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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
LM
301
DELISTED
Legg Mason, Inc.
LM
$329K 0.09%
+8,368
New +$358K
PKY
302
DELISTED
Parkway, Inc.
PKY
$328K 0.09%
+20,643
New +$339K
FPRX
303
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$327K 0.09%
7,858
-17,500
-69% -$587K
CNP icon
304
CenterPoint Energy
CNP
$28.9B
$326K 0.09%
+17,825
New +$316K
MNST icon
305
Monster Beverage
MNST
$91.5B
$326K 0.09%
+13,044
New +$315K
KMB icon
306
Kimberly-Clark
KMB
$35.6B
$325K 0.09%
+2,518
New +$302K
SCOR icon
307
Comscore
SCOR
$110M
$325K 0.09%
+389
New +$338K
NAVG
308
DELISTED
Navigators Group Inc
NAVG
$324K 0.09%
+7,416
New +$315K
SMTC icon
309
Semtech
SMTC
$12.9B
$323K 0.09%
+16,714
New +$306K
EMC
310
DELISTED
EMC CORPORATION
EMC
$323K 0.09%
+12,559
New +$326K
USB icon
311
US Bancorp
USB
$98.7B
$322K 0.09%
+7,500
New +$321K
MTOR
312
DELISTED
MERITOR, Inc.
MTOR
$322K 0.09%
+38,715
New +$387K
ORIT
313
DELISTED
Oritani Financial Corp. New
ORIT
$322K 0.09%
+19,104
New +$311K
ATRA icon
314
Atara Biotherapeutics
ATRA
$73.6M
$321K 0.09%
480
+206
+75% +$156K
FTNT icon
315
Fortinet
FTNT
$111B
$320K 0.09%
50,850
-98,005
-66% -$704K
MHK icon
316
Mohawk Industries
MHK
$6.71B
$319K 0.09%
1,682
-1,574
-48% -$302K
NBIX icon
317
Neurocrine Biosciences
NBIX
$17.5B
$319K 0.09%
+5,641
New +$287K
BDN
318
Brandywine Realty Trust
BDN
$533M
$318K 0.09%
+23,193
New +$306K
CNI icon
319
Canadian National Railway
CNI
$79.2B
$318K 0.09%
+5,636
New +$330K
RPAI
320
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$318K 0.09%
+21,345
New +$316K
AA icon
321
Alcoa
AA
$11.9B
$317K 0.09%
+13,265
New +$296K
AGNC icon
322
AGNC Investment
AGNC
$12.3B
$317K 0.09%
+18,234
New +$331K
RGA icon
323
Reinsurance Group of America
RGA
$15.3B
$317K 0.09%
+3,651
New +$331K
BRCD
324
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$317K 0.09%
+34,373
New +$338K
FNF icon
325
Fidelity National Financial
FNF
$13.1B
$316K 0.09%
+13,154
New +$321K
11 12
13
14 15

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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
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
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.