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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 | |
|---|---|---|---|---|---|---|
|
BMS
126
DELISTED
Bemis
BMS
| $691K | 0.28% |
+15,118
| New | +$609K |
|
127
Capital One
COF
$124B
| $673K | 0.27% |
+8,096
| New | +$659K |
|
|
ODP
128
DELISTED
ODP
ODP
| $670K | 0.27% |
7,780
+4,478
| +136% | +$285K |
|
|
BERY
129
DELISTED
Berry Global Group, Inc.
BERY
| $666K | 0.27% |
+22,845
| New | +$572K |
|
|
KNGT
130
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $663K | 0.27% |
+19,538
| New | +$663K |
|
|
INFA
131
DELISTED
INFORMATICA CORP
INFA
| $659K | 0.26% |
+17,140
| New | +$615K |
|
132
Alphabet (Google) Class C
GOOG
$4.17T
| $640K | 0.26% |
23,986
+863
| +4% | +$23.2K |
|
133
PPG Industries
PPG
$26.2B
| $631K | 0.25% |
+5,450
| New | +$565K |
|
|
ARUN
134
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $631K | 0.25% |
+34,333
| New | +$685K |
|
|
WWAV
135
DELISTED
The WhiteWave Foods Company
WWAV
| $630K | 0.25% |
+17,884
| New | +$635K |
|
136
Steel Dynamics
STLD
$34.4B
| $627K | 0.25% |
31,300
-33,983
| -52% | -$733K |
|
|
TRAK
137
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
| $626K | 0.25% |
+14,065
| New | +$626K |
|
|
PDCE
138
DELISTED
PDC Energy, Inc.
PDCE
| $624K | 0.25% |
15,063
+1,306
| +9% | +$52.7K |
|
|
ASRT
139
DELISTED
Assertio
ASRT
| $620K | 0.25% |
+640
| New | +$584K |
|
140
General Motors
GM
$74.3B
| $619K | 0.25% |
+17,652
| New | +$564K |
|
141
Fortinet
FTNT
$114B
| $616K | 0.25% |
99,340
-71,215
| -42% | -$384K |
|
|
KITE
142
DELISTED
Kite Pharma, Inc.
KITE
| $613K | 0.25% |
+10,956
| New | +$461K |
|
143
Groupon
GRPN
$1.06B
| $603K | 0.24% |
3,666
+2,632
| +255% | +$374K |
|
|
BNY
144
Bank of New York Mellon
BNY
$109B
| $583K | 0.23% |
+14,213
| New | +$556K |
|
|
ESPR
145
DELISTED
Esperion Therapeutics
ESPR
| $579K | 0.23% |
+14,772
| New | +$452K |
|
146
Century Aluminum
CENX
$4.49B
| $571K | 0.23% |
+23,368
| New | +$603K |
|
|
MIC
147
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $564K | 0.23% |
+7,932
| New | +$540K |
|
|
RDC
148
DELISTED
Rowan Companies Plc
RDC
| $557K | 0.22% |
23,622
-69,927
| -75% | -$1.62M |
|
149
Evercore
EVR
$13B
| $552K | 0.22% |
10,472
-16,460
| -61% | -$824K |
|
|
WBMD
150
DELISTED
WebMD Health Corp.
WBMD
| $549K | 0.22% |
+13,795
| New | +$530K |
|
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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.