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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
BEAV
326
DELISTED
B/E Aerospace Inc
BEAV
$375K 0.1%
+5,860
New +$360K
SUNE
327
DELISTED
SUNEDISON, INC COM
SUNE
$373K 0.1%
+15,428
New +$332K
AAL icon
328
American Airlines Group
AAL
$8.97B
$360K 0.1%
6,717
-14,411
-68% -$732K
JASO
329
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$349K 0.1%
+36,137
New +$313K
KRFT
330
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$346K 0.09%
+3,819
New +$252K
NFX
331
DELISTED
Newfield Exploration
NFX
$344K 0.09%
+9,788
New +$297K
FOLD
332
DELISTED
Amicus Therapeutics
FOLD
$340K 0.09%
31,009
-4,344
-12% -$38.3K
AIG icon
333
American International
AIG
$41.4B
$337K 0.09%
+6,145
New +$330K
T icon
334
AT&T
T
$157B
$337K 0.09%
+13,514
New +$343K
LYB icon
335
LyondellBasell Industries
LYB
$19.9B
$334K 0.09%
+3,801
New +$320K
FNBC
336
DELISTED
First NBC Bank Holding Company
FNBC
$334K 0.09%
+10,138
New +$333K
GFI icon
337
Gold Fields
GFI
$28.9B
$315K 0.09%
+75,904
New +$368K
RVNC
338
DELISTED
Revance Therapeutics, Inc.
RVNC
$311K 0.09%
+15,850
New +$274K
THC icon
339
Tenet Healthcare
THC
$17.1B
$303K 0.08%
+6,026
New +$282K
HD icon
340
Home Depot
HD
$324B
$297K 0.08%
2,592
-484
-16% -$53.4K
DYN
341
DELISTED
Dynegy, Inc.
DYN
$294K 0.08%
+9,535
New +$272K
APC
342
DELISTED
Anadarko Petroleum
APC
$292K 0.08%
3,516
-21,232
-86% -$1.74M
SYF icon
343
Synchrony
SYF
$23.3B
$289K 0.08%
+9,533
New +$297K
URI icon
344
United Rentals
URI
$70.9B
$288K 0.08%
+3,143
New +$283K
HOS
345
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$281K 0.08%
14,190
-33,796
-70% -$704K
MDVN
346
DELISTED
MEDIVATION, INC.
MDVN
$276K 0.08%
+4,258
New +$244K
INTC icon
347
Intel
INTC
$504B
$271K 0.07%
8,619
-22,315
-72% -$753K
TMX
348
DELISTED
Terminix Global Holdings, Inc.
TMX
$271K 0.07%
+11,813
New +$249K
YELL
349
DELISTED
Yellow Corporation Common Stock
YELL
$271K 0.07%
15,108
-23,962
-61% -$444K
RAD
350
DELISTED
Rite Aid Corporation
RAD
$268K 0.07%
+1,541
New +$240K
12 13
14
15 16

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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.