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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
SRCI
401
DELISTED
SRC Energy Inc
SRCI
– –
-12,535
Closed -$164K
CRR
402
DELISTED
Carbo Ceramics Inc.
CRR
– –
-8,329
Closed -$1.26M
AREX
403
DELISTED
Approach Resources Inc.
AREX
– –
-14,453
Closed -$327K
EPE
404
DELISTED
EP Energy Corporation
EPE
– –
-13,261
Closed -$302K
TFCFA
405
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-6,224
Closed -$219K
ELGX
406
DELISTED
Endologix Inc
ELGX
– –
-5,573
Closed -$832K
SN
407
DELISTED
Sanchez Energy Corporation
SN
– –
-8,265
Closed -$307K
SONC
408
DELISTED
Sonic Corp
SONC
– –
-9,173
Closed -$203K
MON
409
DELISTED
Monsanto Co
MON
– –
-5,336
Closed -$667K
GLBR
410
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
– –
-5,174
Closed -$768K
RICE
411
DELISTED
Rice Energy Inc.
RICE
– –
-22,036
Closed -$672K
MYCC
412
DELISTED
ClubCorp Holdings, Inc.
MYCC
– –
-18,418
Closed -$344K
DD
413
DELISTED
Du Pont De Nemours E I
DD
– –
-3,471
Closed -$216K
SPNC
414
DELISTED
Spectranetics Corp
SPNC
– –
-28,857
Closed -$667K
NSR
415
DELISTED
Neustar Inc
NSR
– –
-14,097
Closed -$359K
PVTB
416
DELISTED
PrivateBancorp Inc
PVTB
– –
-16,843
Closed -$491K
XXIA
417
DELISTED
Ixia
XXIA
– –
-16,289
Closed -$184K
BLOX
418
DELISTED
Infoblox Inc
BLOX
– –
-40,699
Closed -$536K
RAX
419
DELISTED
Rackspace Hosting Inc
RAX
– –
-14,570
Closed -$491K
ADT
420
DELISTED
ADT Corp
ADT
– –
-23,500
Closed -$815K
SUNE
421
DELISTED
SUNEDISON, INC COM
SUNE
– –
-16,363
Closed -$372K
SWI
422
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
– –
-39,283
Closed -$1.51M
PCP
423
DELISTED
PRECISION CASTPARTS CORP
PCP
– –
-1,830
Closed -$464K
GDP
424
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
– –
-12,314
Closed -$338K
HCBK
425
DELISTED
HUDSON CITY BANCORP INC
HCBK
– –
-45,176
Closed -$445K
14 15 16
17
18

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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
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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.