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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 | |
|---|---|---|---|---|---|---|
251
Arthur J. Gallagher & Co
AJG
$62.2B
| $245K | 0.1% |
5,158
-6,615
| -56% | -$310K |
|
|
ACHN
252
DELISTED
Achillion Pharmaceuticals
ACHN
| $243K | 0.1% |
+19,776
| New | +$242K |
|
|
SLCA
253
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $237K | 0.1% |
+9,488
| New | +$375K |
|
254
Simon Property Group
SPG
$73B
| $236K | 0.09% |
+1,281
| New | +$227K |
|
|
GES
255
DELISTED
Guess Inc
GES
| $234K | 0.09% |
+11,034
| New | +$236K |
|
256
Fluor
FLR
$7.44B
| $233K | 0.09% |
+3,819
| New | +$241K |
|
257
Bank of Hawaii
BOH
$3.36B
| $231K | 0.09% |
+3,867
| New | +$223K |
|
258
Oracle
ORCL
$346B
| $231K | 0.09% |
5,129
-19,604
| -79% | -$798K |
|
|
AREX
259
DELISTED
Approach Resources Inc.
AREX
| $228K | 0.09% |
+35,804
| New | +$343K |
|
|
BBG
260
DELISTED
Bill Barrett Corp
BBG
| $228K | 0.09% |
+19,798
| New | +$261K |
|
261
Southern Company
SO
$109B
| $227K | 0.09% |
+4,578
| New | +$216K |
|
262
Chevron
CVX
$387B
| $224K | 0.09% |
1,986
-748
| -27% | -$85K |
|
|
WIN
263
DELISTED
Windstream Holdings Inc
WIN
| $224K | 0.09% |
3,466
+419
| +14% | +$32K |
|
|
JOY
264
DELISTED
Joy Global Inc
JOY
| $222K | 0.09% |
+4,651
| New | +$238K |
|
265
Baxter International
BAX
$11.2B
| $221K | 0.09% |
+5,510
| New | +$215K |
|
266
Dollar Tree
DLTR
$22.6B
| $219K | 0.09% |
3,101
-9,501
| -75% | -$599K |
|
267
First Bancorp
FBP
$4.4B
| $218K | 0.09% |
+37,182
| New | +$192K |
|
|
WCC
268
WESCO International
WCC
$16.1B
| $217K | 0.09% |
+2,827
| New | +$222K |
|
269
NextEra Energy
NEE
$187B
| $215K | 0.09% |
8,016
-32,632
| -80% | -$824K |
|
270
Regeneron Pharmaceuticals
REGN
$68.3B
| $215K | 0.09% |
+525
| New | +$206K |
|
271
Pfizer
PFE
$143B
| $214K | 0.09% |
+7,198
| New | +$206K |
|
272
Rithm Capital
RITM
$5.01B
| $214K | 0.09% |
+16,709
| New | +$211K |
|
273
Exelon
EXC
$48.4B
| $212K | 0.09% |
+7,885
| New | +$202K |
|
|
WBC
274
DELISTED
WABCO HOLDINGS INC.
WBC
| $212K | 0.09% |
+2,023
| New | +$200K |
|
275
Reinsurance Group of America
RGA
$15.3B
| $211K | 0.08% |
+2,387
| New | +$199K |
|
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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.