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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 | |
|---|---|---|---|---|---|---|
76
Rayonier
RYN
$6.48B
| $1.12M | 0.45% |
+43,718
| New | +$1.17M |
|
77
Leidos
LDOS
$13.5B
| $1.12M | 0.45% |
+25,453
| New | +$996K |
|
78
Allstate
ALL
$64.8B
| $1.1M | 0.44% |
+15,563
| New | +$1.02M |
|
79
Eli Lilly
LLY
$1.04T
| $1.09M | 0.44% |
+15,641
| New | +$1.06M |
|
80
Coca-Cola
KO
$354B
| $1.08M | 0.43% |
25,210
+19,242
| +322% | +$822K |
|
81
Tapestry
TPR
$29B
| $1.07M | 0.43% |
+28,333
| New | +$999K |
|
|
MRO
82
DELISTED
Marathon Oil Corporation
MRO
| $1.06M | 0.42% |
37,195
+19,207
| +107% | +$611K |
|
83
Welltower
WELL
$173B
| $1.04M | 0.42% |
+13,622
| New | +$973K |
|
|
SFS
84
DELISTED
Smart & Final Stores, Inc.
SFS
| $1.02M | 0.41% |
+62,329
| New | +$909K |
|
|
ROSE
85
DELISTED
ROSETTA RESOURCES INC
ROSE
| $1.02M | 0.41% |
+46,221
| New | +$1.5M |
|
86
Altria Group
MO
$121B
| $1.02M | 0.41% |
20,396
+7,911
| +63% | +$385K |
|
87
TechnipFMC
FTI
$29.9B
| $970K | 0.39% |
+27,551
| New | +$1.04M |
|
88
Old Dominion Freight Line
ODFL
$48.4B
| $962K | 0.39% |
36,951
+17,796
| +93% | +$441K |
|
89
Canadian Solar
CSIQ
$1.05B
| $961K | 0.39% |
+40,566
| New | +$1.1M |
|
|
PARA
90
DELISTED
Paramount Global Class B
PARA
| $959K | 0.39% |
+17,189
| New | +$916K |
|
91
Gilead Sciences
GILD
$162B
| $933K | 0.37% |
+9,774
| New | +$1.01M |
|
92
Amazon
AMZN
$2.63T
| $920K | 0.37% |
+59,160
| New | +$922K |
|
93
Devon Energy
DVN
$51.8B
| $919K | 0.37% |
15,043
+11,609
| +338% | +$704K |
|
|
CBL
94
DELISTED
CBL& Associates Properties, Inc.
CBL
| $912K | 0.37% |
+46,196
| New | +$870K |
|
|
BAS
95
DELISTED
Basis Energy Services, Inc.
BAS
| $912K | 0.37% |
+227
| New | +$1.43M |
|
|
JWN
96
DELISTED
Nordstrom
JWN
| $907K | 0.36% |
+11,495
| New | +$844K |
|
97
MGIC Investment
MTG
$6.14B
| $906K | 0.36% |
97,460
+86,027
| +752% | +$755K |
|
|
NUVA
98
DELISTED
NuVasive, Inc.
NUVA
| $906K | 0.36% |
18,850
-12,323
| -40% | -$514K |
|
99
Moody's
MCO
$85.5B
| $903K | 0.36% |
9,334
+6,836
| +274% | +$663K |
|
100
Bankunited
BKU
$3.34B
| $900K | 0.36% |
+30,742
| New | +$908K |
|
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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.