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
+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 | |
|---|---|---|---|---|---|---|
|
RLYP
251
DELISTED
RELYPSA INC COM
RLYP
| $411K | 0.11% |
+11,423
| New | +$412K |
|
|
CAVM
252
DELISTED
Cavium, Inc.
CAVM
| $411K | 0.11% |
5,665
+1,204
| +27% | +$78.2K |
|
253
Devon Energy
DVN
$52.2B
| $410K | 0.11% |
6,747
-8,296
| -55% | -$506K |
|
254
Paychex
PAYX
$39.4B
| $407K | 0.11% |
+8,135
| New | +$395K |
|
|
FTD
255
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $406K | 0.11% |
+13,360
| New | +$446K |
|
|
TWTR
256
DELISTED
Twitter, Inc.
TWTR
| $403K | 0.11% |
+8,079
| New | +$358K |
|
|
NSTG
257
DELISTED
NanoString Technologies, Inc.
NSTG
| $402K | 0.11% |
+37,669
| New | +$462K |
|
258
AbbVie
ABBV
$454B
| $400K | 0.11% |
+6,868
| New | +$415K |
|
259
Alnylam Pharmaceuticals
ALNY
$35.9B
| $400K | 0.11% |
+3,711
| New | +$376K |
|
260
American Tower
AMT
$76.7B
| $400K | 0.11% |
+4,160
| New | +$404K |
|
|
AVDL
261
DELISTED
Avadel Pharmaceuticals
AVDL
| $400K | 0.11% |
+22,198
| New | +$348K |
|
262
Bath & Body Works
BBWI
$3.9B
| $400K | 0.11% |
+5,252
| New | +$379K |
|
263
Cheesecake Factory
CAKE
$4.2B
| $400K | 0.11% |
+8,086
| New | +$408K |
|
264
Cathay General Bancorp
CATY
$4.19B
| $400K | 0.11% |
+14,129
| New | +$364K |
|
265
Coca-Cola Europacific Partners
CCEP
$45.8B
| $400K | 0.11% |
+8,947
| New | +$391K |
|
266
Huntington Bancshares
HBAN
$35.3B
| $400K | 0.11% |
+36,331
| New | +$384K |
|
267
Herbalife
HLF
$1.22B
| $400K | 0.11% |
+18,726
| New | +$320K |
|
268
Home BancShares
HOMB
$6.16B
| $400K | 0.11% |
+23,358
| New | +$370K |
|
269
Inogen
INGN
$171M
| $400K | 0.11% |
+12,251
| New | +$395K |
|
270
Kohl's
KSS
$2.06B
| $400K | 0.11% |
5,221
+257
| +5% | +$17.5K |
|
271
Labcorp
LH
$23.9B
| $400K | 0.11% |
+3,658
| New | +$376K |
|
272
Merit Medical Systems
MMSI
$4.36B
| $400K | 0.11% |
+20,779
| New | +$370K |
|
273
Microsoft
MSFT
$2.83T
| $400K | 0.11% |
+9,766
| New | +$425K |
|
274
Omnicom Group
OMC
$22.2B
| $400K | 0.11% |
+5,126
| New | +$391K |
|
275
Principal Financial Group
PFG
$23.2B
| $400K | 0.11% |
+7,799
| New | +$392K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.