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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
APTV icon
126
Aptiv
APTV
$12.3B
$560K 0.33%
+8,950
New +$613K
CNQR
127
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$552K 0.32%
+4,362
New +$443K
CY
128
DELISTED
Cypress Semiconductor
CY
$546K 0.32%
54,027
+37,319
+223% +$393K
DMND
129
DELISTED
DIAMOND FOODS, INC.
DMND
$541K 0.31%
18,828
+1,086
+6% +$29.9K
DTV
130
DELISTED
DIRECTV COM STK (DE)
DTV
$540K 0.31%
+6,231
New +$536K
PKG icon
131
Packaging Corp of America
PKG
$20.3B
$536K 0.31%
+8,271
New +$556K
AJG icon
132
Arthur J. Gallagher & Co
AJG
$62.3B
$531K 0.31%
+11,773
New +$541K
TMUS icon
133
T-Mobile US
TMUS
$207B
$531K 0.31%
+18,311
New +$563K
FOSL icon
134
Fossil Group
FOSL
$246M
$530K 0.31%
+5,530
New +$557K
MCK icon
135
McKesson
MCK
$95.3B
$527K 0.31%
2,688
+818
+44% +$157K
CLVS
136
DELISTED
Clovis Oncology, Inc.
CLVS
$525K 0.31%
+11,070
New +$462K
RAI
137
DELISTED
Reynolds American Inc
RAI
$522K 0.3%
17,802
+10,212
+135% +$297K
RYL
138
DELISTED
RYLAND GROUP INC
RYL
$518K 0.3%
+15,270
New +$555K
CYH icon
139
Community Health Systems
CYH
$454M
$512K 0.3%
11,173
-2,784
-20% -$116K
FDX icon
140
FedEx
FDX
$75.9B
$509K 0.3%
3,137
-1,820
-37% -$276K
MSTR icon
141
Strategy Inc
MSTR
$36.5B
$509K 0.3%
+38,270
New +$532K
HOS
142
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$505K 0.29%
14,686
+10,204
+228% +$424K
QLIK
143
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$497K 0.29%
+18,166
New +$476K
NTAP icon
144
NetApp
NTAP
$32.6B
$495K 0.29%
+11,660
New +$467K
USB icon
145
US Bancorp
USB
$100B
$495K 0.29%
+11,842
New +$500K
FMER
146
DELISTED
FIRSTMERIT CORP
FMER
$492K 0.29%
+27,786
New +$501K
AMD icon
147
Advanced Micro Devices
AMD
$901B
$491K 0.29%
+138,269
New +$560K
CADE
148
DELISTED
Cadence Bank
CADE
$491K 0.29%
+24,016
New +$522K
BC icon
149
Brunswick
BC
$5.33B
$489K 0.28%
11,443
+5,779
+102% +$245K
POST icon
150
Post Holdings
POST
$4.12B
$487K 0.28%
+21,889
New +$584K
4 5
6
7 8

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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.