation Company
SWFT
| $351K | 0.2% |
+16,730
| New | +$367K |
|
|
NRF
188
DELISTED
NorthStar Realty Finance Corp.
NRF
| $349K | 0.2% |
+9,862
| New | +$345K |
|
|
CSC
189
DELISTED
Computer Sciences
CSC
| $348K | 0.2% |
+13,870
| New | +$357K |
|
|
SCHW
190
Charles Schwab
SCHW
$175B
| $347K | 0.2% |
11,680
+2,248
| +24% | +$63.6K |
|
|
LQ
191
DELISTED
La Quinta Holdings Inc.
LQ
| $345K | 0.2% |
+17,943
| New | +$348K |
|
|
CHK
192
DELISTED
Chesapeake Energy Corporation
CHK
| $342K | 0.2% |
+72
| New | +$379K |
|
|
DCH
193
Dauch Corp
DCH
$1.35B
| $338K | 0.2% |
19,922
-6,330
| -24% | -$116K |
|
194
Navient
NAVI
$809M
| $337K | 0.2% |
19,099
-6,709
| -26% | -$118K |
|
195
Chevron
CVX
$384B
| $330K | 0.19% |
+2,734
| New | +$349K |
|
196
Intuit
INTU
$77.8B
| $328K | 0.19% |
3,733
-6,277
| -63% | -$522K |
|
197
Williams Companies
WMB
$91.1B
| $324K | 0.19% |
5,799
-5,660
| -49% | -$325K |
|
198
Capri Holdings
CPRI
$1.86B
| $323K | 0.19% |
+4,531
| New | +$364K |
|
|
FL
199
DELISTED
Foot Locker
FL
| $323K | 0.19% |
+5,706
| New | +$300K |
|
200
Masco
MAS
$15.7B
| $320K | 0.19% |
15,303
-18,590
| -55% | -$367K |
|
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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.