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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
MGLN
551
DELISTED
Magellan Health Services, Inc.
MGLN
$304K 0.08%
+4,895
New +$263K
MIK
552
DELISTED
Michaels Stores, Inc
MIK
$304K 0.08%
+13,774
New +$309K
STI
553
DELISTED
SunTrust Banks, Inc.
STI
$304K 0.08%
+7,036
New +$296K
HIFR
554
DELISTED
InfraREIT, Inc.
HIFR
$304K 0.08%
+16,419
New +$360K
BOJA
555
DELISTED
Bojangles', Inc. Common Stock
BOJA
$304K 0.08%
+18,844
New +$313K
MSCC
556
DELISTED
Microsemi Corp
MSCC
$304K 0.08%
+9,137
New +$322K
PN
557
DELISTED
Patriot National, Inc.
PN
$304K 0.08%
+45,235
New +$559K
KCG
558
DELISTED
KCG Holdings, Inc.
KCG
$304K 0.08%
24,612
-10,473
-30% -$131K
CLNY
559
DELISTED
Colony Capital, Inc.
CLNY
$304K 0.08%
+15,707
New +$320K
LGF
560
DELISTED
Lions Gate Entertainment
LGF
$304K 0.08%
9,376
-5,846
-38% -$215K
PRE
561
DELISTED
PARTNERRE LTD
PRE
$304K 0.08%
+2,173
New +$302K
SYA
562
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$304K 0.08%
+9,547
New +$302K
CB
563
DELISTED
CHUBB CORPORATION
CB
$304K 0.08%
+2,277
New +$295K
RESI
564
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$304K 0.08%
+24,227
New +$332K
ADAP
565
DELISTED
Adaptimmune Therapeutics
ADAP
$303K 0.08%
+24,918
New +$244K
ANDE icon
566
Andersons Inc
ANDE
$2.67B
$303K 0.08%
+9,587
New +$331K
ARR
567
Armour Residential REIT
ARR
$2.04B
$303K 0.08%
+2,788
New +$293K
ASTE icon
568
Astec Industries
ASTE
$1.32B
$303K 0.08%
+7,399
New +$275K
AVAV icon
569
AeroVironment
AVAV
$7.87B
$303K 0.08%
+10,234
New +$251K
BC icon
570
Brunswick
BC
$5.19B
$303K 0.08%
+5,920
New +$305K
BGC icon
571
BGC Group
BGC
$5.5B
$303K 0.08%
+48,636
New +$280K
BIO icon
572
Bio-Rad Laboratories Class A
BIO
$8.41B
$303K 0.08%
+2,169
New +$301K
BLD
573
DELISTED
TopBuild
BLD
$303K 0.08%
9,836
+2,144
+28% +$64.3K
BZH icon
574
Beazer Homes USA
BZH
$901M
$303K 0.08%
26,059
-4,771
-15% -$65.3K
CABO icon
575
Cable One
CABO
$214M
$303K 0.08%
+692
New +$306K
21 22
23
24 25

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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.