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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 | |
|---|---|---|---|---|---|---|
|
SPLS
151
DELISTED
Staples Inc
SPLS
| $759K | 0.21% |
+45,838
| New | +$770K |
|
|
ARRS
152
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $756K | 0.21% |
+26,053
| New | +$741K |
|
153
Insulet
PODD
$10.9B
| $749K | 0.2% |
+21,839
| New | +$737K |
|
|
CRZO
154
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $740K | 0.2% |
14,842
+8,058
| +119% | +$377K |
|
|
GES
155
DELISTED
Guess Inc
GES
| $737K | 0.2% |
39,236
+28,202
| +256% | +$532K |
|
|
WWAV
156
DELISTED
The WhiteWave Foods Company
WWAV
| $717K | 0.2% |
16,071
-1,813
| -10% | -$69.2K |
|
157
Sempra
SRE
$61B
| $716K | 0.2% |
+13,086
| New | +$721K |
|
158
Arthur J. Gallagher & Co
AJG
$62.3B
| $710K | 0.19% |
15,049
+9,891
| +192% | +$462K |
|
|
BKS
159
DELISTED
Barnes & Noble
BKS
| $710K | 0.19% |
45,678
+25,896
| +131% | +$406K |
|
160
Equity Residential
EQR
$25.6B
| $702K | 0.19% |
+8,900
| New | +$695K |
|
|
MJN
161
DELISTED
Mead Johnson Nutrition Company
MJN
| $702K | 0.19% |
+6,910
| New | +$697K |
|
162
Gilead Sciences
GILD
$161B
| $695K | 0.19% |
6,974
-2,800
| -29% | -$284K |
|
163
Old Dominion Freight Line
ODFL
$47.8B
| $685K | 0.19% |
26,529
-10,422
| -28% | -$264K |
|
|
STRZA
164
DELISTED
Starz - Series A
STRZA
| $670K | 0.18% |
+19,670
| New | +$617K |
|
165
Northrop Grumman
NOC
$75.5B
| $663K | 0.18% |
4,073
+1,551
| +61% | +$248K |
|
|
PVTB
166
DELISTED
PrivateBancorp Inc
PVTB
| $657K | 0.18% |
+18,557
| New | +$627K |
|
|
LCI
167
DELISTED
Lannett Company, Inc.
LCI
| $655K | 0.18% |
2,411
+541
| +29% | +$123K |
|
|
KING
168
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $655K | 0.18% |
41,032
+22,013
| +116% | +$318K |
|
169
US Bancorp
USB
$98.4B
| $646K | 0.18% |
+14,763
| New | +$647K |
|
|
PDCE
170
DELISTED
PDC Energy, Inc.
PDCE
| $644K | 0.18% |
11,809
-3,254
| -22% | -$158K |
|
|
DFS
171
DELISTED
Discover Financial Services
DFS
| $635K | 0.17% |
+11,180
| New | +$662K |
|
|
WMGI
172
DELISTED
Wright Medical Group Inc
WMGI
| $631K | 0.17% |
+24,426
| New | +$629K |
|
173
Booking.com
BKNG
$134B
| $619K | 0.17% |
+13,400
| New | +$600K |
|
174
BioMarin Pharmaceuticals
BMRN
$11.3B
| $610K | 0.17% |
4,720
+1,226
| +35% | +$130K |
|
175
Capital One
COF
$121B
| $609K | 0.17% |
7,701
-395
| -5% | -$31K |
|
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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.