We are live on ! Find out more
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
VGR
626
DELISTED
Vector Group Ltd.
VGR
$303K 0.08%
+21,715
New +$304K
SIX
627
DELISTED
Six Flags Entertainment Corp.
SIX
$303K 0.08%
+5,520
New +$285K
NATI
628
DELISTED
National Instruments Corp
NATI
$303K 0.08%
+10,430
New +$309K
ZEN
629
DELISTED
ZENDESK INC
ZEN
$303K 0.08%
+11,418
New +$268K
ANAT
630
DELISTED
American National Group, Inc. Common Stock
ANAT
$303K 0.08%
+2,951
New +$305K
EPAY
631
DELISTED
Bottomline Technologies Inc
EPAY
$303K 0.08%
+10,179
New +$287K
RP
632
DELISTED
RealPage, Inc.
RP
$303K 0.08%
+13,523
New +$275K
VER
633
DELISTED
VEREIT, Inc.
VER
$303K 0.08%
+7,615
New +$312K
OPB
634
DELISTED
Opus Bank Common Stock
OPB
$303K 0.08%
+8,080
New +$304K
IPHS
635
DELISTED
Innophos Holdings, Inc.
IPHS
$303K 0.08%
+10,406
New +$366K
VSI
636
DELISTED
Vitamin Shoppe Inc.
VSI
$303K 0.08%
+9,198
New +$292K
ALDR
637
DELISTED
Alder Biopharmaceuticals
ALDR
$303K 0.08%
+8,945
New +$302K
TVPT
638
DELISTED
Travelport Worldwide Limited
TVPT
$303K 0.08%
+23,293
New +$319K
FCB
639
DELISTED
FCB Financial Holdings, Inc.
FCB
$303K 0.08%
8,367
-3,300
-28% -$118K
CAA
640
DELISTED
CalAtlantic Group, Inc.
CAA
$303K 0.08%
+7,919
New +$317K
HSNI
641
DELISTED
HSN, Inc.
HSNI
$303K 0.08%
+5,933
New +$323K
SBY
642
DELISTED
Silver Bay Realty Trust Corp.
SBY
$303K 0.08%
+19,212
New +$306K
MENT
643
DELISTED
Mentor Graphics Corp
MENT
$303K 0.08%
+16,105
New +$369K
STJ
644
DELISTED
St Jude Medical
STJ
$303K 0.08%
+4,870
New +$307K
ININ
645
DELISTED
Interactive Intelligence Group, inc.
ININ
$303K 0.08%
+9,582
New +$311K
CVT
646
DELISTED
CVENT, INC.
CVT
$303K 0.08%
+8,640
New +$292K
PGND
647
DELISTED
PRESS GANEY HOLDINGS INC COM STK (DE)
PGND
$303K 0.08%
+9,575
New +$305K
SGNT
648
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$303K 0.08%
+19,090
New +$301K
CPGX
649
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$303K 0.08%
+15,493
New +$307K
CNL
650
DELISTED
CLECO CRP (HOLDING CO)
CNL
$303K 0.08%
+5,780
New +$300K
24 25
26
27 28

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
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.