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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
+6.34%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$369M
AUM Growth
+$165M
Cap. Flow
+$160M
Cap. Flow %
43.44%
Top 10 Hldgs %
4.27%
Holding
996
New
647
Increased
94
Reduced
131
Closed
122

Top Buys

Rank Stock Value
1
CLVS
Clovis Oncology, Inc.
CLVS
+$1.92M
2
MJN
Mead Johnson Nutrition Company
MJN
+$1.82M
3
SAVE
Spirit Airlines, Inc.
SAVE
+$1.69M
4
KMI icon
Kinder Morgan
KMI
+$1.55M
5
BIIB icon
Biogen
BIIB
+$1.53M

Top Sells

Rank Stock Value
1
YHOO
Yahoo Inc
YHOO
+$2.04M
2
BMY icon
Bristol-Myers Squibb
BMY
+$1.94M
3
ANDV
Andeavor
ANDV
+$1.84M
4
LQ
La Quinta Holdings Inc.
LQ
+$1.63M
5
AMZN icon
Amazon
AMZN
+$1.53M

Sector Composition

Rank Sector Weight
1 Financials 16.47%
2 Industrials 14.81%
3 Healthcare 12.88%
4 Consumer Discretionary 12.03%
5 Technology 11.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TNDM icon
251
Tandem Diabetes Care
TNDM
$1.16B
$378K 0.1%
+3,268
New +$324K
ECHO
252
DELISTED
Echo Global Logistics, Inc.
ECHO
$376K 0.1%
+18,022
New +$398K
ALLE icon
253
Allegion
ALLE
$13.3B
$370K 0.1%
5,558
-5,016
-47% -$321K
M icon
254
Macy's
M
$6.14B
$370K 0.1%
10,528
+3,258
+45% +$141K
KSU
255
DELISTED
Kansas City Southern
KSU
$369K 0.1%
4,964
+1,526
+44% +$130K
ULTI
256
DELISTED
Ultimate Software Group Inc
ULTI
$366K 0.1%
+1,871
New +$366K
MRK icon
257
Merck
MRK
$322B
$363K 0.1%
+7,151
New +$361K
NVDA icon
258
NVIDIA
NVDA
$5.06T
$363K 0.1%
+435,200
New +$328K
CMCSA icon
259
Comcast
CMCSA
$78.3B
$361K 0.1%
12,750
-20,996
-62% -$632K
MO icon
260
Altria Group
MO
$120B
$361K 0.1%
6,146
-6,335
-51% -$367K
AIZ icon
261
Assurant
AIZ
$13.6B
$360K 0.1%
4,431
-213
-5% -$17.6K
TRST
262
Trustco Bank Corp NY
TRST
$986M
$360K 0.1%
11,306
-13,177
-54% -$411K
CF icon
263
CF Industries
CF
$19.5B
$359K 0.1%
8,733
-22,543
-72% -$1.06M
CFG icon
264
Citizens Financial Group
CFG
$30.3B
$358K 0.1%
13,619
-29,891
-69% -$753K
LBTYA icon
265
Liberty Global Class A
LBTYA
$3.48B
$358K 0.1%
10,116
+844
+9% +$31.9K
SABR icon
266
Sabre
SABR
$668M
$358K 0.1%
+12,710
New +$368K
CAG icon
267
Conagra Brands
CAG
$6.88B
$357K 0.1%
10,782
-31,753
-75% -$1.01M
THS
268
DELISTED
Treehouse Foods
THS
$357K 0.1%
+4,512
New +$377K
WERN icon
269
Werner Enterprises
WERN
$2.63B
$357K 0.1%
+15,306
New +$397K
TCOM icon
270
Trip.com Group
TCOM
$27.1B
$356K 0.1%
+7,580
New +$347K
STLD icon
271
Steel Dynamics
STLD
$34.7B
$355K 0.1%
19,782
-44,040
-69% -$787K
EXEL icon
272
Exelixis
EXEL
$14B
$354K 0.1%
+62,544
New +$350K
META icon
273
Meta Platforms (Facebook)
META
$1.54T
$354K 0.1%
3,335
-11,769
-78% -$1.21M
SPG icon
274
Simon Property Group
SPG
$73B
$350K 0.09%
+1,793
New +$347K
CSIQ icon
275
Canadian Solar
CSIQ
$997M
$349K 0.09%
12,178
-13,153
-52% -$303K
9 10
11
12 13

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
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ECM
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

Quantitative Systematic Strategies's Q4 2015 Portfolio in Review

As of Q4 2015, Quantitative Systematic Strategies held 996 positions worth $369M, up 81% from $203M the previous quarter. Its ten largest holdings account for 4.3% of the portfolio.

Quantitative Systematic Strategies deployed $160M of net new capital in Q4 2015, opening 647 new positions and adding to 94 existing holdings. Its largest new stake was Clovis Oncology, Inc.: 29,721 shares worth $1.02M.

By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 13% a quarter earlier, followed by Industrials and Healthcare.

On the sell side, the largest reduction was Yahoo Inc, an estimated $2.04M trimmed.

  • Quantitative Systematic Strategies's largest Q4 2015 buy was Clovis Oncology, Inc.: 29,721 shares worth $1.02M.
  • Quantitative Systematic Strategies added most to Kinder Morgan in Q4 2015, an estimated $1.55M increase.
  • Quantitative Systematic Strategies's biggest Q4 2015 reduction was Yahoo Inc, cutting an estimated $2.04M.
  • Quantitative Systematic Strategies fully exited Andeavor in Q4 2015, selling an estimated $1.84M.
  • Quantitative Systematic Strategies's ten largest holdings make up 4.3% of its $369M portfolio in Q4 2015.
  • Quantitative Systematic Strategies opened 647 new positions and closed 122 in Q4 2015.
  • Quantitative Systematic Strategies's portfolio value rose 81% quarter-over-quarter to $369M.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2015, filed 13 Jan 2016.