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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 | |
|---|---|---|---|---|---|---|
151
Keurig Dr Pepper
KDP
$40.8B
| $538K | 0.22% |
7,400
-15,907
| -68% | -$1.1M |
|
152
Lam Research
LRCX
$406B
| $537K | 0.22% |
67,190
-76,430
| -53% | -$593K |
|
|
HES
153
DELISTED
Hess
HES
| $536K | 0.22% |
7,240
-3,310
| -31% | -$262K |
|
|
RICE
154
DELISTED
Rice Energy Inc.
RICE
| $536K | 0.22% |
+25,424
| New | +$631K |
|
|
BIG
155
DELISTED
Big Lots, Inc.
BIG
| $534K | 0.21% |
+13,297
| New | +$591K |
|
|
156
JetBlue
JBLU
$1.82B
| $530K | 0.21% |
33,338
-143,907
| -81% | -$1.87M |
|
|
SCHW
157
Charles Schwab
SCHW
$178B
| $530K | 0.21% |
17,467
+5,787
| +50% | +$164K |
|
158
Cardinal Health
CAH
$52.3B
| $528K | 0.21% |
+6,450
| New | +$509K |
|
159
Voya Financial
VOYA
$8.72B
| $521K | 0.21% |
12,175
-4,774
| -28% | -$191K |
|
|
AIV
160
Aimco
AIV
$377M
| $519K | 0.21% |
+102,671
| New | +$489K |
|
161
O'Reilly Automotive
ORLY
$71.4B
| $516K | 0.21% |
+39,840
| New | +$467K |
|
|
GPOR
162
DELISTED
Gulfport Energy Corp.
GPOR
| $516K | 0.21% |
12,336
+664
| +6% | +$31.1K |
|
163
KeyCorp
KEY
$24.2B
| $512K | 0.21% |
36,312
-26,157
| -42% | -$348K |
|
164
Liberty Global Class C
LBTYK
$3.39B
| $507K | 0.2% |
12,907
-15,503
| -55% | -$566K |
|
165
Kroger
KR
$34.2B
| $505K | 0.2% |
+15,644
| New | +$453K |
|
166
Stryker
SYK
$121B
| $499K | 0.2% |
+5,240
| New | +$465K |
|
167
Orion
OEC
$406M
| $494K | 0.2% |
+29,078
| New | +$466K |
|
168
Halliburton
HAL
$28B
| $491K | 0.2% |
+12,491
| New | +$608K |
|
|
BLOX
169
DELISTED
Infoblox Inc
BLOX
| $479K | 0.19% |
+23,504
| New | +$393K |
|
170
SLB Ltd
SLB
$72.1B
| $477K | 0.19% |
+5,529
| New | +$509K |
|
|
AAMI
171
Acadian Asset Management
AAMI
$2.89B
| $472K | 0.19% |
+29,035
| New | +$446K |
|
172
Trane Technologies
TT
$105B
| $464K | 0.19% |
7,269
-8,823
| -55% | -$539K |
|
173
Popular Inc
BPOP
$11.1B
| $462K | 0.19% |
+13,576
| New | +$426K |
|
174
Palo Alto Networks
PANW
$264B
| $459K | 0.18% |
+22,626
| New | +$417K |
|
|
UMPQ
175
DELISTED
Umpqua Holdings Corp
UMPQ
| $459K | 0.18% |
+26,502
| New | +$449K |
|
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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.