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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
+1.5%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$249M
AUM Growth
+$77.1M
Cap. Flow
+$76.3M
Cap. Flow %
30.64%
Top 10 Hldgs %
12.39%
Holding
508
New
217
Increased
55
Reduced
43
Closed
192

Top Buys

Rank Stock Value
1
WPX
WPX Energy, Inc.
WPX
+$5.29M
2
FMC icon
FMC
FMC
+$3.39M
3
PXD
Pioneer Natural Resource Co.
PXD
+$2.98M
4
TRN icon
Trinity Industries
TRN
+$2.77M
5
HP icon
Helmerich & Payne
HP
+$2.72M

Top Sells

Rank Stock Value
1
SLXP
SALIX PHARMACEUTICALS LTD DEL
SLXP
+$2.22M
2
DF
Dean Foods Company
DF
+$2.02M
3
JBLU icon
JetBlue
JBLU
+$1.87M
4
BCO icon
Brink's
BCO
+$1.81M
5
ASNA
Ascena Retail Group, Inc.
ASNA
+$1.68M

Sector Composition

Rank Sector Weight
1 Industrials 14.72%
2 Consumer Discretionary 13.23%
3 Energy 12.36%
4 Financials 12.05%
5 Healthcare 11.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EGO icon
301
Eldorado Gold
EGO
$8.33B
$187K 0.08%
6,149
+3,453
+128% +$112K
BDSI
302
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$184K 0.07%
+14,831
New +$225K
JONE
303
DELISTED
Jones Energy, Inc.
JONE
$179K 0.07%
+863
New +$195K
SDRL
304
DELISTED
Seadrill Limited Common Stock
SDRL
$164K 0.07%
+51
New +$256K
CUZ icon
305
Cousins Properties
CUZ
$5.19B
$146K 0.06%
+4,485
New +$153K
JCP
306
DELISTED
J.C. Penney Company, Inc.
JCP
$138K 0.06%
+21,381
New +$157K
BVN icon
307
Compañía de Minas Buenaventura
BVN
$7.95B
$119K 0.05%
+12,291
New +$124K
FMSA
308
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$117K 0.05%
+17,378
New +$190K
PES
309
DELISTED
Pioneer Energy Services Corp.
PES
$105K 0.04%
+18,817
New +$152K
NOG icon
310
Northern Oil and Gas
NOG
$2.37B
$101K 0.04%
+1,774
New +$170K
PVA
311
DELISTED
PENN VIRGINIA CORP
PVA
$101K 0.04%
15,622
-21,857
-58% -$165K
FTR
312
DELISTED
Frontier Communications Corp.
FTR
$89K 0.04%
894
+163
+22% +$16K
TLM
313
DELISTED
TALISMAN ENERGY INC
TLM
$86K 0.03%
+11,029
New +$69.3K
BTU
314
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$84K 0.03%
+725
New +$108K
AMCC
315
DELISTED
Applied Micro Circuits Corporation New
AMCC
$84K 0.03%
+12,840
New +$81.9K
AAPL icon
316
Apple
AAPL
$4.72T
– –
-44,912
Closed -$1.13M
AGO icon
317
Assured Guaranty
AGO
$3.73B
– –
-9,905
Closed -$221K
AKAM icon
318
Akamai
AKAM
$17.1B
– –
-6,242
Closed -$373K
ALB icon
319
Albemarle
ALB
$13.8B
– –
-3,448
Closed -$207K
AMD icon
320
Advanced Micro Devices
AMD
$880B
– –
-138,269
Closed -$491K
AMG icon
321
Affiliated Managers Group
AMG
$9.19B
– –
-2,942
Closed -$590K
AN icon
322
AutoNation
AN
$6.86B
– –
-4,013
Closed -$204K
APTV icon
323
Aptiv
APTV
$11.9B
– –
-8,950
Closed -$560K
AROC icon
324
Archrock
AROC
$6.73B
– –
-5,552
Closed -$245K
AVNT icon
325
Avient
AVNT
$3.36B
– –
-20,667
Closed -$746K
11 12
13
14 15

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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
Scepter Holdings Fort Worth, Texas $22.4M AUM

Quantitative Systematic Strategies's Q4 2014 Portfolio in Review

As of Q4 2014, Quantitative Systematic Strategies held 508 positions worth $249M, up 45% from $172M the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Quantitative Systematic Strategies deployed $76.3M of net new capital in Q4 2014, opening 217 new positions and adding to 55 existing holdings. Its largest new stake was WPX Energy, Inc.: 331,724 shares worth $3.8M.

By sector, the portfolio is most concentrated in Industrials at 15% of assets, up from 13% a quarter earlier, followed by Consumer Discretionary and Energy.

On the sell side, the largest reduction was Dean Foods Company, an estimated $2.02M trimmed.

  • Quantitative Systematic Strategies's largest Q4 2014 buy was WPX Energy, Inc.: 331,724 shares worth $3.8M.
  • Quantitative Systematic Strategies added most to Trinity Industries in Q4 2014, an estimated $2.77M increase.
  • Quantitative Systematic Strategies's biggest Q4 2014 reduction was Dean Foods Company, cutting an estimated $2.02M.
  • Quantitative Systematic Strategies fully exited SALIX PHARMACEUTICALS LTD DEL in Q4 2014, selling an estimated $2.22M.
  • Quantitative Systematic Strategies's ten largest holdings make up 12% of its $249M portfolio in Q4 2014.
  • Quantitative Systematic Strategies opened 217 new positions and closed 192 in Q4 2014.
  • Quantitative Systematic Strategies's portfolio value rose 45% quarter-over-quarter to $249M.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2014, filed 21 Jan 2015.