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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 | |
|---|---|---|---|---|---|---|
476
Palo Alto Networks
PANW
$265B
| – | – |
-22,626
| Closed | -$459K |
|
477
Pfizer
PFE
$140B
| – | – |
-7,198
| Closed | -$214K |
|
478
PNC Financial Services
PNC
$100B
| – | – |
-2,790
| Closed | -$258K |
|
479
PTC Therapeutics
PTCT
$6.41B
| – | – |
-5,212
| Closed | -$274K |
|
480
Regeneron Pharmaceuticals
REGN
$69.2B
| – | – |
-525
| Closed | -$215K |
|
481
Reinsurance Group of America
RGA
$15.7B
| – | – |
-2,387
| Closed | -$211K |
|
482
Rayonier
RYN
$6.49B
| – | – |
-43,718
| Closed | -$1.12M |
|
483
Steven Madden
SHOO
$3.1B
| – | – |
-9,656
| Closed | -$206K |
|
484
SLB Ltd
SLB
$78B
| – | – |
-5,529
| Closed | -$477K |
|
|
SNBR
485
DELISTED
Sleep Number
SNBR
| – | – |
-7,382
| Closed | -$200K |
|
486
Southern Company
SO
$110B
| – | – |
-4,578
| Closed | -$227K |
|
487
Simon Property Group
SPG
$74.2B
| – | – |
-1,281
| Closed | -$236K |
|
488
SPX Corp
SPXC
$11.1B
| – | – |
-82,819
| Closed | -$1.82M |
|
489
Steris
STE
$20.9B
| – | – |
-5,228
| Closed | -$344K |
|
490
Terex
TEX
$7.95B
| – | – |
-14,634
| Closed | -$414K |
|
491
Interface
TILE
$1.92B
| – | – |
-107,413
| Closed | -$1.79M |
|
492
Teekay
TK
$972M
| – | – |
-6,054
| Closed | -$314K |
|
|
493
Trinity Industries
TRN
$2.96B
| – | – |
-150,983
| Closed | -$3.06M |
|
494
Voya Financial
VOYA
$8.88B
| – | – |
-12,175
| Closed | -$521K |
|
495
Vertex Pharmaceuticals
VRTX
$121B
| – | – |
-11,323
| Closed | -$1.35M |
|
496
Western Digital
WDC
$178B
| – | – |
-8,187
| Closed | -$695K |
|
497
Welltower
WELL
$177B
| – | – |
-13,622
| Closed | -$1.04M |
|
498
Werner Enterprises
WERN
$2.57B
| – | – |
-54,720
| Closed | -$1.71M |
|
499
Whirlpool
WHR
$2.42B
| – | – |
-10,738
| Closed | -$2.08M |
|
500
Wolfspeed
WOLF
$1.19B
| – | – |
-13,570
| Closed | -$432K |
|
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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.