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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
SEE
376
DELISTED
Sealed Air
SEE
– –
-9,095
Closed -$314K
SMG icon
377
ScottsMiracle-Gro
SMG
$3.91B
– –
-3,696
Closed -$210K
SMTC icon
378
Semtech
SMTC
$12.6B
– –
-46,893
Closed -$1.23M
SNV
379
DELISTED
Synovus
SNV
– –
-8,832
Closed -$216K
SNX icon
380
TD Synnex
SNX
$19.8B
– –
-6,420
Closed -$232K
STT icon
381
State Street
STT
$50.7B
– –
-18,614
Closed -$1.25M
TEVA icon
382
Teva Pharmaceuticals
TEVA
$35.9B
– –
-5,645
Closed -$298K
TFC icon
383
Truist Financial
TFC
$62.2B
– –
-21,564
Closed -$847K
TOL icon
384
Toll Brothers
TOL
$13.6B
– –
-6,545
Closed -$239K
TSCO icon
385
Tractor Supply
TSCO
$15.6B
– –
-23,730
Closed -$286K
TXT icon
386
Textron
TXT
$16.1B
– –
-10,938
Closed -$425K
UHS icon
387
Universal Health Services
UHS
$8.99B
– –
-12,868
Closed -$1.23M
VZ icon
388
Verizon
VZ
$184B
– –
-4,258
Closed -$210K
WBA
389
DELISTED
Walgreens Boots Alliance
WBA
– –
-9,273
Closed -$687K
WERN icon
390
Werner Enterprises
WERN
$2.65B
– –
-9,455
Closed -$249K
WEN icon
391
Wendy's
WEN
$1.36B
– –
-30,358
Closed -$261K
WU icon
392
Western Union
WU
$2.59B
– –
-25,049
Closed -$432K
NPKI
393
NPK International
NPKI
$1.23B
– –
-19,046
Closed -$237K
BERY
394
DELISTED
Berry Global Group, Inc.
BERY
– –
-34,657
Closed -$813K
RAD
395
DELISTED
Rite Aid Corporation
RAD
– –
-3,494
Closed -$502K
BBBY
396
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-12,000
Closed -$689K
MNK
397
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-7,790
Closed -$611K
ETFC
398
DELISTED
E*Trade Financial Corporation
ETFC
– –
-84,141
Closed -$1.78M
AKRX
399
DELISTED
Akorn Inc
AKRX
– –
-8,326
Closed -$264K
RRTS
400
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
– –
-1,178
Closed -$825K
14 15
16
17 18

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TMNFIC
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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.