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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
HON icon
26
Honeywell
HON
$73.8B
$2.04M 0.82%
22,505
+11,720
+109% +$1.01M
ITW icon
27
Illinois Tool Works
ITW
$78.8B
$1.91M 0.77%
+19,878
New +$1.81M
DG icon
28
Dollar General
DG
$26.5B
$1.9M 0.76%
26,748
+22,151
+482% +$1.44M
WLL
29
DELISTED
Whiting Petroleum Corporation
WLL
$1.89M 0.76%
190
+157
+476% +$2.4M
HIBB
30
DELISTED
Hibbett, Inc. Common Stock
HIBB
$1.87M 0.75%
38,590
+8,302
+27% +$385K
AVB icon
31
AvalonBay Communities
AVB
$27B
$1.85M 0.74%
+11,188
New +$1.75M
SPXC icon
32
SPX Corp
SPXC
$11B
$1.82M 0.73%
+82,819
New +$1.85M
XOM icon
33
ExxonMobil
XOM
$640B
$1.8M 0.72%
+19,427
New +$1.81M
TILE icon
34
Interface
TILE
$1.9B
$1.79M 0.72%
+107,413
New +$1.68M
WFM
35
DELISTED
Whole Foods Market Inc
WFM
$1.76M 0.71%
34,834
+23,607
+210% +$1.04M
WERN icon
36
Werner Enterprises
WERN
$2.75B
$1.71M 0.69%
+54,720
New +$1.54M
ETN icon
37
Eaton
ETN
$158B
$1.71M 0.69%
+24,843
New +$1.64M
CRR
38
DELISTED
Carbo Ceramics Inc.
CRR
$1.69M 0.68%
+42,424
New +$1.98M
IDTI
39
DELISTED
Integrated Device Technology I
IDTI
$1.69M 0.68%
85,002
+70,996
+507% +$1.22M
NKE icon
40
Nike
NKE
$62.6B
$1.68M 0.68%
+34,746
New +$1.63M
AA icon
41
Alcoa
AA
$12.2B
$1.58M 0.63%
41,490
+35,659
+612% +$1.38M
X
42
DELISTED
US Steel
X
$1.57M 0.63%
58,199
+36,988
+174% +$1.23M
UTIW
43
DELISTED
UTI WORLDWIDE INC
UTIW
$1.53M 0.62%
+127,630
New +$1.43M
MHK icon
44
Mohawk Industries
MHK
$6.73B
$1.53M 0.62%
+9,837
New +$1.41M
CSCO icon
45
Cisco
CSCO
$442B
$1.53M 0.61%
+53,919
New +$1.39M
AGN
46
DELISTED
Allergan plc
AGN
$1.52M 0.61%
5,859
+360
+7% +$90K
MCD icon
47
McDonald's
MCD
$187B
$1.48M 0.6%
+15,725
New +$1.47M
WDR
48
DELISTED
Waddell & Reed Financial, Inc.
WDR
$1.47M 0.59%
+29,662
New +$1.42M
HSY icon
49
Hershey
HSY
$35B
$1.44M 0.58%
+13,619
New +$1.33M
ESS icon
50
Essex Property Trust
ESS
$18.8B
$1.42M 0.57%
6,801
+5,498
+422% +$1.09M
1
2
3 4 5

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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.