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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 | |
|---|---|---|---|---|---|---|
|
SLCA
26
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $2.46M | 0.67% |
69,897
+60,409
| +637% | +$1.77M |
|
27
Brunswick
BC
$5.33B
| $2.38M | 0.65% |
+45,835
| New | +$2.43M |
|
|
JNPR
28
DELISTED
Juniper Networks
JNPR
| $2.35M | 0.64% |
+104,351
| New | +$2.41M |
|
29
Eli Lilly
LLY
$1.04T
| $2.35M | 0.64% |
31,839
+16,198
| +104% | +$1.15M |
|
30
NRG Energy
NRG
$29.5B
| $2.34M | 0.64% |
+93,991
| New | +$2.37M |
|
31
Danaher
DHR
$127B
| $2.27M | 0.62% |
39,548
+25,830
| +188% | +$1.48M |
|
32
Apple
AAPL
$4.79T
| $2.24M | 0.61% |
+71,060
| New | +$2.15M |
|
|
CMA
33
DELISTED
Comerica
CMA
| $2.23M | 0.61% |
+49,201
| New | +$2.2M |
|
34
General Motors
GM
$74.1B
| $2.21M | 0.61% |
58,744
+41,092
| +233% | +$1.49M |
|
35
T-Mobile US
TMUS
$207B
| $2.19M | 0.6% |
68,229
-20,471
| -23% | -$638K |
|
36
KeyCorp
KEY
$24.9B
| $2.19M | 0.6% |
154,447
+118,135
| +325% | +$1.62M |
|
37
Trane Technologies
TT
$105B
| $2.17M | 0.59% |
31,682
+24,413
| +336% | +$1.61M |
|
38
Take-Two Interactive
TTWO
$43.4B
| $2.15M | 0.59% |
+85,307
| New | +$2.32M |
|
39
Popular Inc
BPOP
$11.2B
| $2.14M | 0.59% |
62,767
+49,191
| +362% | +$1.63M |
|
|
BAS
40
DELISTED
Basis Energy Services, Inc.
BAS
| $2.12M | 0.58% |
539
+312
| +137% | +$1.17M |
|
41
AutoZone
AZO
$48.5B
| $2.09M | 0.57% |
3,039
+2,712
| +829% | +$1.7M |
|
|
HLSS
42
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
| $2.06M | 0.56% |
+123,600
| New | +$2.04M |
|
|
BIG
43
DELISTED
Big Lots, Inc.
BIG
| $2.05M | 0.56% |
41,973
+28,676
| +216% | +$1.35M |
|
|
NSM
44
DELISTED
Nationstar Mortgage Holdings
NSM
| $2.03M | 0.55% |
+81,928
| New | +$2.25M |
|
45
Canadian Pacific Kansas City
CP
$81.1B
| $1.98M | 0.54% |
54,440
+20,325
| +60% | +$750K |
|
46
Prudential Financial
PRU
$41.3B
| $1.94M | 0.53% |
+24,191
| New | +$1.96M |
|
47
Burlington
BURL
$22.3B
| $1.94M | 0.53% |
+32,708
| New | +$1.75M |
|
|
ISIL
48
DELISTED
Intersil Corp
ISIL
| $1.93M | 0.53% |
+134,918
| New | +$2M |
|
49
Dave & Buster's
PLAY
$355M
| $1.85M | 0.51% |
+60,950
| New | +$1.82M |
|
|
TIVO
50
DELISTED
Tivo Inc
TIVO
| $1.85M | 0.51% |
+98,648
| New | +$2.21M |
|
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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.