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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
GD icon
101
General Dynamics
GD
$101B
$895K 0.36%
+6,428
New +$875K
YELL
102
DELISTED
Yellow Corporation Common Stock
YELL
$889K 0.36%
39,070
-7,432
-16% -$159K
LEA icon
103
Lear
LEA
$7.2B
$880K 0.35%
8,900
+3,784
+74% +$348K
DE icon
104
Deere & Co
DE
$164B
$860K 0.35%
+9,623
New +$831K
EOG icon
105
EOG Resources
EOG
$76.7B
$856K 0.34%
+9,245
New +$860K
HOT
106
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$813K 0.33%
+10,005
New +$781K
DHR icon
107
Danaher
DHR
$126B
$795K 0.32%
+13,718
New +$744K
XOMA
108
DELISTED
Xoma
XOMA
$792K 0.32%
+11,040
New +$946K
LQ
109
DELISTED
La Quinta Holdings Inc.
LQ
$782K 0.31%
35,477
+17,534
+98% +$360K
SIG icon
110
Signet Jewelers
SIG
$3.52B
$772K 0.31%
5,875
-2,720
-32% -$329K
GNW icon
111
Genworth Financial
GNW
$3.83B
$769K 0.31%
+89,887
New +$944K
BBY icon
112
Best Buy
BBY
$18.4B
$764K 0.31%
+19,438
New +$684K
IFF icon
113
International Flavors & Fragrances
IFF
$19.7B
$763K 0.31%
+7,450
New +$736K
HIG icon
114
Hartford Financial Services
HIG
$38.6B
$762K 0.31%
+18,056
New +$714K
IDXX icon
115
Idexx Laboratories
IDXX
$43B
$754K 0.3%
+10,068
New +$706K
ANGI icon
116
Angi Inc
ANGI
$234M
$747K 0.3%
+11,879
New +$794K
TSN icon
117
Tyson Foods
TSN
$20.1B
$741K 0.3%
18,382
-810
-4% -$32.9K
PPS
118
DELISTED
Post Properties
PPS
$740K 0.3%
+12,492
New +$703K
ON icon
119
ON Semiconductor
ON
$35.9B
$735K 0.3%
+72,556
New +$637K
GNC
120
DELISTED
GNC Holdings, Inc.
GNC
$727K 0.29%
+15,425
New +$647K
CCOI icon
121
Cogent Communications
CCOI
$648M
$721K 0.29%
+20,507
New +$687K
KBH icon
122
KB Home
KBH
$3.46B
$718K 0.29%
44,003
-12,684
-22% -$204K
SPN
123
DELISTED
Superior Energy Services, Inc.
SPN
$696K 0.28%
3,394
+2,744
+422% +$642K
WDC icon
124
Western Digital
WDC
$192B
$695K 0.28%
+8,187
New +$618K
NRF
125
DELISTED
NorthStar Realty Finance Corp.
NRF
$693K 0.28%
19,629
+9,767
+99% +$348K
3 4
5
6 7

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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
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.