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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
PKG icon
501
Packaging Corp of America
PKG
$22.7B
$305K 0.08%
+4,775
New +$315K
PRI icon
502
Primerica
PRI
$9.81B
$305K 0.08%
+6,339
New +$310K
QTWO icon
503
Q2 Holdings
QTWO
$3.42B
$305K 0.08%
+11,426
New +$301K
RARE icon
504
Ultragenyx Pharmaceutical
RARE
$2.65B
$305K 0.08%
+2,704
New +$270K
TOUR
505
Tuniu
TOUR
$55.4M
$305K 0.08%
+1,910
New +$284K
TRMB icon
506
Trimble
TRMB
$12.3B
$305K 0.08%
+14,088
New +$293K
UNM icon
507
Unum
UNM
$13.8B
$305K 0.08%
+9,094
New +$314K
VRA icon
508
Vera Bradley
VRA
$105M
$305K 0.08%
+18,991
New +$249K
SUM
509
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$305K 0.08%
+15,841
New +$323K
DBD
510
DELISTED
Diebold Nixdorf Incorporated
DBD
$305K 0.08%
+9,941
New +$338K
MIC
511
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$305K 0.08%
4,304
-7,600
-64% -$568K
XLRN
512
DELISTED
Acceleron Pharma
XLRN
$305K 0.08%
+6,166
New +$222K
CBL
513
DELISTED
CBL& Associates Properties, Inc.
CBL
$305K 0.08%
+24,369
New +$333K
WUBA
514
DELISTED
58.com Inc
WUBA
$305K 0.08%
4,683
-3,819
-45% -$215K
PTLA
515
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$305K 0.08%
+5,899
New +$286K
HABT
516
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$305K 0.08%
+13,162
New +$313K
ISCA
517
DELISTED
International Speedway Corp
ISCA
$305K 0.08%
+8,874
New +$309K
NRE
518
DELISTED
NorthStar Realty Europe Corp.
NRE
$305K 0.08%
+26,458
New +$291K
FTD
519
DELISTED
FTD Companies, Inc. Common Stock
FTD
$305K 0.08%
+11,533
New +$314K
BMS
520
DELISTED
Bemis
BMS
$305K 0.08%
+6,734
New +$301K
SGYP
521
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$305K 0.08%
+53,544
New +$326K
SIR
522
DELISTED
SELECT INCOME REIT
SIR
$305K 0.08%
+34,432
New +$303K
RGC
523
DELISTED
Regal Entertainment Group
RGC
$305K 0.08%
+16,170
New +$307K
WSTC
524
DELISTED
West Corporation
WSTC
$305K 0.08%
+13,824
New +$332K
ALR
525
DELISTED
Alere Inc
ALR
$305K 0.08%
+7,710
New +$331K
19 20
21
22 23

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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.