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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 | |
|---|---|---|---|---|---|---|
|
P
351
DELISTED
Pandora Media Inc
P
| $267K | 0.07% |
+16,402
| New | +$262K |
|
352
Caesarstone
CSTE
$76.1M
| $264K | 0.07% |
+4,334
| New | +$267K |
|
|
LLL
353
DELISTED
L3 Technologies, Inc.
LLL
| $262K | 0.07% |
+2,071
| New | +$263K |
|
|
DD
354
DELISTED
Du Pont De Nemours E I
DD
| $262K | 0.07% |
+3,804
| New | +$271K |
|
|
BTU
355
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $262K | 0.07% |
3,302
+2,577
| +355% | +$260K |
|
356
Crown Castle
CCI
$32.5B
| $260K | 0.07% |
+3,078
| New | +$262K |
|
357
Accenture
ACN
$84.9B
| $259K | 0.07% |
+2,748
| New | +$245K |
|
358
Comcast
CMCSA
$78.3B
| $259K | 0.07% |
+9,168
| New | +$264K |
|
359
Community Health Systems
CYH
$392M
| $258K | 0.07% |
+5,962
| New | +$247K |
|
|
MRH
360
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
| $251K | 0.07% |
+6,583
| New | +$238K |
|
361
DHT Holdings
DHT
$2.96B
| $250K | 0.07% |
+35,866
| New | +$264K |
|
|
BLOX
362
DELISTED
Infoblox Inc
BLOX
| $249K | 0.07% |
10,314
-13,190
| -56% | -$283K |
|
363
Cognizant
CTSH
$20.3B
| $245K | 0.07% |
3,869
+80
| +2% | +$4.72K |
|
364
Saia
SAIA
$11.3B
| $245K | 0.07% |
+5,558
| New | +$256K |
|
|
XLNX
365
DELISTED
Xilinx Inc
XLNX
| $245K | 0.07% |
+5,813
| New | +$238K |
|
|
BHI
366
DELISTED
Baker Hughes
BHI
| $237K | 0.06% |
+3,729
| New | +$225K |
|
367
DNOW Inc
DNOW
$2.63B
| $236K | 0.06% |
+10,816
| New | +$252K |
|
|
TUP
368
DELISTED
Tupperware Brands Corporation
TUP
| $236K | 0.06% |
+3,362
| New | +$227K |
|
|
REXX
369
DELISTED
Rex Energy Corporation
REXX
| $236K | 0.06% |
+6,133
| New | +$252K |
|
|
CB
370
DELISTED
CHUBB CORPORATION
CB
| $236K | 0.06% |
+2,318
| New | +$235K |
|
371
Aflac
AFL
$63.3B
| $235K | 0.06% |
+7,356
| New | +$224K |
|
372
Broadcom
AVGO
$1.87T
| $234K | 0.06% |
17,900
-19,360
| -52% | -$222K |
|
373
SBA Communications
SBAC
$18.5B
| $234K | 0.06% |
+1,995
| New | +$235K |
|
|
DMND
374
DELISTED
DIAMOND FOODS, INC.
DMND
| $234K | 0.06% |
+7,163
| New | +$202K |
|
375
Leggett & Platt
LEG
$1.45B
| $227K | 0.06% |
+4,929
| New | +$220K |
|
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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.