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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
(+45%)
Cap. Flow
+$76.3M
Cap. Flow
% of AUM
30.64%
Top 10 Holdings %
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
FMC
|
+$3.39M |
| 3 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$2.98M |
| 4 |
Trinity Industries
TRN
|
+$2.77M |
| 5 |
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 |
JetBlue
JBLU
|
+$1.87M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
226
Deckers Outdoor
DECK
$13.4B
| $306K | 0.12% |
+19,986
| New | +$304K |
|
|
CJES
227
DELISTED
C&J ENERGY SVCS LTD
CJES
| $305K | 0.12% |
22,910
+12,961
| +130% | +$231K |
|
228
Antero Resources
AR
$10.9B
| $304K | 0.12% |
+7,465
| New | +$358K |
|
229
Kohl's
KSS
$2.06B
| $304K | 0.12% |
+4,964
| New | +$287K |
|
|
BKS
230
DELISTED
Barnes & Noble
BKS
| $303K | 0.12% |
19,782
-45,064
| -69% | -$640K |
|
|
BHR
231
Braemar Hotels & Resorts
BHR
$148M
| $301K | 0.12% |
+17,614
| New | +$293K |
|
|
FOLD
232
DELISTED
Amicus Therapeutics
FOLD
| $294K | 0.12% |
35,353
+13,215
| +60% | +$90.7K |
|
|
KING
233
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $294K | 0.12% |
+19,019
| New | +$270K |
|
234
CVR Energy
CVI
$3.41B
| $292K | 0.12% |
+7,460
| New | +$329K |
|
235
Ulta Beauty
ULTA
$20.5B
| $283K | 0.11% |
2,202
-3,777
| -63% | -$463K |
|
|
CRZO
236
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $281K | 0.11% |
6,784
-1,569
| -19% | -$70.5K |
|
237
Becton Dickinson
BDX
$42.1B
| $280K | 0.11% |
+2,048
| New | +$262K |
|
|
GWR
238
DELISTED
Genesee & Wyoming Inc.
GWR
| $278K | 0.11% |
+3,090
| New | +$286K |
|
|
CAVM
239
DELISTED
Cavium, Inc.
CAVM
| $275K | 0.11% |
+4,461
| New | +$236K |
|
240
PTC Therapeutics
PTCT
$6.51B
| $274K | 0.11% |
+5,212
| New | +$229K |
|
241
Southwest Airlines
LUV
$21.9B
| $273K | 0.11% |
+6,483
| New | +$242K |
|
|
MON
242
DELISTED
Monsanto Co
MON
| $271K | 0.11% |
+2,248
| New | +$261K |
|
|
SCTY
243
DELISTED
SolarCity Corporation
SCTY
| $267K | 0.11% |
+4,952
| New | +$266K |
|
244
Brinker International
EAT
$7.93B
| $265K | 0.11% |
+4,506
| New | +$246K |
|
|
DISH
245
DELISTED
DISH Network Corp.
DISH
| $261K | 0.1% |
+3,557
| New | +$239K |
|
246
PNC Financial Services
PNC
$99.5B
| $258K | 0.1% |
+2,790
| New | +$242K |
|
|
NE
247
DELISTED
Noble Corporation
NE
| $251K | 0.1% |
+14,830
| New | +$283K |
|
248
Alaska Air
ALK
$4.99B
| $247K | 0.1% |
4,135
-24,942
| -86% | -$1.31M |
|
249
Goldman Sachs
GS
$317B
| $247K | 0.1% |
+1,272
| New | +$239K |
|
|
MASI
250
DELISTED
Masimo
MASI
| $247K | 0.1% |
+9,329
| New | +$230K |
|
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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.