We are live on ! Find out more
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
ARWR icon
301
Arrowhead Research
ARWR
$12.2B
– –
-32,778
Closed -$470K
ASB icon
302
Associated Banc-Corp
ASB
$5.72B
– –
-10,358
Closed -$187K
ASH icon
303
Ashland
ASH
$3.05B
– –
-4,513
Closed -$238K
ATI icon
304
ATI
ATI
$27.3B
– –
-5,270
Closed -$235K
AVD icon
305
American Vanguard Corp
AVD
$72.4M
– –
-49,754
Closed -$635K
AWI icon
306
Armstrong World Industries
AWI
$6.75B
– –
-5,199
Closed -$299K
BA icon
307
Boeing
BA
$165B
– –
-7,071
Closed -$906K
BKNG icon
308
Booking.com
BKNG
$134B
– –
-17,800
Closed -$858K
BRK.B icon
309
Berkshire Hathaway Class B
BRK.B
$1.06T
– –
-1,694
Closed -$216K
BURL icon
310
Burlington
BURL
$21.4B
– –
-9,533
Closed -$296K
BWA icon
311
BorgWarner
BWA
$13.2B
– –
-21,189
Closed -$1.22M
C icon
312
Citigroup
C
$221B
– –
-17,564
Closed -$828K
CAG icon
313
Conagra Brands
CAG
$6.88B
– –
-88,255
Closed -$2.04M
CB icon
314
Chubb
CB
$137B
– –
-3,254
Closed -$337K
CCEP icon
315
Coca-Cola Europacific Partners
CCEP
$45.8B
– –
-9,536
Closed -$457K
CCL icon
316
Carnival Corporation Ltd
CCL
$34.6B
– –
-21,364
Closed -$809K
CCOI icon
317
Cogent Communications
CCOI
$646M
– –
-21,042
Closed -$712K
CDNS icon
318
Cadence Design Systems
CDNS
$91.1B
– –
-19,252
Closed -$334K
CIVI
319
DELISTED
Civitas Resources
CIVI
– –
-112
Closed -$711K
CME icon
320
CME Group
CME
$91.9B
– –
-5,273
Closed -$371K
CMI icon
321
Cummins
CMI
$91.8B
– –
-2,054
Closed -$318K
CNX icon
322
CNX Resources
CNX
$4.88B
– –
-7,686
Closed -$295K
CP icon
323
Canadian Pacific Kansas City
CP
$82B
– –
-6,550
Closed -$236K
CSCO icon
324
Cisco
CSCO
$444B
– –
-10,587
Closed -$262K
DECK icon
325
Deckers Outdoor
DECK
$13.4B
– –
-23,904
Closed -$343K
11 12
13
14 15

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
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
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.