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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 | |
|---|---|---|---|---|---|---|
|
NBL
51
DELISTED
Noble Energy, Inc.
NBL
| $1.41M | 0.57% |
+29,818
| New | +$1.62M |
|
52
HF Sinclair
DINO
$16.4B
| $1.4M | 0.56% |
+36,730
| New | +$1.53M |
|
|
SNDK
53
DELISTED
SANDISK CORP
SNDK
| $1.36M | 0.55% |
+13,649
| New | +$1.31M |
|
54
Bristol-Myers Squibb
BMY
$124B
| $1.35M | 0.54% |
+22,820
| New | +$1.29M |
|
55
MGM Resorts International
MGM
$11.6B
| $1.35M | 0.54% |
+62,943
| New | +$1.37M |
|
|
CST
56
DELISTED
CST Brands, Inc.
CST
| $1.35M | 0.54% |
+30,717
| New | +$1.23M |
|
57
Vertex Pharmaceuticals
VRTX
$120B
| $1.35M | 0.54% |
+11,323
| New | +$1.28M |
|
58
C.H. Robinson
CHRW
$24.4B
| $1.34M | 0.54% |
+17,777
| New | +$1.27M |
|
59
Canadian Pacific Kansas City
CP
$81.1B
| $1.32M | 0.53% |
+34,115
| New | +$1.35M |
|
|
MXIM
60
DELISTED
Maxim Integrated Products
MXIM
| $1.28M | 0.51% |
+40,820
| New | +$1.2M |
|
|
FNSR
61
DELISTED
Finisar Corp
FNSR
| $1.28M | 0.51% |
65,224
+18,519
| +40% | +$318K |
|
62
Commault Systems
CVLT
$5.81B
| $1.26M | 0.51% |
+24,125
| New | +$1.16M |
|
63
Williams-Sonoma
WSM
$26.2B
| $1.26M | 0.5% |
+32,874
| New | +$1.14M |
|
|
BRCM
64
DELISTED
BROADCOM CORP CL-A
BRCM
| $1.25M | 0.5% |
28,976
+11,086
| +62% | +$454K |
|
|
ANDV
65
DELISTED
Andeavor
ANDV
| $1.22M | 0.49% |
16,175
+4,251
| +36% | +$300K |
|
|
HOS
66
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $1.21M | 0.49% |
47,986
+33,300
| +227% | +$917K |
|
|
LVLT
67
DELISTED
Level 3 Communications Inc
LVLT
| $1.21M | 0.49% |
+24,365
| New | +$1.13M |
|
68
Align Technology
ALGN
$12.4B
| $1.21M | 0.48% |
+21,345
| New | +$1.13M |
|
|
AAN.A
69
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $1.19M | 0.48% |
38,733
+1,257
| +3% | +$38.6K |
|
70
Zions Bancorporation
ZION
$10.2B
| $1.18M | 0.48% |
+41,312
| New | +$1.17M |
|
71
Air Products & Chemicals
APD
$66.1B
| $1.14M | 0.46% |
+8,443
| New | +$1.07M |
|
72
Intel
INTC
$516B
| $1.14M | 0.46% |
+30,934
| New | +$1.08M |
|
73
American Airlines Group
AAL
$9.78B
| $1.13M | 0.45% |
21,128
+14,609
| +224% | +$629K |
|
|
LTRPA
74
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $1.13M | 0.45% |
+41,448
| New | +$1.15M |
|
75
Aon
AON
$75.2B
| $1.12M | 0.45% |
+11,676
| New | +$1.04M |
|
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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.