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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
Cap. Flow
+$112M
Cap. Flow %
30.53%
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
EMN icon
Eastman Chemical
EMN
+$4.47M
4
RTX icon
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
FDX icon
FedEx
FDX
+$3.22M
4
FMC icon
FMC
FMC
+$3.18M
5
TRN icon
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
WSM icon
276
Williams-Sonoma
WSM
$25.7B
$400K 0.11%
10,112
-22,762
-69% -$903K
ZBH icon
277
Zimmer Biomet
ZBH
$17.3B
$400K 0.11%
+3,475
New +$396K
ZBRA icon
278
Zebra Technologies
ZBRA
$12.2B
$400K 0.11%
+4,544
New +$393K
VIRX
279
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$400K 0.11%
+777
New +$392K
SIX
280
DELISTED
Six Flags Entertainment Corp.
SIX
$400K 0.11%
+8,280
New +$377K
ISBC
281
DELISTED
Investors Bancorp, Inc.
ISBC
$400K 0.11%
+33,812
New +$384K
GLUU
282
DELISTED
Glu Mobile Inc.
GLUU
$400K 0.11%
+81,301
New +$364K
PIR
283
DELISTED
Pier 1 Imports, Inc.
PIR
$400K 0.11%
+1,440
New +$417K
NRF
284
DELISTED
NorthStar Realty Finance Corp.
NRF
$400K 0.11%
11,038
-8,591
-44% -$318K
CPHD
285
DELISTED
Cepheid Inc
CPHD
$400K 0.11%
+7,231
New +$407K
UNIS
286
DELISTED
Unilife Corporation
UNIS
$400K 0.11%
+10,152
New +$406K
TFM
287
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$400K 0.11%
+9,850
New +$384K
DYAX
288
DELISTED
DYAX CORPORATION
DYAX
$400K 0.11%
+23,460
New +$365K
HOT
289
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$400K 0.11%
4,743
-5,262
-53% -$412K
CELG
290
DELISTED
Celgene Corp
CELG
$400K 0.11%
+3,333
New +$398K
MC icon
291
Moelis & Co
MC
$4.88B
$399K 0.11%
+13,197
New +$416K
THS
292
DELISTED
Treehouse Foods
THS
$399K 0.11%
+4,699
New +$405K
RICE
293
DELISTED
Rice Energy Inc.
RICE
$398K 0.11%
18,494
-6,930
-27% -$132K
GNC
294
DELISTED
GNC Holdings, Inc.
GNC
$397K 0.11%
8,084
-7,341
-48% -$339K
R icon
295
Ryder
R
$10.4B
$392K 0.11%
4,071
+281
+7% +$25.8K
MGA icon
296
Magna International
MGA
$17.9B
$390K 0.11%
7,378
+3,690
+100% +$190K
GRPN icon
297
Groupon
GRPN
$966M
$388K 0.11%
2,692
-974
-27% -$149K
JOYY
298
JOYY Inc
JOYY
$3.66B
$388K 0.11%
7,186
+3,949
+122% +$246K
CLX icon
299
Clorox
CLX
$11.3B
$386K 0.11%
+3,483
New +$378K
MIC
300
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$386K 0.11%
4,711
-3,221
-41% -$245K
10 11
12
13 14

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.