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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
EV
451
DELISTED
Eaton Vance Corp.
EV
– –
-18,206
Closed -$693K
FRAN
452
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-5,844
Closed -$984K
IBKC
453
DELISTED
IBERIABANK Corp
IBKC
– –
-3,806
Closed -$240K
AKS
454
DELISTED
AK Steel Holding Corp
AKS
– –
-38,492
Closed -$320K
ASNA
455
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-6,183
Closed -$1.68M
MDSO
456
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-7,881
Closed -$353K
WAGE
457
DELISTED
WageWorks, Inc.
WAGE
– –
-7,736
Closed -$365K
WFT
458
DELISTED
Weatherford International plc
WFT
– –
-40,731
Closed -$865K
ARRS
459
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-16,468
Closed -$478K
CIVI
460
DELISTED
Civitas Solutions, Inc.
CIVI
– –
-10,324
Closed -$168K
ITG
461
DELISTED
Investment Technology Group Inc
ITG
– –
-17,225
Closed -$274K
EGN
462
DELISTED
Energen
EGN
– –
-3,167
Closed -$238K
FINL
463
DELISTED
Finish Line
FINL
– –
-8,851
Closed -$223K
CBI
464
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-8,335
Closed -$486K
CAA
465
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-5,929
Closed -$226K
PKY
466
DELISTED
Parkway, Inc.
PKY
– –
-64,401
Closed -$1.22M
ATW
467
DELISTED
Atwood Oceanics
ATW
– –
-35,144
Closed -$1.55M
AF
468
DELISTED
Astoria Financial Corporation
AF
– –
-50,603
Closed -$632K
RAI
469
DELISTED
Reynolds American Inc
RAI
– –
-17,802
Closed -$522K
BHI
470
DELISTED
Baker Hughes
BHI
– –
-12,545
Closed -$830K
YHOO
471
DELISTED
Yahoo Inc
YHOO
– –
-31,366
Closed -$1.27M
MJN
472
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-3,274
Closed -$316K
CHMT
473
DELISTED
Chemtura Corporation
CHMT
– –
-10,205
Closed -$243K
CSC
474
DELISTED
Computer Sciences
CSC
– –
-13,870
Closed -$348K
TSL
475
DELISTED
Trina Solar Limited
TSL
– –
-27,470
Closed -$360K
17 18
19
20 21

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.