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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 | |
|---|---|---|---|---|---|---|
451
Henry Schein
HSIC
$9.63B
| – | – |
-6,576
| Closed | -$355K |
|
452
Hershey
HSY
$34.9B
| – | – |
-13,619
| Closed | -$1.44M |
|
453
Huntsman Corp
HUN
$2.25B
| – | – |
-105,953
| Closed | -$2.47M |
|
454
Idexx Laboratories
IDXX
$42.5B
| – | – |
-10,068
| Closed | -$754K |
|
455
International Flavors & Fragrances
IFF
$18.8B
| – | – |
-7,450
| Closed | -$763K |
|
456
Ironwood Pharmaceuticals
IRWD
$624M
| – | – |
-15,936
| Closed | -$203K |
|
457
Illinois Tool Works
ITW
$79.7B
| – | – |
-19,878
| Closed | -$1.91M |
|
458
JetBlue
JBLU
$1.86B
| – | – |
-33,338
| Closed | -$530K |
|
|
JWN
459
DELISTED
Nordstrom
JWN
| – | – |
-11,495
| Closed | -$907K |
|
460
KB Home
KBH
$3.41B
| – | – |
-44,003
| Closed | -$718K |
|
461
Keurig Dr Pepper
KDP
$40.4B
| – | – |
-7,400
| Closed | -$538K |
|
462
Kroger
KR
$34.2B
| – | – |
-15,644
| Closed | -$505K |
|
463
Leidos
LDOS
$13.9B
| – | – |
-25,453
| Closed | -$1.12M |
|
464
Southwest Airlines
LUV
$21.9B
| – | – |
-6,483
| Closed | -$273K |
|
|
MASI
465
DELISTED
Masimo
MASI
| – | – |
-9,329
| Closed | -$247K |
|
466
Moody's
MCO
$82.5B
| – | – |
-9,334
| Closed | -$903K |
|
467
MGM Resorts International
MGM
$11.5B
| – | – |
-62,943
| Closed | -$1.35M |
|
468
Martin Marietta Materials
MLM
$32.8B
| – | – |
-3,598
| Closed | -$399K |
|
|
MRSH
469
Marsh
MRSH
$84.2B
| – | – |
-6,469
| Closed | -$375K |
|
470
Altria Group
MO
$120B
| – | – |
-20,396
| Closed | -$1.02M |
|
471
NextEra Energy
NEE
$187B
| – | – |
-8,016
| Closed | -$215K |
|
472
Northern Oil and Gas
NOG
$2.37B
| – | – |
-1,774
| Closed | -$101K |
|
|
ODP
473
DELISTED
ODP
ODP
| – | – |
-7,780
| Closed | -$670K |
|
474
ON Semiconductor
ON
$35.1B
| – | – |
-72,556
| Closed | -$735K |
|
475
O'Reilly Automotive
ORLY
$71.4B
| – | – |
-39,840
| Closed | -$516K |
|
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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.