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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 | |
|---|---|---|---|---|---|---|
351
Delek US
DK
$3.97B
| – | – |
-6,043
| Closed | -$205K |
|
352
Dorman Products
DORM
$3.95B
| – | – |
-9,438
| Closed | -$383K |
|
353
DaVita
DVA
$15B
| – | – |
-3,139
| Closed | -$231K |
|
354
Eastman Chemical
EMN
$7.77B
| – | – |
-5,623
| Closed | -$463K |
|
355
Enerpac Tool Group
EPAC
$1.76B
| – | – |
-9,061
| Closed | -$286K |
|
356
Edgewell Personal Care
EPC
$1.23B
| – | – |
-3,176
| Closed | -$292K |
|
357
Fastenal
FAST
$53B
| – | – |
-68,756
| Closed | -$777K |
|
358
Factset
FDS
$8.68B
| – | – |
-2,364
| Closed | -$289K |
|
359
First Financial Bankshares
FFIN
$4.94B
| – | – |
-22,636
| Closed | -$317K |
|
360
F5
FFIV
$21.9B
| – | – |
-8,229
| Closed | -$980K |
|
361
Federated Hermes
FHI
$4.35B
| – | – |
-10,489
| Closed | -$309K |
|
362
Fidelity National Information Services
FIS
$20.7B
| – | – |
-14,642
| Closed | -$827K |
|
|
FL
363
DELISTED
Foot Locker
FL
| – | – |
-5,706
| Closed | -$323K |
|
364
Flowers Foods
FLO
$1.64B
| – | – |
-17,115
| Closed | -$313K |
|
365
Fossil Group
FOSL
$236M
| – | – |
-5,530
| Closed | -$530K |
|
366
H.B. Fuller
FUL
$2.96B
| – | – |
-14,427
| Closed | -$580K |
|
367
Liberty Media Series A
FWONA
$22.2B
| – | – |
-27,274
| Closed | -$653K |
|
368
Liberty Media Series C
FWONK
$24.2B
| – | – |
-26,102
| Closed | -$652K |
|
369
GATX Corp
GATX
$6.51B
| – | – |
-7,777
| Closed | -$466K |
|
370
Green Dot
GDOT
$743M
| – | – |
-16,615
| Closed | -$353K |
|
371
G-III Apparel Group
GIII
$1.45B
| – | – |
-6,264
| Closed | -$264K |
|
372
Corning
GLW
$134B
| – | – |
-51,861
| Closed | -$1.01M |
|
373
Goodyear
GT
$2.02B
| – | – |
-19,696
| Closed | -$452K |
|
374
Home BancShares
HOMB
$6.16B
| – | – |
-52,868
| Closed | -$788K |
|
375
HUB Group
HUBG
$3.01B
| – | – |
-10,690
| Closed | -$220K |
|
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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.