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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
VC icon
326
Visteon
VC
$2.67B
$316K 0.09%
+2,720
New +$308K
WDC icon
327
Western Digital
WDC
$192B
$316K 0.09%
6,860
-16,517
-71% -$843K
FMC icon
328
FMC
FMC
$1.46B
$315K 0.09%
+9,157
New +$313K
REG icon
329
Regency Centers
REG
$14.9B
$315K 0.09%
+4,571
New +$304K
TAP icon
330
Molson Coors Class B
TAP
$7.51B
$315K 0.09%
3,334
-5,780
-63% -$521K
TER icon
331
Teradyne
TER
$58.5B
$315K 0.09%
14,867
+2,586
+21% +$51.5K
TMX
332
DELISTED
Terminix Global Holdings, Inc.
TMX
$315K 0.09%
+11,866
New +$288K
RRTS
333
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$315K 0.09%
+1,344
New +$421K
HTS
334
DELISTED
HATTERAS FINANCIAL CORP
HTS
$315K 0.09%
+23,794
New +$343K
JAH
335
DELISTED
JARDEN CORPORATION
JAH
$315K 0.09%
5,549
+1,213
+28% +$60.8K
STRZA
336
DELISTED
Starz - Series A
STRZA
$315K 0.09%
9,280
-28,110
-75% -$1M
TYC
337
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$315K 0.09%
+9,366
New +$342K
IMS
338
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
$315K 0.09%
12,364
-351
-3% -$9.81K
JKS
339
JinkoSolar
JKS
$825M
$314K 0.09%
11,314
-6,918
-38% -$177K
TEL icon
340
TE Connectivity
TEL
$58B
$314K 0.09%
+4,796
New +$309K
QUOT
341
DELISTED
Quotient Technology Inc
QUOT
$314K 0.09%
+44,600
New +$315K
RAVN
342
DELISTED
Raven Industries Inc
RAVN
$314K 0.09%
+20,017
New +$348K
AXE
343
DELISTED
Anixter International Inc
AXE
$314K 0.09%
+5,174
New +$331K
LLL
344
DELISTED
L3 Technologies, Inc.
LLL
$314K 0.09%
+2,599
New +$309K
ARW icon
345
Arrow Electronics
ARW
$11B
$313K 0.08%
+5,674
New +$323K
DGX icon
346
Quest Diagnostics
DGX
$25.2B
$313K 0.08%
+4,363
New +$293K
OLLI icon
347
Ollie's Bargain Outlet
OLLI
$3.94B
$313K 0.08%
+18,422
New +$307K
UNVR
348
DELISTED
Univar Solutions Inc.
UNVR
$313K 0.08%
+18,505
New +$336K
EQY
349
DELISTED
Equity One
EQY
$313K 0.08%
+11,483
New +$303K
APOL
350
DELISTED
Apollo Education Group Inc Class A
APOL
$313K 0.08%
+39,601
New +$328K
12 13
14
15 16

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
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.