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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 | |
|---|---|---|---|---|---|---|
201
Acadia Pharmaceuticals
ACAD
$4.26B
| $495K | 0.14% |
+14,843
| New | +$510K |
|
|
ACHN
202
DELISTED
Achillion Pharmaceuticals
ACHN
| $491K | 0.13% |
47,975
+28,199
| +143% | +$352K |
|
203
TherapeuticsMD
TXMD
$23.6M
| $488K | 0.13% |
+1,574
| New | +$384K |
|
204
Herc Holdings
HRI
$5.42B
| $482K | 0.13% |
+7,444
| New | +$497K |
|
205
Intercontinental Exchange
ICE
$81B
| $481K | 0.13% |
10,230
-49,585
| -83% | -$2.24M |
|
206
Wabtec
WAB
$49.9B
| $476K | 0.13% |
+4,941
| New | +$446K |
|
|
LNKD
207
DELISTED
LinkedIn Corporation
LNKD
| $473K | 0.13% |
+1,852
| New | +$460K |
|
|
MRD
208
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $467K | 0.13% |
26,322
+8,161
| +45% | +$152K |
|
209
Petrobras Class A
PBR.A
$109B
| $466K | 0.13% |
+77,387
| New | +$503K |
|
210
Union Pacific
UNP
$181B
| $465K | 0.13% |
+4,227
| New | +$496K |
|
211
Abercrombie & Fitch
ANF
$4.06B
| $463K | 0.13% |
+21,123
| New | +$521K |
|
|
RHT
212
DELISTED
Red Hat Inc
RHT
| $462K | 0.13% |
+6,045
| New | +$410K |
|
213
Urban Outfitters
URBN
$5.96B
| $458K | 0.13% |
+10,010
| New | +$389K |
|
214
Kennametal
KMT
$2.66B
| $454K | 0.12% |
+13,242
| New | +$447K |
|
215
Sherwin-Williams
SHW
$76.5B
| $454K | 0.12% |
+4,791
| New | +$447K |
|
|
CATM
216
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $454K | 0.12% |
+11,999
| New | +$442K |
|
217
Merck
MRK
$322B
| $453K | 0.12% |
+8,141
| New | +$461K |
|
218
Walmart Inc
WMT
$861B
| $453K | 0.12% |
+16,476
| New | +$467K |
|
219
Lear
LEA
$7.13B
| $450K | 0.12% |
4,039
-4,861
| -55% | -$510K |
|
|
DCH
220
Dauch Corp
DCH
$1.32B
| $448K | 0.12% |
+17,333
| New | +$426K |
|
221
Masco
MAS
$15.6B
| $445K | 0.12% |
+19,130
| New | +$434K |
|
222
PepsiCo
PEP
$184B
| $445K | 0.12% |
+4,606
| New | +$446K |
|
223
TIM SA
TIMB
$10B
| $445K | 0.12% |
+26,825
| New | +$559K |
|
224
Travelers Companies
TRV
$78.4B
| $445K | 0.12% |
+4,055
| New | +$433K |
|
225
VF Corp
VFC
$6.42B
| $445K | 0.12% |
+6,285
| New | +$435K |
|
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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.