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 | |
|---|---|---|---|---|---|---|
|
RDC
1
DELISTED
Rowan Companies Plc
RDC
| $6.19M | 1.69% |
351,912
+328,290
| +1,390% | +$7M |
|
|
VIAB
2
DELISTED
Viacom Inc. Class B
VIAB
| $4.97M | 1.36% |
72,688
+69,963
| +2,567% | +$4.83M |
|
3
Eaton
ETN
$158B
| $4.53M | 1.24% |
66,762
+41,919
| +169% | +$2.85M |
|
|
4
Eastman Chemical
EMN
$7.93B
| $4.34M | 1.19% |
+61,939
| New | +$4.47M |
|
|
KNGT
5
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $4.28M | 1.17% |
132,161
+112,623
| +576% | +$3.64M |
|
|
GPOR
6
DELISTED
Gulfport Energy Corp.
GPOR
| $4.26M | 1.17% |
92,380
+80,044
| +649% | +$3.39M |
|
|
MXIM
7
DELISTED
Maxim Integrated Products
MXIM
| $4.26M | 1.17% |
121,892
+81,072
| +199% | +$2.77M |
|
|
NBL
8
DELISTED
Noble Energy, Inc.
NBL
| $4.26M | 1.16% |
86,835
+57,017
| +191% | +$2.66M |
|
|
9
RTX Corp
RTX
$262B
| $4.01M | 1.1% |
53,695
+48,874
| +1,014% | +$3.65M |
|
10
Patterson-UTI
PTEN
$4.07B
| $3.87M | 1.06% |
+204,496
| New | +$3.51M |
|
|
BRCM
11
DELISTED
BROADCOM CORP CL-A
BRCM
| $3.66M | 1% |
83,206
+54,230
| +187% | +$2.36M |
|
12
Commault Systems
CVLT
$5.81B
| $3.29M | 0.9% |
74,794
+50,669
| +210% | +$2.33M |
|
13
McDonald's
MCD
$187B
| $3.24M | 0.89% |
33,087
+17,362
| +110% | +$1.65M |
|
|
ADVM
14
DELISTED
Adverum Biotechnologies
ADVM
| $3.21M | 0.88% |
+8,046
| New | +$3.4M |
|
15
Micron Technology
MU
$1.08T
| $3.18M | 0.87% |
+118,902
| New | +$3.55M |
|
16
Morgan Stanley
MS
$343B
| $3.17M | 0.87% |
+87,466
| New | +$3.14M |
|
|
HUB.B
17
DELISTED
HUBBELL INC CL-B
HUB.B
| $2.97M | 0.81% |
+26,974
| New | +$2.96M |
|
|
CIVI
18
DELISTED
Civitas Resources
CIVI
| $2.74M | 0.75% |
+998
| New | +$2.85M |
|
19
Federated Hermes
FHI
$4.38B
| $2.64M | 0.72% |
+79,359
| New | +$2.63M |
|
|
PF
20
DELISTED
Pinnacle Foods, Inc.
PF
| $2.64M | 0.72% |
+64,366
| New | +$2.38M |
|
|
NUVA
21
DELISTED
NuVasive, Inc.
NUVA
| $2.6M | 0.71% |
56,112
+37,262
| +198% | +$1.73M |
|
22
Delta Air Lines
DAL
$54.9B
| $2.57M | 0.7% |
56,533
+48,851
| +636% | +$2.27M |
|
|
CBI
23
DELISTED
Chicago Bridge & Iron Nv
CBI
| $2.56M | 0.7% |
+51,910
| New | +$2.18M |
|
24
Steel Dynamics
STLD
$34.4B
| $2.52M | 0.69% |
125,012
+93,712
| +299% | +$1.75M |
|
25
Designer Brands
DBI
$293M
| $2.47M | 0.67% |
66,260
-8,891
| -12% | -$326K |
|
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.