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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 | |
|---|---|---|---|---|---|---|
401
Packaging Corp of America
PKG
$20.8B
| – | – |
-8,271
| Closed | -$536K |
|
402
Post Holdings
POST
$4.09B
| – | – |
-21,889
| Closed | -$487K |
|
403
Perrigo
PRGO
$1.4B
| – | – |
-4,305
| Closed | -$645K |
|
404
Phillips 66
PSX
$83B
| – | – |
-11,324
| Closed | -$926K |
|
405
Patterson-UTI
PTEN
$3.93B
| – | – |
-49,515
| Closed | -$1.64M |
|
406
PVH
PVH
$3.59B
| – | – |
-2,125
| Closed | -$260K |
|
407
Regions Financial
RF
$26.2B
| – | – |
-68,153
| Closed | -$686K |
|
408
Ralph Lauren
RL
$22.1B
| – | – |
-1,648
| Closed | -$272K |
|
409
ResMed
RMD
$27.8B
| – | – |
-13,888
| Closed | -$694K |
|
410
Sherwin-Williams
SHW
$76.6B
| – | – |
-5,391
| Closed | -$398K |
|
411
SLM Corp
SLM
$4.56B
| – | – |
-140,509
| Closed | -$1.21M |
|
412
Sempra
SRE
$61.1B
| – | – |
-11,138
| Closed | -$584K |
|
413
Constellation Brands
STZ
$22.1B
| – | – |
-6,727
| Closed | -$582K |
|
414
Suncor Energy
SU
$78.4B
| – | – |
-23,978
| Closed | -$867K |
|
415
Skyworks Solutions
SWKS
$9.1B
| – | – |
-15,479
| Closed | -$906K |
|
416
Molson Coors Class B
TAP
$7.51B
| – | – |
-8,132
| Closed | -$604K |
|
417
Tidewater
TDW
$3.85B
| – | – |
-455
| Closed | -$588K |
|
|
TGI
418
DELISTED
Triumph Group
TGI
| – | – |
-8,648
| Closed | -$567K |
|
419
Tenet Healthcare
THC
$17.1B
| – | – |
-4,174
| Closed | -$253K |
|
420
TJX Companies
TJX
$170B
| – | – |
-26,918
| Closed | -$804K |
|
421
Titan International
TWI
$508M
| – | – |
-15,279
| Closed | -$191K |
|
422
Union Pacific
UNP
$181B
| – | – |
-4,467
| Closed | -$485K |
|
423
United Rentals
URI
$70.9B
| – | – |
-12,135
| Closed | -$1.36M |
|
424
US Bancorp
USB
$98.7B
| – | – |
-11,842
| Closed | -$495K |
|
425
United Therapeutics
UTHR
$26.4B
| – | – |
-3,276
| Closed | -$435K |
|
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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.