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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
Cap. Flow
+$112M
Cap. Flow %
30.53%
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
EMN icon
Eastman Chemical
EMN
+$4.47M
4
RTX icon
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
FDX icon
FedEx
FDX
+$3.22M
4
FMC icon
FMC
FMC
+$3.18M
5
TRN icon
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
XOM icon
501
ExxonMobil
XOM
$650B
– –
-19,427
Closed -$1.8M
ZION icon
502
Zions Bancorporation
ZION
$10.1B
– –
-41,312
Closed -$1.18M
INVX
503
Innovex International
INVX
$1.86B
– –
-5,604
Closed -$429K
CMRX
504
DELISTED
Chimerix, Inc.
CMRX
– –
-10,795
Closed -$409K
MRO
505
DELISTED
Marathon Oil Corporation
MRO
– –
-37,195
Closed -$1.06M
SGEN
506
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-76,945
Closed -$2.48M
LTRPA
507
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-41,448
Closed -$1.13M
BLCM
508
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
– –
-1,397
Closed -$323K
UMPQ
509
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-26,502
Closed -$459K
ACC
510
DELISTED
American Campus Communities, Inc.
ACC
– –
-8,307
Closed -$347K
PE
511
DELISTED
PARSLEY ENERGY INC
PE
– –
-27,355
Closed -$429K
WPX
512
DELISTED
WPX Energy, Inc.
WPX
– –
-331,724
Closed -$3.8M
TCO
513
DELISTED
Taubman Centers Inc.
TCO
– –
-5,193
Closed -$402K
CBL
514
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-46,196
Closed -$912K
NE
515
DELISTED
Noble Corporation
NE
– –
-14,830
Closed -$251K
CHK
516
DELISTED
Chesapeake Energy Corporation
CHK
– –
-52
Closed -$203K
SDRL
517
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-51
Closed -$164K
TUES
518
DELISTED
Tuesday Morning Corp
TUES
– –
-18,865
Closed -$408K
AKRX
519
DELISTED
Akorn Inc
AKRX
– –
-8,412
Closed -$307K
JCP
520
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-21,381
Closed -$138K
AVP
521
DELISTED
Avon Products, Inc.
AVP
– –
-21,270
Closed -$201K
GWR
522
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-3,090
Closed -$278K
VSI
523
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-6,951
Closed -$333K
DF
524
DELISTED
Dean Foods Company
DF
– –
-16,305
Closed -$316K
AREX
525
DELISTED
Approach Resources Inc.
AREX
– –
-35,804
Closed -$228K
19 20
21
22 23

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.