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
SWI
651
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$303K 0.08%
+5,149
New +$285K
UFS
652
DELISTED
DOMTAR CORPORATION (New)
UFS
$303K 0.08%
+8,154
New +$323K
MTGE
653
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$303K 0.08%
+21,625
New +$317K
DWRE
654
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$303K 0.08%
+5,597
New +$293K
TWC
655
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$303K 0.08%
+1,629
New +$302K
DNY
656
DELISTED
DONNELLEY R R & SONS CO
DNY
$303K 0.08%
+20,488
New +$303K
AER icon
657
AerCap
AER
$23.4B
$302K 0.08%
7,014
-3,393
-33% -$142K
CVSA
658
Covista Inc
CVSA
$3.92B
$302K 0.08%
+11,756
New +$295K
AVB icon
659
AvalonBay Communities
AVB
$27.3B
$302K 0.08%
+1,631
New +$292K
AWI icon
660
Armstrong World Industries
AWI
$6.75B
$302K 0.08%
+6,561
New +$319K
AXDX
661
DELISTED
Accelerate Diagnostics
AXDX
$302K 0.08%
+1,395
New +$255K
BBT
662
Beacon Financial Corp
BBT
$2.51B
$302K 0.08%
+10,120
New +$294K
BKH icon
663
Black Hills Corp
BKH
$5.72B
$302K 0.08%
+6,424
New +$282K
BRKR icon
664
Bruker
BRKR
$9.46B
$302K 0.08%
+12,128
New +$252K
CRS icon
665
Carpenter Technology
CRS
$29.9B
$302K 0.08%
+9,827
New +$324K
CSR
666
Centerspace
CSR
$936M
$302K 0.08%
+4,297
New +$334K
CXW icon
667
CoreCivic
CXW
$3.13B
$302K 0.08%
+11,376
New +$311K
ERIE icon
668
Erie Indemnity
ERIE
$11.2B
$302K 0.08%
+3,090
New +$280K
EVTC icon
669
Evertec
EVTC
$1.79B
$302K 0.08%
+17,943
New +$316K
FIVN icon
670
FIVE9
FIVN
$1.67B
$302K 0.08%
+35,169
New +$204K
FRPT icon
671
Freshpet
FRPT
$2.78B
$302K 0.08%
+34,873
New +$303K
FSP
672
Franklin Street Properties
FSP
$46.1M
$302K 0.08%
+29,017
New +$307K
GBCI icon
673
Glacier Bancorp
GBCI
$6.59B
$302K 0.08%
+11,152
New +$308K
GTN icon
674
Gray Television
GTN
$400M
$302K 0.08%
19,158
-93,378
-83% -$1.46M
GTY
675
Getty Realty Corp
GTY
$2.1B
$302K 0.08%
+17,367
New +$290K
25 26
27
28 29

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.