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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
WPX
1
DELISTED
WPX Energy, Inc.
WPX
$3.8M 1.53%
+331,724
New +$5.29M
FMC icon
2
FMC
FMC
$1.48B
$3.47M 1.39%
+69,535
New +$3.39M
AGN
3
DELISTED
Allergan Inc
AGN
$3.44M 1.38%
16,121
+13,463
+507% +$2.68M
FDX icon
4
FedEx
FDX
$76.6B
$3.22M 1.29%
18,387
+15,250
+486% +$2.58M
TRN icon
5
Trinity Industries
TRN
$2.87B
$3.06M 1.23%
150,983
+114,748
+317% +$2.77M
CHS
6
DELISTED
Chicos FAS, Inc.
CHS
$2.92M 1.17%
179,795
+168,012
+1,426% +$2.58M
DBI icon
7
Designer Brands
DBI
$293M
$2.8M 1.12%
+75,151
New +$2.45M
IVZ icon
8
Invesco
IVZ
$13.5B
$2.78M 1.12%
69,694
+49,165
+239% +$1.94M
PXD
9
DELISTED
Pioneer Natural Resource Co.
PXD
$2.71M 1.09%
+18,046
New +$2.98M
ICE icon
10
Intercontinental Exchange
ICE
$80.6B
$2.65M 1.06%
59,815
+22,300
+59% +$956K
FITB
11
Fifth Third Bancorp
FITB
$52.3B
$2.52M 1.01%
121,957
+83,650
+218% +$1.66M
SGEN
12
DELISTED
Seagen Inc. Common Stock
SGEN
$2.48M 1%
+76,945
New +$2.68M
HUN icon
13
Huntsman Corp
HUN
$2.32B
$2.47M 0.99%
+105,953
New +$2.57M
CPRI icon
14
Capri Holdings
CPRI
$1.86B
$2.45M 0.99%
32,561
+28,030
+619% +$2.09M
TMUS icon
15
T-Mobile US
TMUS
$207B
$2.4M 0.96%
88,700
+70,389
+384% +$1.95M
DGX icon
16
Quest Diagnostics
DGX
$23.2B
$2.39M 0.96%
+35,148
New +$2.22M
HP icon
17
Helmerich & Payne
HP
$3.52B
$2.34M 0.94%
+34,879
New +$2.72M
CLNY
18
DELISTED
Colony Capital, Inc.
CLNY
$2.33M 0.93%
+96,853
New +$2.26M
XL
19
DELISTED
XL Group Ltd.
XL
$2.31M 0.93%
+66,507
New +$2.27M
CNW
20
DELISTED
CON-WAY INC.
CNW
$2.29M 0.92%
+46,205
New +$2.14M
WNR
21
DELISTED
Western Refining Inc
WNR
$2.15M 0.86%
56,533
+50,716
+872% +$2.1M
GLNG icon
22
Golar LNG
GLNG
$5.06B
$2.14M 0.86%
61,004
+51,563
+546% +$2.45M
BAC icon
23
Bank of America
BAC
$432B
$2.12M 0.85%
+116,974
New +$2M
WHR icon
24
Whirlpool
WHR
$2.41B
$2.08M 0.84%
10,738
+5,438
+103% +$934K
APC
25
DELISTED
Anadarko Petroleum
APC
$2.06M 0.83%
24,748
+15,794
+176% +$1.38M
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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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.