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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 | |
|---|---|---|---|---|---|---|
176
Boeing
BA
$163B
| $605K | 0.17% |
+3,966
| New | +$577K |
|
177
Freeport-McMoran
FCX
$91.2B
| $604K | 0.17% |
+31,173
| New | +$617K |
|
178
Citizens Financial Group
CFG
$30.1B
| $603K | 0.16% |
+24,891
| New | +$610K |
|
|
RPT
179
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $602K | 0.16% |
+32,024
| New | +$612K |
|
180
Ally Financial
ALLY
$13.3B
| $594K | 0.16% |
28,436
+14,773
| +108% | +$311K |
|
181
PACCAR
PCAR
$69.2B
| $591K | 0.16% |
+14,004
| New | +$595K |
|
182
Boston Scientific
BSX
$64.4B
| $587K | 0.16% |
32,479
+17,093
| +111% | +$270K |
|
183
Mohawk Industries
MHK
$6.68B
| $572K | 0.16% |
3,096
-6,741
| -69% | -$1.17M |
|
184
WisdomTree
WT
$2.99B
| $572K | 0.16% |
+26,432
| New | +$493K |
|
|
TEN
185
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $570K | 0.16% |
9,997
+6,478
| +184% | +$359K |
|
186
Exelon
EXC
$48.4B
| $562K | 0.15% |
23,472
+15,587
| +198% | +$386K |
|
187
Enerpac Tool Group
EPAC
$1.75B
| $551K | 0.15% |
+22,986
| New | +$564K |
|
188
lululemon athletica
LULU
$12.6B
| $548K | 0.15% |
+8,448
| New | +$541K |
|
189
TechnipFMC
FTI
$30.4B
| $546K | 0.15% |
19,557
-7,994
| -29% | -$234K |
|
190
VEON
VEON
$3.62B
| $546K | 0.15% |
+4,082
| New | +$482K |
|
191
Artisan Partners
APAM
$2.74B
| $536K | 0.15% |
+11,731
| New | +$555K |
|
192
PVH
PVH
$3.56B
| $520K | 0.14% |
+4,935
| New | +$534K |
|
|
ZEN
193
DELISTED
ZENDESK INC
ZEN
| $518K | 0.14% |
+22,696
| New | +$543K |
|
194
SM Energy
SM
$8.06B
| $515K | 0.14% |
+9,924
| New | +$431K |
|
195
Halliburton
HAL
$27.4B
| $507K | 0.14% |
11,576
-915
| -7% | -$38.1K |
|
196
Tyson Foods
TSN
$19.8B
| $506K | 0.14% |
13,142
-5,240
| -29% | -$210K |
|
197
Lowe's Companies
LOW
$112B
| $505K | 0.14% |
+6,750
| New | +$484K |
|
198
Vulcan Materials
VMC
$35.6B
| $503K | 0.14% |
+5,886
| New | +$455K |
|
|
EPZM
199
DELISTED
Epizyme, Inc
EPZM
| $503K | 0.14% |
+25,712
| New | +$531K |
|
200
Forward Air
FWRD
$488M
| $499K | 0.14% |
+9,163
| New | +$468K |
|
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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.