We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
176
AGCO
AGCO
$8.58B
| $447K | 0.18% |
9,787
-10,773
| -52% | -$477K |
|
177
Wolfspeed
WOLF
$1.46B
| $432K | 0.17% |
+13,570
| New | +$446K |
|
|
KATE
178
DELISTED
Kate Spade & Company
KATE
| $430K | 0.17% |
+13,456
| New | +$384K |
|
|
INVX
179
Innovex International
INVX
$1.91B
| $429K | 0.17% |
+5,604
| New | +$467K |
|
|
PE
180
DELISTED
PARSLEY ENERGY INC
PE
| $429K | 0.17% |
+27,355
| New | +$443K |
|
|
ALXN
181
DELISTED
Alexion Pharmaceuticals
ALXN
| $419K | 0.17% |
+2,263
| New | +$419K |
|
|
ZLTQ
182
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $419K | 0.17% |
+15,060
| New | +$392K |
|
183
First Solar
FSLR
$22.4B
| $416K | 0.17% |
+9,344
| New | +$476K |
|
184
Terex
TEX
$7.73B
| $414K | 0.17% |
+14,634
| New | +$418K |
|
|
CMRX
185
DELISTED
Chimerix, Inc.
CMRX
| $409K | 0.16% |
+10,795
| New | +$366K |
|
|
TUES
186
DELISTED
Tuesday Morning Corp
TUES
| $408K | 0.16% |
+18,865
| New | +$383K |
|
|
RFMD
187
DELISTED
RF MICRO DEVICES INC
RFMD
| $407K | 0.16% |
24,071
+5,232
| +28% | +$69.9K |
|
|
TCO
188
DELISTED
Taubman Centers Inc.
TCO
| $402K | 0.16% |
+5,193
| New | +$397K |
|
|
DNR
189
DELISTED
Denbury Resources, Inc.
DNR
| $402K | 0.16% |
+49,333
| New | +$512K |
|
|
NLSN
190
DELISTED
Nielsen Holdings plc
NLSN
| $401K | 0.16% |
+8,861
| New | +$380K |
|
191
Martin Marietta Materials
MLM
$32.8B
| $399K | 0.16% |
3,598
-2,472
| -41% | -$292K |
|
192
Applied Materials
AMAT
$446B
| $394K | 0.16% |
+15,624
| New | +$353K |
|
193
Delta Air Lines
DAL
$53.7B
| $378K | 0.15% |
+7,682
| New | +$323K |
|
194
American Express
AXP
$234B
| $377K | 0.15% |
+4,003
| New | +$359K |
|
195
Broadcom
AVGO
$1.88T
| $376K | 0.15% |
+37,260
| New | +$333K |
|
196
Northrop Grumman
NOC
$76.9B
| $376K | 0.15% |
+2,522
| New | +$346K |
|
|
MRSH
197
Marsh
MRSH
$83.4B
| $375K | 0.15% |
+6,469
| New | +$355K |
|
198
Cullen/Frost Bankers
CFR
$10.1B
| $359K | 0.14% |
+5,054
| New | +$381K |
|
199
Diamondback Energy
FANG
$58.6B
| $358K | 0.14% |
6,009
-3,222
| -35% | -$205K |
|
200
H&R Block
HRB
$5.02B
| $355K | 0.14% |
+10,533
| New | +$337K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.