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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 | |
|---|---|---|---|---|---|---|
201
Henry Schein
HSIC
$9.64B
| $355K | 0.14% |
+6,576
| New | +$327K |
|
202
Ryder
R
$10.4B
| $355K | 0.14% |
+3,790
| New | +$338K |
|
203
Meta Platforms (Facebook)
META
$1.54T
| $351K | 0.14% |
4,434
-6,136
| -58% | -$469K |
|
204
RTX Corp
RTX
$282B
| $351K | 0.14% |
+4,821
| New | +$329K |
|
|
ACC
205
DELISTED
American Campus Communities, Inc.
ACC
| $347K | 0.14% |
+8,307
| New | +$327K |
|
206
Steris
STE
$20.5B
| $344K | 0.14% |
+5,228
| New | +$323K |
|
207
TAL Education Group
TAL
$5.75B
| $340K | 0.14% |
72,726
+18,300
| +34% | +$95.9K |
|
|
HPP
208
Hudson Pacific Properties
HPP
$807M
| $338K | 0.14% |
+1,599
| New | +$309K |
|
209
Salesforce
CRM
$129B
| $336K | 0.14% |
+5,649
| New | +$333K |
|
210
Zoetis
ZTS
$31.3B
| $336K | 0.14% |
+7,771
| New | +$315K |
|
|
VSI
211
DELISTED
Vitamin Shoppe Inc.
VSI
| $333K | 0.13% |
6,951
-20,975
| -75% | -$962K |
|
|
MRD
212
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $327K | 0.13% |
18,161
+9,990
| +122% | +$223K |
|
|
CYN
213
DELISTED
CITY NATIONAL CORPORATION
CYN
| $326K | 0.13% |
+4,006
| New | +$309K |
|
|
LCI
214
DELISTED
Lannett Company, Inc.
LCI
| $325K | 0.13% |
+1,870
| New | +$347K |
|
215
Ally Financial
ALLY
$13.4B
| $324K | 0.13% |
+13,663
| New | +$309K |
|
|
IM
216
DELISTED
Ingram Micro
IM
| $324K | 0.13% |
11,692
-18,263
| -61% | -$481K |
|
|
BLCM
217
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
| $323K | 0.13% |
+1,397
| New | +$300K |
|
218
Home Depot
HD
$324B
| $321K | 0.13% |
+3,076
| New | +$299K |
|
219
BioMarin Pharmaceuticals
BMRN
$11.4B
| $319K | 0.13% |
3,494
-782
| -18% | -$65K |
|
220
EQT Corp
EQT
$33.4B
| $319K | 0.13% |
7,759
-9,318
| -55% | -$441K |
|
221
CF Industries
CF
$19.5B
| $316K | 0.13% |
5,780
-1,955
| -25% | -$103K |
|
|
DF
222
DELISTED
Dean Foods Company
DF
| $316K | 0.13% |
16,305
-127,108
| -89% | -$2.02M |
|
223
Teekay
TK
$974M
| $314K | 0.13% |
+6,054
| New | +$329K |
|
|
TWX
224
DELISTED
Time Warner Inc
TWX
| $313K | 0.13% |
3,646
-7,502
| -67% | -$598K |
|
|
AKRX
225
DELISTED
Akorn Inc
AKRX
| $307K | 0.12% |
+8,412
| New | +$325K |
|
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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.