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 | |
|---|---|---|---|---|---|---|
|
ALXN
101
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.15M | 0.31% |
6,429
+4,166
| +184% | +$754K |
|
102
Valero Energy
VLO
$92.4B
| $1.15M | 0.31% |
+18,039
| New | +$1.01M |
|
103
Baxter International
BAX
$11.1B
| $1.14M | 0.31% |
30,695
+25,185
| +457% | +$955K |
|
|
SCTY
104
DELISTED
SolarCity Corporation
SCTY
| $1.14M | 0.31% |
22,575
+17,623
| +356% | +$905K |
|
105
State Street SPDR S&P 500 ETF Trust
SPY
$775B
| $1.14M | 0.31% |
+5,500
| New | +$1.14M |
|
|
ANN
106
DELISTED
ANN INC
ANN
| $1.14M | 0.31% |
+27,527
| New | +$1.01M |
|
107
Signet Jewelers
SIG
$3.48B
| $1.14M | 0.31% |
8,136
+2,261
| +38% | +$280K |
|
108
Alphabet (Google) Class C
GOOG
$3.87T
| $1.14M | 0.31% |
40,711
+16,725
| +70% | +$448K |
|
|
BERY
109
DELISTED
Berry Global Group, Inc.
BERY
| $1.13M | 0.31% |
33,870
+11,025
| +48% | +$347K |
|
110
General Dynamics
GD
$104B
| $1.13M | 0.31% |
8,219
+1,791
| +28% | +$246K |
|
111
Golar LNG
GLNG
$5.09B
| $1.12M | 0.31% |
33,854
-27,150
| -45% | -$870K |
|
112
D.R. Horton
DHI
$39.2B
| $1.09M | 0.3% |
+38,873
| New | +$1.01M |
|
|
WIN
113
DELISTED
Windstream Holdings Inc
WIN
| $1.08M | 0.3% |
18,598
+15,132
| +437% | +$964K |
|
114
Orion
OEC
$405M
| $1.07M | 0.29% |
58,732
+29,654
| +102% | +$504K |
|
|
CTRA
115
DELISTED
Coterra Energy
CTRA
| $1.05M | 0.29% |
+35,985
| New | +$1.02M |
|
|
LXK
116
DELISTED
Lexmark Intl Inc
LXK
| $1.05M | 0.29% |
+24,396
| New | +$1M |
|
117
Tapestry
TPR
$28.4B
| $1.05M | 0.29% |
25,144
-3,189
| -11% | -$127K |
|
118
Aptiv
APTV
$12B
| $1.03M | 0.28% |
+12,982
| New | +$976K |
|
|
WBC
119
DELISTED
WABCO HOLDINGS INC.
WBC
| $1.02M | 0.28% |
8,334
+6,311
| +312% | +$686K |
|
|
SFS
120
DELISTED
Smart & Final Stores, Inc.
SFS
| $1M | 0.27% |
56,680
-5,649
| -9% | -$89.5K |
|
121
Fortinet
FTNT
$111B
| $997K | 0.27% |
141,790
+42,450
| +43% | +$277K |
|
|
CRR
122
DELISTED
Carbo Ceramics Inc.
CRR
| $993K | 0.27% |
32,676
-9,748
| -23% | -$342K |
|
|
LLTC
123
DELISTED
Linear Technology Corp
LLTC
| $990K | 0.27% |
+20,839
| New | +$976K |
|
124
Chubb
CB
$136B
| $976K | 0.27% |
+8,698
| New | +$978K |
|
125
Jefferies Financial Group
JEF
$12.7B
| $974K | 0.27% |
+48,681
| New | +$1.01M |
|
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.