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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
OUT icon
426
Outfront Media
OUT
$5.61B
$307K 0.08%
+14,290
New +$321K
PGRE
427
DELISTED
Paramount Group
PGRE
$307K 0.08%
+16,958
New +$303K
PIPR icon
428
Piper Sandler
PIPR
$5.12B
$307K 0.08%
+30,188
New +$289K
SCL icon
429
Stepan Co
SCL
$1.31B
$307K 0.08%
+6,147
New +$308K
WOR icon
430
Worthington Enterprises
WOR
$2.72B
$307K 0.08%
+16,351
New +$302K
AEL
431
DELISTED
American Equity Investment Life Holding Company
AEL
$307K 0.08%
+12,682
New +$324K
PRTY
432
DELISTED
Party City Holdco Inc.
PRTY
$307K 0.08%
+23,900
New +$344K
DISCK
433
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$307K 0.08%
+12,238
New +$334K
CSOD
434
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$307K 0.08%
+8,818
New +$304K
SNR
435
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$307K 0.08%
+31,013
New +$308K
WAIR
436
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$307K 0.08%
+25,873
New +$322K
NYRT
437
DELISTED
New York REIT, Inc.
NYRT
$307K 0.08%
+2,667
New +$302K
CSRA
438
DELISTED
CSRA Inc.
CSRA
$307K 0.08%
+10,288
New +$295K
PVTB
439
DELISTED
PrivateBancorp Inc
PVTB
$307K 0.08%
7,389
-12,346
-63% -$518K
UTEK
440
DELISTED
Ultratech Inc.
UTEK
$307K 0.08%
+15,372
New +$257K
HAR
441
DELISTED
Harman International Industries
HAR
$307K 0.08%
+3,244
New +$329K
SNDK
442
DELISTED
SANDISK CORP
SNDK
$307K 0.08%
+4,032
New +$295K
YOKU
443
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
$307K 0.08%
+11,373
New +$285K
NDRM
444
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$307K 0.08%
18,124
-2,440
-12% -$47.5K
TCF
445
DELISTED
TCF Financial Corporation
TCF
$307K 0.08%
+21,507
New +$324K
ARMK icon
446
Aramark
ARMK
$15B
$306K 0.08%
13,095
-4,924
-27% -$113K
CAKE icon
447
Cheesecake Factory
CAKE
$4.2B
$306K 0.08%
6,560
-3,495
-35% -$171K
CAL icon
448
Caleres
CAL
$392M
$306K 0.08%
+11,262
New +$328K
CBT icon
449
Cabot Corp
CBT
$4.6B
$306K 0.08%
+7,415
New +$293K
COHR icon
450
Coherent
COHR
$61.3B
$306K 0.08%
+16,012
New +$289K
16 17
18
19 20

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FSCP
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RG
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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.