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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
HAR
476
DELISTED
Harman International Industries
HAR
– –
-2,290
Closed -$233K
ARIA
477
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-52,083
Closed -$293K
FMER
478
DELISTED
FIRSTMERIT CORP
FMER
– –
-27,786
Closed -$492K
JAH
479
DELISTED
JARDEN CORPORATION
JAH
– –
-16,281
Closed -$652K
NPBC
480
DELISTED
NATL PENN BANCSHARES INC
NPBC
– –
-135,890
Closed -$1.33M
ATML
481
DELISTED
ATMEL CORP
ATML
– –
-26,889
Closed -$221K
DMND
482
DELISTED
DIAMOND FOODS, INC.
DMND
– –
-18,828
Closed -$541K
SFXE
483
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
– –
-22,466
Closed -$114K
MW
484
DELISTED
THE MENS WAREHOUSE INC
MW
– –
-8,847
Closed -$424K
HUB.B
485
DELISTED
HUBBELL INC CL-B
HUB.B
– –
-2,569
Closed -$312K
SFY
486
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
– –
-46,450
Closed -$468K
ZSPH
487
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
– –
-9,047
Closed -$357K
PGN
488
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
– –
-20,777
Closed -$128K
RYL
489
DELISTED
RYLAND GROUP INC
RYL
– –
-15,270
Closed -$518K
DTV
490
DELISTED
DIRECTV COM STK (DE)
DTV
– –
-6,231
Closed -$540K
KRFT
491
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
– –
-3,781
Closed -$213K
LTM
492
DELISTED
LIFE TIME FITNESS INC
LTM
– –
-12,746
Closed -$648K
SLXP
493
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
– –
-14,266
Closed -$2.22M
ROC
494
DELISTED
ROCKWOOD HLDGS INC
ROC
– –
-2,597
Closed -$202K
CNQR
495
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
– –
-4,362
Closed -$552K
ATHL
496
DELISTED
ATHLON ENERGY INC COM
ATHL
– –
-18,797
Closed -$1.1M
GTAT
497
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
– –
-142,634
Closed -$1.6M
CY
498
DELISTED
Cypress Semiconductor
CY
– –
-54,027
Closed -$546K
CELG
499
DELISTED
Celgene Corp
CELG
– –
-3,018
Closed -$288K
GLF
500
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
– –
-21,786
Closed -$706K
17 18 19
20
21

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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.