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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
Cap. Flow
+$35.5M
Cap. Flow %
20.67%
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
JBLU icon
JetBlue
JBLU
+$2.02M
5
BCO icon
Brink's
BCO
+$2.01M

Top Sells

Rank Stock Value
1
CAG icon
Conagra Brands
CAG
+$2.04M
2
ETFC
E*Trade Financial Corporation
ETFC
+$1.78M
3
IBM icon
IBM
IBM
+$1.73M
4
RIG icon
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
ODP
276
DELISTED
ODP
ODP
$175K 0.1%
+3,302
New +$175K
CHS
277
DELISTED
Chicos FAS, Inc.
CHS
$175K 0.1%
11,783
-51,314
-81% -$809K
CNCE
278
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$174K 0.1%
+12,885
New +$125K
SRC
279
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$172K 0.1%
+3,506
New +$181K
CIVI
280
DELISTED
Civitas Solutions, Inc.
CIVI
$168K 0.1%
+10,324
New +$168K
GLUU
281
DELISTED
Glu Mobile Inc.
GLUU
$144K 0.08%
+27,561
New +$154K
BSX icon
282
Boston Scientific
BSX
$64.8B
$141K 0.08%
11,874
-19,883
-63% -$250K
GRPN icon
283
Groupon
GRPN
$966M
$138K 0.08%
+1,034
New +$135K
FOLD
284
DELISTED
Amicus Therapeutics
FOLD
$133K 0.08%
+22,138
New +$116K
PGN
285
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
$128K 0.07%
+20,777
New +$173K
SFXE
286
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
$114K 0.07%
+22,466
New +$150K
EGO icon
287
Eldorado Gold
EGO
$8.34B
$92K 0.05%
+2,696
New +$103K
MTG icon
288
MGIC Investment
MTG
$6.13B
$90K 0.05%
+11,433
New +$93.7K
AUY
289
DELISTED
Yamana Gold, Inc.
AUY
$72K 0.04%
+11,842
New +$94.4K
FTR
290
DELISTED
Frontier Communications Corp.
FTR
$71K 0.04%
+731
New +$69.6K
A icon
291
Agilent Technologies
A
$39.5B
– –
-16,039
Closed -$660K
AAP icon
292
Advance Auto Parts
AAP
$3.22B
– –
-2,761
Closed -$369K
ADTN icon
293
Adtran
ADTN
$821M
– –
-18,772
Closed -$422K
AEIS icon
294
Advanced Energy
AEIS
$12.6B
– –
-45,561
Closed -$866K
AIZ icon
295
Assurant
AIZ
$13.6B
– –
-14,168
Closed -$929K
ALGN icon
296
Align Technology
ALGN
$12.1B
– –
-7,203
Closed -$406K
AMAT icon
297
Applied Materials
AMAT
$447B
– –
-32,811
Closed -$737K
ANDE icon
298
Andersons Inc
ANDE
$2.66B
– –
-5,862
Closed -$294K
ANF icon
299
Abercrombie & Fitch
ANF
$4.04B
– –
-16,616
Closed -$715K
ARCB icon
300
ArcBest
ARCB
$3.5B
– –
-22,747
Closed -$973K
10 11
12
13 14

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
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RG
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SH
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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.