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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
VECO icon
426
Veeco
VECO
$3.33B
– –
-13,202
Closed -$468K
VIAV icon
427
Viavi Solutions
VIAV
$10.3B
– –
-106,874
Closed -$787K
VMC icon
428
Vulcan Materials
VMC
$35.7B
– –
-4,662
Closed -$283K
VRE
429
DELISTED
Veris Residential
VRE
– –
-86,051
Closed -$1.67M
VRSN icon
430
VeriSign
VRSN
$23.8B
– –
-3,992
Closed -$220K
VYX icon
431
NCR Voyix
VYX
$1.05B
– –
-11,650
Closed -$240K
WAT icon
432
Waters Corp
WAT
$37.5B
– –
-5,910
Closed -$591K
WBD icon
433
Warner Bros
WBD
$65.1B
– –
-5,826
Closed -$220K
WMB icon
434
Williams Companies
WMB
$92B
– –
-5,799
Closed -$324K
WT icon
435
WisdomTree
WT
$3.01B
– –
-22,984
Closed -$267K
WYNN icon
436
Wynn Resorts
WYNN
$10B
– –
-1,144
Closed -$205K
BECN
437
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-30,059
Closed -$784K
VIRX
438
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
– –
-512
Closed -$803K
B
439
DELISTED
Barnes Group Inc.
B
– –
-29,298
Closed -$903K
AY
440
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
– –
-18,887
Closed -$672K
EXPR
441
DELISTED
Express, Inc.
EXPR
– –
-615
Closed -$195K
SRC
442
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-3,506
Closed -$172K
PACW
443
DELISTED
PacWest Bancorp
PACW
– –
-8,581
Closed -$355K
AUY
444
DELISTED
Yamana Gold, Inc.
AUY
– –
-11,842
Closed -$72K
CNCE
445
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
– –
-12,885
Closed -$174K
CLVS
446
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-11,070
Closed -$525K
XEC
447
DELISTED
CIMAREX ENERGY CO
XEC
– –
-11,117
Closed -$1.44M
CATM
448
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
– –
-19,140
Closed -$675K
GLUU
449
DELISTED
Glu Mobile Inc.
GLUU
– –
-27,561
Closed -$144K
MIK
450
DELISTED
Michaels Stores, Inc
MIK
– –
-35,818
Closed -$628K
16 17
18
19 20

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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
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 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.