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
SLM icon
26
SLM Corp
SLM
$4.76B
$1.21M 0.71%
140,509
+61,344
+77% +$538K
AX icon
27
Axos Financial
AX
$5.52B
$1.15M 0.67%
62,360
-1,820
-3% -$34.3K
AAPL icon
28
Apple
AAPL
$4.79T
$1.13M 0.66%
44,912
+18,588
+71% +$456K
ATHL
29
DELISTED
ATHLON ENERGY INC COM
ATHL
$1.1M 0.64%
18,797
+14,326
+320% +$664K
NUVA
30
DELISTED
NuVasive, Inc.
NUVA
$1.09M 0.64%
31,173
+11,980
+62% +$426K
LRCX icon
31
Lam Research
LRCX
$399B
$1.08M 0.63%
143,620
+95,130
+196% +$679K
HES
32
DELISTED
Hess
HES
$1.01M 0.59%
+10,550
New +$1.04M
GLW icon
33
Corning
GLW
$133B
$1.01M 0.59%
51,861
+35,317
+213% +$736K
FRAN
34
DELISTED
Francesca's Holdings Corporation
FRAN
$984K 0.57%
+5,844
New +$967K
SIG icon
35
Signet Jewelers
SIG
$3.52B
$983K 0.57%
+8,595
New +$950K
FFIV icon
36
F5
FFIV
$22.6B
$980K 0.57%
8,229
-5,560
-40% -$653K
LBTYK icon
37
Liberty Global Class C
LBTYK
$3.44B
$962K 0.56%
28,410
+13,534
+91% +$456K
YELL
38
DELISTED
Yellow Corporation Common Stock
YELL
$962K 0.56%
+46,502
New +$1.11M
CAKE icon
39
Cheesecake Factory
CAKE
$4.26B
$954K 0.56%
+20,756
New +$931K
NEE icon
40
NextEra Energy
NEE
$186B
$951K 0.55%
+40,648
New +$982K
ORCL icon
41
Oracle
ORCL
$362B
$951K 0.55%
+24,733
New +$1M
AGCO icon
42
AGCO
AGCO
$8.49B
$945K 0.55%
+20,560
New +$1.02M
CMCSA icon
43
Comcast
CMCSA
$84B
$933K 0.54%
+34,518
New +$946K
APC
44
DELISTED
Anadarko Petroleum
APC
$930K 0.54%
8,954
+3,415
+62% +$368K
PSX icon
45
Phillips 66
PSX
$84.8B
$926K 0.54%
+11,324
New +$943K
TT icon
46
Trane Technologies
TT
$105B
$919K 0.53%
16,092
+8,754
+119% +$530K
AAN.A
47
DELISTED
The Aaron's Company Inc Class A
AAN.A
$919K 0.53%
+37,476
New +$919K
HON icon
48
Honeywell
HON
$73.8B
$906K 0.53%
10,785
-6,031
-36% -$513K
SWKS icon
49
Skyworks Solutions
SWKS
$9.5B
$906K 0.53%
15,479
+10,668
+222% +$569K
B
50
DELISTED
Barnes Group Inc.
B
$903K 0.53%
+29,298
New +$1.03M
1
2
3 4 5

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.