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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
HME
426
DELISTED
HOME PROPERTIES, INC
HME
– –
-3,617
Closed -$231K
ANN
427
DELISTED
ANN INC
ANN
– –
-8,317
Closed -$337K
ANR
428
DELISTED
Alpha Natural Resources Inc
ANR
– –
-22,868
Closed -$85K
FDO
429
DELISTED
FAMILY DOLLAR STORES
FDO
– –
-13,919
Closed -$928K
LO
430
DELISTED
LORILLARD INC COM STK
LO
– –
-5,810
Closed -$357K
CODE
431
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
– –
-47,844
Closed -$999K
TIBX
432
DELISTED
TIBCO SOFTWARE INC
TIBX
– –
-33,439
Closed -$669K
KOG
433
DELISTED
KODIAK OIL & GAS CORP
KOG
– –
-31,124
Closed -$450K
ESV
434
DELISTED
Ensco Rowan plc
ESV
– –
-1,748
Closed -$387K
HOT
435
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
– –
-4,339
Closed -$352K
BAS
436
DELISTED
Basis Energy Services, Inc.
BAS
– –
-42
Closed -$680K
LXK
437
DELISTED
Lexmark Intl Inc
LXK
– –
-11,456
Closed -$548K
HAWK
438
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-9,010
Closed -$255K
RHT
439
DELISTED
Red Hat Inc
RHT
– –
-14,660
Closed -$809K
14 15 16 17
18

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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.