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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
MHR
76
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$787K 0.46%
+134,269
New +$888K
MLM icon
77
Martin Marietta Materials
MLM
$33.1B
$786K 0.46%
6,070
+2,527
+71% +$326K
BECN
78
DELISTED
Beacon Roofing Supply, Inc.
BECN
$784K 0.46%
+30,059
New +$850K
FAST icon
79
Fastenal
FAST
$52B
$777K 0.45%
+68,756
New +$786K
IM
80
DELISTED
Ingram Micro
IM
$776K 0.45%
29,955
+13,067
+77% +$371K
FITB
81
Fifth Third Bancorp
FITB
$52.3B
$771K 0.45%
38,307
+24,354
+175% +$500K
AVNT icon
82
Avient
AVNT
$3.43B
$746K 0.43%
+20,667
New +$812K
TSN icon
83
Tyson Foods
TSN
$20.1B
$746K 0.43%
+19,192
New +$734K
CMA
84
DELISTED
Comerica
CMA
$743K 0.43%
+14,823
New +$743K
ANDV
85
DELISTED
Andeavor
ANDV
$728K 0.42%
11,924
-11,441
-49% -$705K
BRCM
86
DELISTED
BROADCOM CORP CL-A
BRCM
$727K 0.42%
17,890
-5,623
-24% -$219K
JPM icon
87
JPMorgan Chase
JPM
$926B
$725K 0.42%
12,016
+4,714
+65% +$276K
PDCE
88
DELISTED
PDC Energy, Inc.
PDCE
$722K 0.42%
+13,757
New +$775K
FANG icon
89
Diamondback Energy
FANG
$57.1B
$709K 0.41%
9,231
+3,606
+64% +$292K
ULTA icon
90
Ulta Beauty
ULTA
$20.8B
$707K 0.41%
+5,979
New +$594K
DLTR icon
91
Dollar Tree
DLTR
$23.5B
$706K 0.41%
12,602
+3,539
+39% +$195K
GLF
92
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$706K 0.41%
+21,786
New +$850K
RMD icon
93
ResMed
RMD
$28B
$694K 0.4%
+13,888
New +$707K
MRO
94
DELISTED
Marathon Oil Corporation
MRO
$694K 0.4%
17,988
-21,380
-54% -$848K
EV
95
DELISTED
Eaton Vance Corp.
EV
$693K 0.4%
18,206
+11,261
+162% +$423K
OI icon
96
O-I Glass
OI
$1.39B
$692K 0.4%
+25,873
New +$812K
RF icon
97
Regions Financial
RF
$26.3B
$686K 0.4%
68,153
+19,633
+40% +$200K
VTRS icon
98
Viatris
VTRS
$19.8B
$685K 0.4%
+14,976
New +$728K
MU icon
99
Micron Technology
MU
$1.08T
$681K 0.4%
19,788
+10,273
+108% +$333K
GOOG icon
100
Alphabet (Google) Class C
GOOG
$4.17T
$678K 0.39%
23,123
-29,561
-56% -$855K
2 3
4
5 6

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
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ECM
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RG
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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.