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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
REXX
501
DELISTED
Rex Energy Corporation
REXX
– –
-3,483
Closed -$471K
SPLS
502
DELISTED
Staples Inc
SPLS
– –
-15,571
Closed -$189K
PLCM
503
DELISTED
POLYCOM INC
PLCM
– –
-31,099
Closed -$388K
QLIK
504
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
– –
-18,166
Closed -$497K
MHR
505
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
– –
-134,269
Closed -$787K
HK
506
DELISTED
Halcon Resources Corporation
HK
– –
-433
Closed -$310K
SWFT
507
DELISTED
Swift Transportation Company
SWFT
– –
-16,730
Closed -$351K
17 18 19 20
21

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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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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.