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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
+2.57%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$366M
AUM Growth
+$117M
(+47%)
Cap. Flow
+$112M
Cap. Flow
% of AUM
30.53%
Top 10 Holdings %
Top 10 Hldgs %
12.29%
Holding
561
New
245
Increased
96
Reduced
67
Closed
153
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
RDC
Rowan Companies Plc
RDC
|
+$7M |
| 2 |
VIAB
Viacom Inc. Class B
VIAB
|
+$4.83M |
| 3 |
Eastman Chemical
EMN
|
+$4.47M |
| 4 |
RTX Corp
RTX
|
+$3.65M |
| 5 |
KNGT
KNIGHT TRANSPORTATION INC
KNGT
|
+$3.64M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
WPX
WPX Energy, Inc.
WPX
|
+$3.8M |
| 2 |
AGN
Allergan Inc
AGN
|
+$3.44M |
| 3 |
FedEx
FDX
|
+$3.22M |
| 4 |
FMC
FMC
|
+$3.18M |
| 5 |
Trinity Industries
TRN
|
+$3.06M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 12.99% |
| 2 | Healthcare | 12.98% |
| 3 | Consumer Discretionary | 12.04% |
| 4 | Industrials | 11.12% |
| 5 | Energy | 10.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Puma Biotechnology
PBYI
$408M
| $439K | 0.12% |
+1,829
| New | +$391K |
|
227
Oracle
ORCL
$346B
| $438K | 0.12% |
10,075
+4,946
| +96% | +$214K |
|
228
Texas Instruments
TXN
$259B
| $437K | 0.12% |
+7,570
| New | +$425K |
|
|
WDR
229
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $437K | 0.12% |
8,810
-20,852
| -70% | -$997K |
|
230
Bread Financial
BFH
$4.19B
| $434K | 0.12% |
1,813
+920
| +103% | +$210K |
|
231
Netflix
NFLX
$287B
| $433K | 0.12% |
+72,240
| New | +$438K |
|
|
SPWR
232
DELISTED
SunPower Corporation Common Stock
SPWR
| $431K | 0.12% |
+20,947
| New | +$395K |
|
233
Bank OZK
OZK
$5.47B
| $429K | 0.12% |
+11,458
| New | +$408K |
|
234
Coca-Cola
KO
$349B
| $428K | 0.12% |
10,570
-14,640
| -58% | -$612K |
|
235
MGIC Investment
MTG
$6.12B
| $427K | 0.12% |
43,851
-53,609
| -55% | -$490K |
|
|
TFCFA
236
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $427K | 0.12% |
+12,488
| New | +$433K |
|
237
CME Group
CME
$91.9B
| $426K | 0.12% |
+4,490
| New | +$416K |
|
|
238
FMC
FMC
$1.46B
| $425K | 0.12% |
8,472
-61,063
| -88% | -$3.18M |
|
|
WCC
239
WESCO International
WCC
$16.1B
| $423K | 0.12% |
6,027
+3,200
| +113% | +$222K |
|
|
AAMI
240
Acadian Asset Management
AAMI
$2.86B
| $423K | 0.12% |
23,403
-5,632
| -19% | -$94.4K |
|
241
Baidu
BIDU
$36.5B
| $422K | 0.12% |
+2,003
| New | +$429K |
|
242
Citigroup
C
$221B
| $422K | 0.12% |
+8,168
| New | +$416K |
|
243
Western Alliance Bancorporation
WAL
$9.06B
| $422K | 0.12% |
+14,257
| New | +$397K |
|
244
American Express
AXP
$233B
| $418K | 0.11% |
5,351
+1,348
| +34% | +$112K |
|
|
YHOO
245
DELISTED
Yahoo Inc
YHOO
| $417K | 0.11% |
+9,281
| New | +$420K |
|
246
Iovance Biotherapeutics
IOVA
$2.29B
| $416K | 0.11% |
+34,423
| New | +$388K |
|
|
CHS
247
DELISTED
Chicos FAS, Inc.
CHS
| $416K | 0.11% |
23,672
-156,123
| -87% | -$2.71M |
|
248
Alaska Air
ALK
$4.99B
| $415K | 0.11% |
6,274
+2,139
| +52% | +$139K |
|
|
ENTL
249
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
| $415K | 0.11% |
+18,063
| New | +$390K |
|
|
SBNY
250
DELISTED
Signature Bank
SBNY
| $413K | 0.11% |
+3,195
| New | +$397K |
|
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Quantitative Systematic Strategies's Q1 2015 Portfolio in Review
As of Q1 2015, Quantitative Systematic Strategies held 561 positions worth $366M, up 47% from $249M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantitative Systematic Strategies deployed $112M of net new capital in Q1 2015, opening 245 new positions and adding to 96 existing holdings. Its largest new stake was Eastman Chemical: 61,939 shares worth $4.34M.
By sector, the portfolio is most concentrated in Financials at 13% of assets, up from 12% a quarter earlier, followed by Healthcare and Consumer Discretionary.
On the sell side, the largest reduction was FMC, an estimated $3.18M trimmed.
- Quantitative Systematic Strategies's largest Q1 2015 buy was Eastman Chemical: 61,939 shares worth $4.34M.
- Quantitative Systematic Strategies added most to Rowan Companies Plc in Q1 2015, an estimated $7M increase.
- Quantitative Systematic Strategies's biggest Q1 2015 reduction was FMC, cutting an estimated $3.18M.
- Quantitative Systematic Strategies fully exited WPX Energy, Inc. in Q1 2015, selling an estimated $3.8M.
- Quantitative Systematic Strategies's ten largest holdings make up 12% of its $366M portfolio in Q1 2015.
- Quantitative Systematic Strategies opened 245 new positions and closed 153 in Q1 2015.
- Quantitative Systematic Strategies's portfolio value rose 47% quarter-over-quarter to $366M.
Based on Quantitative Systematic Strategies's 13F filing for Q1 2015, filed 9 Apr 2015.