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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 | |
|---|---|---|---|---|---|---|
126
Invesco
IVZ
$13.2B
| $967K | 0.26% |
24,181
-45,513
| -65% | -$1.78M |
|
127
AutoNation
AN
$6.84B
| $960K | 0.26% |
+14,895
| New | +$913K |
|
128
G-III Apparel Group
GIII
$1.46B
| $959K | 0.26% |
+17,050
| New | +$878K |
|
129
Procter & Gamble
PG
$340B
| $953K | 0.26% |
+11,524
| New | +$991K |
|
130
Viatris
VTRS
$20B
| $952K | 0.26% |
15,866
+12,302
| +345% | +$701K |
|
|
RRTS
131
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $949K | 0.26% |
+1,507
| New | +$905K |
|
132
Teva Pharmaceuticals
TEVA
$36B
| $946K | 0.26% |
15,126
+11,598
| +329% | +$674K |
|
133
Bristol-Myers Squibb
BMY
$126B
| $944K | 0.26% |
14,354
-8,466
| -37% | -$530K |
|
134
Ameriprise Financial
AMP
$47.1B
| $934K | 0.26% |
+7,131
| New | +$939K |
|
135
Kinder Morgan
KMI
$72.5B
| $928K | 0.25% |
+22,063
| New | +$914K |
|
|
MON
136
DELISTED
Monsanto Co
MON
| $906K | 0.25% |
7,993
+5,745
| +256% | +$683K |
|
|
SCHW
137
Charles Schwab
SCHW
$177B
| $862K | 0.24% |
28,342
+10,875
| +62% | +$315K |
|
|
VA
138
DELISTED
Virgin America Inc.
VA
| $823K | 0.23% |
+26,310
| New | +$942K |
|
|
PTLA
139
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $819K | 0.22% |
+21,342
| New | +$733K |
|
140
Canadian Solar
CSIQ
$992M
| $817K | 0.22% |
24,500
-16,066
| -40% | -$443K |
|
141
JPMorgan Chase
JPM
$927B
| $817K | 0.22% |
+13,406
| New | +$794K |
|
142
Five Below
FIVE
$11.1B
| $811K | 0.22% |
+22,825
| New | +$762K |
|
143
Electronic Arts
EA
$52.4B
| $801K | 0.22% |
+13,517
| New | +$729K |
|
144
Target
TGT
$61.1B
| $798K | 0.22% |
+9,717
| New | +$751K |
|
145
Bloomin' Brands
BLMN
$696M
| $797K | 0.22% |
+32,836
| New | +$818K |
|
|
MDRX
146
DELISTED
Veradigm Inc. Common Stock
MDRX
| $790K | 0.22% |
+66,374
| New | +$811K |
|
|
DBD
147
DELISTED
Diebold Nixdorf Incorporated
DBD
| $785K | 0.21% |
+22,269
| New | +$750K |
|
148
American Eagle Outfitters
AEO
$2.87B
| $775K | 0.21% |
45,216
+31,748
| +236% | +$484K |
|
149
Hartford Financial Services
HIG
$39B
| $775K | 0.21% |
18,292
+236
| +1% | +$9.67K |
|
|
PACW
150
DELISTED
PacWest Bancorp
PACW
| $775K | 0.21% |
+16,663
| New | +$752K |
|
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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.