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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 | |
|---|---|---|---|---|---|---|
51
NXP Semiconductors
NXPI
$69.6B
| $1.84M | 0.5% |
+17,976
| New | +$1.58M |
|
|
XOMA
52
DELISTED
Xoma
XOMA
| $1.82M | 0.5% |
24,439
+13,399
| +121% | +$984K |
|
53
Agilent Technologies
A
$39B
| $1.82M | 0.5% |
+43,676
| New | +$1.77M |
|
54
Diamondback Energy
FANG
$57.7B
| $1.82M | 0.5% |
23,507
+17,498
| +291% | +$1.21M |
|
55
Walt Disney
DIS
$162B
| $1.8M | 0.49% |
+17,048
| New | +$1.72M |
|
56
Equinix
EQIX
$102B
| $1.78M | 0.49% |
+7,607
| New | +$1.72M |
|
57
Becton Dickinson
BDX
$41.9B
| $1.78M | 0.49% |
12,513
+10,465
| +511% | +$1.47M |
|
58
JB Hunt Transport Services
JBHT
$27.1B
| $1.77M | 0.48% |
+20,778
| New | +$1.74M |
|
|
AGN
59
DELISTED
Allergan plc
AGN
| $1.72M | 0.47% |
5,654
-205
| -3% | -$58.4K |
|
60
Align Technology
ALGN
$11.9B
| $1.72M | 0.47% |
31,464
+10,119
| +47% | +$577K |
|
61
F5
FFIV
$22.2B
| $1.71M | 0.47% |
+14,818
| New | +$1.74M |
|
|
BDSI
62
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $1.69M | 0.46% |
160,606
+145,775
| +983% | +$1.99M |
|
|
PARA
63
DELISTED
Paramount Global Class B
PARA
| $1.62M | 0.44% |
26,228
+9,039
| +53% | +$528K |
|
|
CY
64
DELISTED
Cypress Semiconductor
CY
| $1.57M | 0.43% |
+111,474
| New | +$1.65M |
|
|
SPN
65
DELISTED
Superior Energy Services, Inc.
SPN
| $1.57M | 0.43% |
6,959
+3,565
| +105% | +$740K |
|
|
LM
66
DELISTED
Legg Mason, Inc.
LM
| $1.56M | 0.43% |
+27,959
| New | +$1.57M |
|
67
Nike
NKE
$60.5B
| $1.56M | 0.43% |
30,958
-3,788
| -11% | -$181K |
|
68
Under Armour
UAA
$2.83B
| $1.55M | 0.42% |
+38,957
| New | +$1.42M |
|
|
SEE
69
DELISTED
Sealed Air
SEE
| $1.54M | 0.42% |
+33,630
| New | +$1.49M |
|
70
Applied Materials
AMAT
$447B
| $1.54M | 0.42% |
67,754
+52,130
| +334% | +$1.25M |
|
71
Lam Research
LRCX
$401B
| $1.49M | 0.41% |
207,880
+140,690
| +209% | +$1.11M |
|
|
ZLTQ
72
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $1.48M | 0.41% |
47,129
+32,069
| +213% | +$1.03M |
|
73
CF Industries
CF
$19.3B
| $1.47M | 0.4% |
25,305
+19,525
| +338% | +$1.16M |
|
74
Dollar General
DG
$25.3B
| $1.43M | 0.39% |
19,125
-7,623
| -28% | -$539K |
|
75
Berkshire Hathaway Class B
BRK.B
$1.05T
| $1.41M | 0.38% |
+9,641
| New | +$1.42M |
|
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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.