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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 | |
|---|---|---|---|---|---|---|
376
Carnival Corporation Ltd
CCL
$34.6B
| $225K | 0.06% |
+4,721
| New | +$213K |
|
|
TWX
377
DELISTED
Time Warner Inc
TWX
| $224K | 0.06% |
2,632
-1,014
| -28% | -$84.3K |
|
378
ManpowerGroup
MAN
$2.32B
| $223K | 0.06% |
+2,561
| New | +$195K |
|
379
Amazon
AMZN
$2.51T
| $222K | 0.06% |
11,920
-47,240
| -80% | -$831K |
|
380
Western Union
WU
$2.6B
| $221K | 0.06% |
+10,684
| New | +$199K |
|
381
Brink's
BCO
$4.99B
| $218K | 0.06% |
+7,789
| New | +$200K |
|
382
Century Aluminum
CENX
$4.59B
| $218K | 0.06% |
14,990
-8,378
| -36% | -$169K |
|
383
EOG Resources
EOG
$77.5B
| $218K | 0.06% |
2,365
-6,880
| -74% | -$622K |
|
384
MSC Industrial Direct
MSM
$7.03B
| $218K | 0.06% |
+3,017
| New | +$225K |
|
|
SNDK
385
DELISTED
SANDISK CORP
SNDK
| $218K | 0.06% |
3,354
-10,295
| -75% | -$837K |
|
|
BCR
386
DELISTED
CR Bard Inc.
BCR
| $218K | 0.06% |
+1,287
| New | +$221K |
|
|
FNFG
387
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $216K | 0.06% |
+24,352
| New | +$208K |
|
388
Cigna
CI
$75.7B
| $213K | 0.06% |
+1,644
| New | +$191K |
|
389
Newmont
NEM
$101B
| $213K | 0.06% |
+9,683
| New | +$226K |
|
390
Thermo Fisher Scientific
TMO
$213B
| $208K | 0.06% |
+1,548
| New | +$200K |
|
391
Cirrus Logic
CRUS
$6.74B
| $206K | 0.06% |
+6,207
| New | +$180K |
|
|
HES
392
DELISTED
Hess
HES
| $206K | 0.06% |
3,008
-4,232
| -58% | -$302K |
|
|
BWLD
393
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $206K | 0.06% |
+1,126
| New | +$209K |
|
394
Helix Energy Solutions
HLX
$1.43B
| $201K | 0.05% |
+13,443
| New | +$227K |
|
395
Perrigo
PRGO
$1.4B
| $201K | 0.05% |
+1,212
| New | +$193K |
|
396
Bank of America
BAC
$430B
| $183K | 0.05% |
11,810
-105,164
| -90% | -$1.69M |
|
|
BRCD
397
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $174K | 0.05% |
+14,768
| New | +$176K |
|
398
Gray Television
GTN
$400M
| $173K | 0.05% |
+12,454
| New | +$142K |
|
399
SunCoke Energy
SXC
$763M
| $173K | 0.05% |
+11,566
| New | +$197K |
|
400
Viavi Solutions
VIAV
$10.3B
| $145K | 0.04% |
+19,479
| New | +$148K |
|
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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.