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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 | |
|---|---|---|---|---|---|---|
|
AKS
201
DELISTED
AK Steel Holding Corp
AKS
| $320K | 0.19% |
38,492
-95,518
| -71% | -$890K |
|
202
OGE Energy
OGE
$10.2B
| $319K | 0.19% |
+8,585
| New | +$316K |
|
203
First Financial Bankshares
FFIN
$4.97B
| $317K | 0.18% |
+22,636
| New | +$336K |
|
204
TAL Education Group
TAL
$5.73B
| $317K | 0.18% |
+54,426
| New | +$289K |
|
|
MJN
205
DELISTED
Mead Johnson Nutrition Company
MJN
| $316K | 0.18% |
3,274
-3,846
| -54% | -$364K |
|
206
Flowers Foods
FLO
$1.75B
| $313K | 0.18% |
+17,115
| New | +$334K |
|
|
HUB.B
207
DELISTED
HUBBELL INC CL-B
HUB.B
| $312K | 0.18% |
+2,569
| New | +$311K |
|
208
BioMarin Pharmaceuticals
BMRN
$11.3B
| $311K | 0.18% |
+4,276
| New | +$281K |
|
|
HK
209
DELISTED
Halcon Resources Corporation
HK
| $310K | 0.18% |
+433
| New | +$423K |
|
210
Federated Hermes
FHI
$4.38B
| $309K | 0.18% |
+10,489
| New | +$314K |
|
|
CJES
211
DELISTED
C&J ENERGY SVCS LTD
CJES
| $309K | 0.18% |
9,949
+1,980
| +25% | +$59.4K |
|
212
Bread Financial
BFH
$4.12B
| $301K | 0.18% |
+1,506
| New | +$316K |
|
213
Ball Corp
BALL
$16.6B
| $300K | 0.17% |
+9,408
| New | +$300K |
|
|
ARIA
214
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $293K | 0.17% |
+52,083
| New | +$304K |
|
215
Costco
COST
$411B
| $292K | 0.17% |
+2,332
| New | +$282K |
|
216
Edgewell Personal Care
EPC
$1.27B
| $292K | 0.17% |
+3,176
| New | +$284K |
|
217
Factset
FDS
$8.72B
| $289K | 0.17% |
+2,364
| New | +$292K |
|
|
CELG
218
DELISTED
Celgene Corp
CELG
| $288K | 0.17% |
+3,018
| New | +$272K |
|
219
Enerpac Tool Group
EPAC
$1.77B
| $286K | 0.17% |
+9,061
| New | +$300K |
|
220
Vulcan Materials
VMC
$36B
| $283K | 0.16% |
+4,662
| New | +$294K |
|
221
Dollar General
DG
$26.5B
| $282K | 0.16% |
4,597
-2,301
| -33% | -$138K |
|
222
Copa Holdings
CPA
$5.66B
| $280K | 0.16% |
+2,666
| New | +$355K |
|
223
LXP Industrial Trust
LXP
$3.55B
| $279K | 0.16% |
+5,600
| New | +$304K |
|
|
ITG
224
DELISTED
Investment Technology Group Inc
ITG
| $274K | 0.16% |
17,225
-40,862
| -70% | -$711K |
|
225
Ralph Lauren
RL
$23B
| $272K | 0.16% |
1,648
-3,799
| -70% | -$626K |
|
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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.