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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 | |
|---|---|---|---|---|---|---|
301
Edwards Lifesciences
EW
$48.3B
| $383K | 0.1% |
16,074
+6,534
| +68% | +$147K |
|
|
PRA
302
DELISTED
ProAssurance
PRA
| $383K | 0.1% |
8,348
+3,790
| +83% | +$172K |
|
303
Arbutus Biopharma
ABUS
$883M
| $382K | 0.1% |
+21,588
| New | +$442K |
|
304
Cullen/Frost Bankers
CFR
$10.1B
| $382K | 0.1% |
5,538
+484
| +10% | +$32.5K |
|
|
X
305
DELISTED
US Steel
X
| $377K | 0.1% |
15,373
-42,826
| -74% | -$1.02M |
|
306
Assured Guaranty
AGO
$3.73B
| $375K | 0.1% |
+14,390
| New | +$372K |
|
307
Archrock
AROC
$6.73B
| $375K | 0.1% |
+11,161
| New | +$340K |
|
308
Autohome
ATHM
$2.45B
| $375K | 0.1% |
+8,627
| New | +$337K |
|
309
Best Buy
BBY
$17.8B
| $375K | 0.1% |
9,677
-9,761
| -50% | -$373K |
|
310
Cardinal Health
CAH
$52.9B
| $375K | 0.1% |
4,130
-2,320
| -36% | -$200K |
|
311
Honeywell
HON
$78B
| $375K | 0.1% |
3,977
-18,528
| -82% | -$1.7M |
|
312
Lennox International
LII
$18.7B
| $375K | 0.1% |
+3,367
| New | +$347K |
|
313
Owens Corning
OC
$11.2B
| $375K | 0.1% |
+8,661
| New | +$343K |
|
314
Royal Caribbean
RCL
$76B
| $375K | 0.1% |
+4,644
| New | +$367K |
|
315
Radian Group
RDN
$5.07B
| $375K | 0.1% |
22,469
+10,526
| +88% | +$172K |
|
316
Rithm Capital
RITM
$5.01B
| $375K | 0.1% |
24,704
+7,995
| +48% | +$110K |
|
317
Banco Santander
SAN
$189B
| $375K | 0.1% |
+52,680
| New | +$356K |
|
318
Stryker
SYK
$122B
| $375K | 0.1% |
4,009
-1,231
| -23% | -$115K |
|
319
TAL Education Group
TAL
$5.74B
| $375K | 0.1% |
66,588
-6,138
| -8% | -$31.2K |
|
320
Telefônica Brasil
VIV
$21.9B
| $375K | 0.1% |
+24,671
| New | +$437K |
|
321
Zoetis
ZTS
$31.3B
| $375K | 0.1% |
7,992
+221
| +3% | +$9.96K |
|
|
PXD
322
DELISTED
Pioneer Natural Resource Co.
PXD
| $375K | 0.1% |
2,252
-15,794
| -88% | -$2.43M |
|
|
ARRY
323
DELISTED
Array Biopharma Inc
ARRY
| $375K | 0.1% |
+49,735
| New | +$354K |
|
|
EGN
324
DELISTED
Energen
EGN
| $375K | 0.1% |
+5,662
| New | +$365K |
|
|
WFM
325
DELISTED
Whole Foods Market Inc
WFM
| $375K | 0.1% |
7,163
-27,671
| -79% | -$1.48M |
|
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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.