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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
RKUS
401
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
$137K 0.04%
+10,627
New +$119K
JONE
402
DELISTED
Jones Energy, Inc.
JONE
$120K 0.03%
735
-128
-15% -$22.5K
BVN icon
403
Compañía de Minas Buenaventura
BVN
$7.95B
$118K 0.03%
11,394
-897
-7% -$9.66K
EGO icon
404
Eldorado Gold
EGO
$8.33B
$116K 0.03%
4,993
-1,156
-19% -$31.7K
EPE
405
DELISTED
EP Energy Corporation
EPE
$108K 0.03%
+10,103
New +$106K
MR
406
DELISTED
Montage Resources Corporation Common Stock
MR
$84K 0.02%
+1,014
New +$96.7K
WTI icon
407
W&T Offshore
WTI
$573M
$81K 0.02%
+15,778
New +$91.6K
INWK
408
DELISTED
InnerWorkings, Inc.
INWK
$73K 0.02%
+11,006
New +$69K
AA icon
409
Alcoa
AA
$11.9B
– –
-41,490
Closed -$1.58M
AGCO icon
410
AGCO
AGCO
$8.49B
– –
-9,787
Closed -$447K
AIV
411
Aimco
AIV
$380M
– –
-102,671
Closed -$519K
ALSN icon
412
Allison Transmission
ALSN
$9.92B
– –
-5,889
Closed -$200K
ANGI icon
413
Angi Inc
ANGI
$219M
– –
-11,879
Closed -$747K
APD icon
414
Air Products & Chemicals
APD
$65.5B
– –
-8,443
Closed -$1.14M
AR icon
415
Antero Resources
AR
$10.9B
– –
-7,465
Closed -$304K
ASRT
416
DELISTED
Assertio
ASRT
– –
-640
Closed -$620K
AVB icon
417
AvalonBay Communities
AVB
$27.1B
– –
-11,188
Closed -$1.85M
BHR
418
Braemar Hotels & Resorts
BHR
$148M
– –
-17,614
Closed -$301K
BNY
419
Bank of New York Mellon
BNY
$109B
– –
-14,213
Closed -$583K
BKU icon
420
Bankunited
BKU
$3.41B
– –
-30,742
Closed -$900K
BOH icon
421
Bank of Hawaii
BOH
$3.36B
– –
-3,867
Closed -$231K
CCOI icon
422
Cogent Communications
CCOI
$646M
– –
-20,507
Closed -$721K
CDNS icon
423
Cadence Design Systems
CDNS
$91.1B
– –
-10,336
Closed -$198K
CHRW icon
424
C.H. Robinson
CHRW
$24.2B
– –
-17,777
Closed -$1.34M
CPRI icon
425
Capri Holdings
CPRI
$1.78B
– –
-32,561
Closed -$2.45M
15 16
17
18 19

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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.