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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 | |
|---|---|---|---|---|---|---|
426
Salesforce
CRM
$129B
| – | – |
-5,649
| Closed | -$336K |
|
427
Cisco
CSCO
$444B
| – | – |
-53,919
| Closed | -$1.53M |
|
428
Cousins Properties
CUZ
$5.19B
| – | – |
-4,485
| Closed | -$146K |
|
429
CVR Energy
CVI
$3.41B
| – | – |
-7,460
| Closed | -$292K |
|
430
Chevron
CVX
$387B
| – | – |
-1,986
| Closed | -$224K |
|
431
Deere & Co
DE
$165B
| – | – |
-9,623
| Closed | -$860K |
|
432
Deckers Outdoor
DECK
$13.4B
| – | – |
-19,986
| Closed | -$306K |
|
433
Quest Diagnostics
DGX
$25.2B
| – | – |
-35,148
| Closed | -$2.39M |
|
434
HF Sinclair
DINO
$16.1B
| – | – |
-36,730
| Closed | -$1.4M |
|
435
Brinker International
EAT
$7.93B
| – | – |
-4,506
| Closed | -$265K |
|
|
ESPR
436
DELISTED
Esperion Therapeutics
ESPR
| – | – |
-14,772
| Closed | -$579K |
|
437
Essex Property Trust
ESS
$18.8B
| – | – |
-6,801
| Closed | -$1.42M |
|
438
Evercore
EVR
$13B
| – | – |
-10,472
| Closed | -$552K |
|
439
First Bancorp
FBP
$4.4B
| – | – |
-37,182
| Closed | -$218K |
|
|
440
FedEx
FDX
$74.7B
| – | – |
-18,387
| Closed | -$3.22M |
|
441
Fluor
FLR
$7.44B
| – | – |
-3,819
| Closed | -$233K |
|
442
First Solar
FSLR
$22.1B
| – | – |
-9,344
| Closed | -$416K |
|
443
Global Indemnity Group
GBLI
$394M
| – | – |
-7,095
| Closed | -$202K |
|
444
Genworth Financial
GNW
$3.8B
| – | – |
-89,887
| Closed | -$769K |
|
445
Goldman Sachs
GS
$317B
| – | – |
-1,272
| Closed | -$247K |
|
446
Hilton Worldwide
HLT
$72.9B
| – | – |
-2,588
| Closed | -$203K |
|
447
Helmerich & Payne
HP
$3.5B
| – | – |
-34,879
| Closed | -$2.34M |
|
|
HPP
448
Hudson Pacific Properties
HPP
$807M
| – | – |
-1,599
| Closed | -$338K |
|
449
H&R Block
HRB
$5.06B
| – | – |
-10,533
| Closed | -$355K |
|
450
HSBC
HSBC
$349B
| – | – |
-5,032
| Closed | -$205K |
|
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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.