We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
LQ
76
DELISTED
La Quinta Holdings Inc.
LQ
| $1.38M | 0.38% |
57,660
+22,183
| +63% | +$491K |
|
|
ZSPH
77
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
| $1.34M | 0.37% |
+31,593
| New | +$1.44M |
|
78
Starbucks
SBUX
$119B
| $1.34M | 0.37% |
+27,832
| New | +$1.25M |
|
79
Assurant
AIZ
$13.5B
| $1.33M | 0.36% |
+21,612
| New | +$1.37M |
|
|
ENDP
80
DELISTED
Endo International plc
ENDP
| $1.33M | 0.36% |
+14,527
| New | +$1.22M |
|
|
SWFT
81
DELISTED
Swift Transportation Company
SWFT
| $1.33M | 0.36% |
+49,842
| New | +$1.37M |
|
82
Dollar Tree
DLTR
$23.5B
| $1.33M | 0.36% |
16,228
+13,127
| +423% | +$997K |
|
|
UTIW
83
DELISTED
UTI WORLDWIDE INC
UTIW
| $1.33M | 0.36% |
106,388
-21,242
| -17% | -$263K |
|
|
FITB
84
Fifth Third Bancorp
FITB
$52.3B
| $1.33M | 0.36% |
69,663
-52,294
| -43% | -$986K |
|
85
Liberty Global Class C
LBTYK
$3.44B
| $1.32M | 0.36% |
32,780
+19,873
| +154% | +$787K |
|
86
Philip Morris
PM
$303B
| $1.31M | 0.36% |
+17,165
| New | +$1.39M |
|
87
Oneok
OKE
$57.8B
| $1.29M | 0.35% |
+26,818
| New | +$1.23M |
|
88
Delek US
DK
$4.06B
| $1.28M | 0.35% |
+32,214
| New | +$1.07M |
|
89
Lumen
LUMN
$6.9B
| $1.26M | 0.35% |
+36,981
| New | +$1.38M |
|
90
Ulta Beauty
ULTA
$20.8B
| $1.24M | 0.34% |
8,169
+5,967
| +271% | +$826K |
|
91
Cencora
COR
$58.5B
| $1.24M | 0.34% |
+10,900
| New | +$1.1M |
|
|
DISH
92
DELISTED
DISH Network Corp.
DISH
| $1.23M | 0.34% |
17,354
+13,797
| +388% | +$1.02M |
|
93
EQT Corp
EQT
$33.8B
| $1.22M | 0.33% |
27,103
+19,344
| +249% | +$820K |
|
94
PPG Industries
PPG
$26.2B
| $1.21M | 0.33% |
10,798
+5,348
| +98% | +$613K |
|
|
FNSR
95
DELISTED
Finisar Corp
FNSR
| $1.21M | 0.33% |
56,006
-9,218
| -14% | -$188K |
|
96
Meta Platforms (Facebook)
META
$1.59T
| $1.2M | 0.33% |
14,401
+9,967
| +225% | +$781K |
|
97
Aon
AON
$75.2B
| $1.2M | 0.33% |
12,180
+504
| +4% | +$48.8K |
|
|
QEP
98
DELISTED
QEP RESOURCES, INC.
QEP
| $1.2M | 0.33% |
+56,346
| New | +$1.18M |
|
99
Allstate
ALL
$64.8B
| $1.18M | 0.32% |
16,621
+1,058
| +7% | +$74.7K |
|
|
DNR
100
DELISTED
Denbury Resources, Inc.
DNR
| $1.18M | 0.32% |
155,152
+105,819
| +214% | +$820K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.