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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 | |
|---|---|---|---|---|---|---|
326
Avnet
AVT
$7.38B
| – | – |
-4,809
| Closed | -$201K |
|
327
Axos Financial
AX
$5.42B
| – | – |
-62,360
| Closed | -$1.15M |
|
|
DCH
328
Dauch Corp
DCH
$1.33B
| – | – |
-19,922
| Closed | -$338K |
|
329
Alibaba
BABA
$273B
| – | – |
-6,799
| Closed | -$605K |
|
330
Ball Corp
BALL
$16.6B
| – | – |
-9,408
| Closed | -$300K |
|
331
Bath & Body Works
BBWI
$3.9B
| – | – |
-14,512
| Closed | -$794K |
|
332
Brunswick
BC
$5.17B
| – | – |
-11,443
| Closed | -$489K |
|
|
333
Brink's
BCO
$4.99B
| – | – |
-75,169
| Closed | -$1.81M |
|
334
B&G Foods
BGS
$285M
| – | – |
-23,590
| Closed | -$649K |
|
335
Brookdale Senior Living
BKD
$3.46B
| – | – |
-8,169
| Closed | -$268K |
|
|
CADE
336
DELISTED
Cadence Bank
CADE
| – | – |
-24,016
| Closed | -$491K |
|
337
Cheesecake Factory
CAKE
$4.2B
| – | – |
-20,756
| Closed | -$954K |
|
|
CMA
338
DELISTED
Comerica
CMA
| – | – |
-14,823
| Closed | -$743K |
|
339
Comcast
CMCSA
$78.3B
| – | – |
-34,518
| Closed | -$933K |
|
340
Chipotle Mexican Grill
CMG
$41.1B
| – | – |
-36,200
| Closed | -$480K |
|
341
Costco
COST
$411B
| – | – |
-2,332
| Closed | -$292K |
|
342
Copa Holdings
CPA
$5.54B
| – | – |
-2,666
| Closed | -$280K |
|
343
Cirrus Logic
CRUS
$6.74B
| – | – |
-18,702
| Closed | -$403K |
|
344
CVS Health
CVS
$136B
| – | – |
-8,300
| Closed | -$664K |
|
345
Cemex
CX
$17.7B
| – | – |
-16,055
| Closed | -$186K |
|
346
Community Health Systems
CYH
$392M
| – | – |
-11,173
| Closed | -$512K |
|
347
Dana Inc
DAN
$2.97B
| – | – |
-23,139
| Closed | -$457K |
|
348
Darling Ingredients
DAR
$10.1B
| – | – |
-24,355
| Closed | -$451K |
|
349
DuPont de Nemours
DD
$18.6B
| – | – |
-6,329
| Closed | -$855K |
|
350
3D Systems Corp
DDD
$423M
| – | – |
-4,792
| Closed | -$226K |
|
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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.