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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 | |
|---|---|---|---|---|---|---|
376
Humana
HUM
$47.4B
| – | – |
-6,590
| Closed | -$869K |
|
377
Intuit
INTU
$77B
| – | – |
-3,733
| Closed | -$328K |
|
378
Intuitive Surgical
ISRG
$119B
| – | – |
-15,489
| Closed | -$800K |
|
379
JPMorgan Chase
JPM
$930B
| – | – |
-12,016
| Closed | -$725K |
|
380
Kinder Morgan
KMI
$72.9B
| – | – |
-6,243
| Closed | -$241K |
|
381
Kennametal
KMT
$2.66B
| – | – |
-11,192
| Closed | -$468K |
|
382
CarMax
KMX
$8.29B
| – | – |
-13,065
| Closed | -$615K |
|
383
Cheniere Energy
LNG
$57B
| – | – |
-5,652
| Closed | -$461K |
|
384
LXP Industrial Trust
LXP
$3.53B
| – | – |
-5,600
| Closed | -$279K |
|
385
Masco
MAS
$15.6B
| – | – |
-15,303
| Closed | -$320K |
|
386
McKesson
MCK
$96.5B
| – | – |
-2,688
| Closed | -$527K |
|
387
Mondelez International
MDLZ
$77.1B
| – | – |
-6,730
| Closed | -$230K |
|
388
Medtronic
MDT
$105B
| – | – |
-3,407
| Closed | -$212K |
|
389
Monster Beverage
MNST
$91.5B
| – | – |
-98,232
| Closed | -$1.5M |
|
390
Marathon Petroleum
MPC
$91.2B
| – | – |
-9,264
| Closed | -$391K |
|
391
Motorola Solutions
MSI
$67.6B
| – | – |
-7,116
| Closed | -$450K |
|
392
Strategy Inc
MSTR
$34.2B
| – | – |
-38,270
| Closed | -$509K |
|
393
Micron Technology
MU
$1.12T
| – | – |
-19,788
| Closed | -$681K |
|
394
Navient
NAVI
$793M
| – | – |
-19,099
| Closed | -$337K |
|
395
Nabors Industries
NBR
$1.25B
| – | – |
-214
| Closed | -$247K |
|
396
Nasdaq
NDAQ
$51.1B
| – | – |
-14,712
| Closed | -$208K |
|
397
NetApp
NTAP
$32.3B
| – | – |
-11,660
| Closed | -$495K |
|
398
OGE Energy
OGE
$10.2B
| – | – |
-8,585
| Closed | -$319K |
|
399
O-I Glass
OI
$1.37B
| – | – |
-25,873
| Closed | -$692K |
|
400
PepsiCo
PEP
$184B
| – | – |
-2,518
| Closed | -$235K |
|
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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.