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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 | |
|---|---|---|---|---|---|---|
|
RDC
1
DELISTED
Rowan Companies Plc
RDC
| $2.38M | 1.39% |
93,549
+67,474
| +259% | +$1.99M |
|
|
SLXP
2
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $2.22M | 1.29% |
14,266
+9,495
| +199% | +$1.38M |
|
|
DF
3
DELISTED
Dean Foods Company
DF
| $1.89M | 1.1% |
+143,413
| New | +$2.28M |
|
|
4
JetBlue
JBLU
$1.92B
| $1.87M | 1.09% |
+177,245
| New | +$2.02M |
|
|
5
Brink's
BCO
$5.05B
| $1.81M | 1.06% |
+75,169
| New | +$2.01M |
|
|
ASNA
6
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.68M | 0.98% |
+6,183
| New | +$2.03M |
|
|
VRE
7
DELISTED
Veris Residential
VRE
| $1.67M | 0.97% |
+86,051
| New | +$1.8M |
|
8
Patterson-UTI
PTEN
$4.07B
| $1.64M | 0.95% |
+49,515
| New | +$1.68M |
|
|
GTAT
9
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $1.6M | 0.93% |
+142,634
| New | +$2.17M |
|
|
ATW
10
DELISTED
Atwood Oceanics
ATW
| $1.55M | 0.9% |
+35,144
| New | +$1.69M |
|
11
Monster Beverage
MNST
$93.6B
| $1.5M | 0.87% |
+98,232
| New | +$1.29M |
|
12
Keurig Dr Pepper
KDP
$41.1B
| $1.49M | 0.87% |
+23,307
| New | +$1.42M |
|
13
Steel Dynamics
STLD
$34.4B
| $1.49M | 0.86% |
+65,283
| New | +$1.43M |
|
14
Intercontinental Exchange
ICE
$80.6B
| $1.46M | 0.85% |
37,515
+2,875
| +8% | +$110K |
|
|
XEC
15
DELISTED
CIMAREX ENERGY CO
XEC
| $1.44M | 0.84% |
+11,117
| New | +$1.54M |
|
16
United Rentals
URI
$64.8B
| $1.36M | 0.79% |
12,135
+6,850
| +130% | +$771K |
|
|
AGN
17
DELISTED
Allergan plc
AGN
| $1.34M | 0.78% |
+5,499
| New | +$1.23M |
|
|
NPBC
18
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $1.33M | 0.77% |
+135,890
| New | +$1.38M |
|
|
HIBB
19
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $1.31M | 0.76% |
+30,288
| New | +$1.45M |
|
20
Alaska Air
ALK
$4.94B
| $1.27M | 0.74% |
+29,077
| New | +$1.35M |
|
|
YHOO
21
DELISTED
Yahoo Inc
YHOO
| $1.27M | 0.74% |
31,366
-2,395
| -7% | -$89.8K |
|
|
VSI
22
DELISTED
Vitamin Shoppe Inc.
VSI
| $1.27M | 0.74% |
+27,926
| New | +$1.17M |
|
23
Evercore
EVR
$13B
| $1.26M | 0.73% |
+26,932
| New | +$1.4M |
|
24
Trinity Industries
TRN
$2.87B
| $1.23M | 0.72% |
36,235
-13,763
| -28% | -$456K |
|
|
PKY
25
DELISTED
Parkway, Inc.
PKY
| $1.22M | 0.71% |
+64,401
| New | +$1.32M |
|
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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.