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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 | |
|---|---|---|---|---|---|---|
|
VIAB
276
DELISTED
Viacom Inc. Class B
VIAB
| $208K | 0.08% |
2,725
-758
| -22% | -$55.4K |
|
|
PRA
277
DELISTED
ProAssurance
PRA
| $207K | 0.08% |
+4,558
| New | +$208K |
|
278
Steven Madden
SHOO
$3.08B
| $206K | 0.08% |
+9,656
| New | +$206K |
|
279
Boston Scientific
BSX
$64.8B
| $205K | 0.08% |
15,386
+3,512
| +30% | +$44.9K |
|
280
HSBC
HSBC
$349B
| $205K | 0.08% |
+5,032
| New | +$215K |
|
281
Bread Financial
BFH
$4.19B
| $204K | 0.08% |
893
-613
| -41% | -$134K |
|
282
Edwards Lifesciences
EW
$48.3B
| $204K | 0.08% |
+9,540
| New | +$192K |
|
283
AutoZone
AZO
$47.7B
| $203K | 0.08% |
+327
| New | +$184K |
|
284
Hilton Worldwide
HLT
$72.9B
| $203K | 0.08% |
+2,588
| New | +$194K |
|
285
Ironwood Pharmaceuticals
IRWD
$624M
| $203K | 0.08% |
+15,936
| New | +$182K |
|
|
JOYY
286
JOYY Inc
JOYY
$3.66B
| $203K | 0.08% |
+3,237
| New | +$236K |
|
|
CHK
287
DELISTED
Chesapeake Energy Corporation
CHK
| $203K | 0.08% |
52
-20
| -28% | -$83K |
|
288
Global Indemnity Group
GBLI
$394M
| $202K | 0.08% |
+7,095
| New | +$198K |
|
289
Teva Pharmaceuticals
TEVA
$36.3B
| $202K | 0.08% |
+3,528
| New | +$197K |
|
290
Viatris
VTRS
$20.1B
| $202K | 0.08% |
3,564
-11,412
| -76% | -$613K |
|
291
Cognizant
CTSH
$20.3B
| $201K | 0.08% |
+3,789
| New | +$189K |
|
292
Magna International
MGA
$17.9B
| $201K | 0.08% |
+3,688
| New | +$187K |
|
|
AVP
293
DELISTED
Avon Products, Inc.
AVP
| $201K | 0.08% |
21,270
-47,483
| -69% | -$491K |
|
|
DDC
294
DELISTED
Dominion Diamond Corporation
DDC
| $201K | 0.08% |
+11,204
| New | +$174K |
|
295
Allison Transmission
ALSN
$9.92B
| $200K | 0.08% |
+5,889
| New | +$187K |
|
296
Radian Group
RDN
$5.07B
| $200K | 0.08% |
+11,943
| New | +$193K |
|
|
SNBR
297
DELISTED
Sleep Number
SNBR
| $200K | 0.08% |
+7,382
| New | +$184K |
|
|
TEN
298
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $200K | 0.08% |
+3,519
| New | +$189K |
|
299
Cadence Design Systems
CDNS
$91.1B
| $198K | 0.08% |
+10,336
| New | +$186K |
|
300
American Eagle Outfitters
AEO
$2.86B
| $187K | 0.08% |
+13,468
| New | +$182K |
|
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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.