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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
CTB
726
DELISTED
Cooper Tire & Rubber Co.
CTB
$302K 0.08%
7,836
-6,299
-45% -$257K
CUB
727
DELISTED
Cubic Corporation
CUB
$302K 0.08%
+6,330
New +$287K
MLNX
728
DELISTED
Mellanox Technologies, Ltd.
MLNX
$302K 0.08%
+7,121
New +$316K
FOMX
729
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$302K 0.08%
+36,788
New +$275K
LPT
730
DELISTED
Liberty Property Trust
LPT
$302K 0.08%
+9,621
New +$319K
CRAY
731
DELISTED
Cray, Inc.
CRAY
$302K 0.08%
+9,138
New +$269K
INSY
732
DELISTED
Insys Therapeutics, Inc.
INSY
$302K 0.08%
+10,286
New +$285K
ESND
733
DELISTED
Essendant Inc.
ESND
$302K 0.08%
+9,295
New +$317K
CST
734
DELISTED
CST Brands, Inc.
CST
$302K 0.08%
+7,692
New +$282K
FCS
735
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$302K 0.08%
+14,542
New +$263K
STR
736
DELISTED
QUESTAR CORP
STR
$302K 0.08%
+15,222
New +$298K
WPG
737
DELISTED
Washington Prime Group Inc.
WPG
$302K 0.08%
+3,160
New +$320K
TUMI
738
DELISTED
TUMI HLDGS INC COM
TUMI
$302K 0.08%
+17,648
New +$301K
BCR
739
DELISTED
CR Bard Inc.
BCR
$302K 0.08%
1,587
-203
-11% -$38K
FCH
740
DELISTED
Felcor Lodging Trust
FCH
$302K 0.08%
40,633
-9,540
-19% -$74.4K
EDE
741
DELISTED
Empire District Electric
EDE
$302K 0.08%
+10,585
New +$251K
QLIK
742
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$302K 0.08%
+9,430
New +$309K
TIVO
743
DELISTED
TIVO INC
TIVO
$302K 0.08%
+34,701
New +$313K
AMCC
744
DELISTED
Applied Micro Circuits Corporation New
AMCC
$302K 0.08%
46,078
+23,883
+108% +$161K
CZR
745
DELISTED
Caesars Entertainment Corporation
CZR
$302K 0.08%
+37,725
New +$298K
ANAC
746
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$302K 0.08%
+2,686
New +$296K
ALNY icon
747
Alnylam Pharmaceuticals
ALNY
$35.9B
$301K 0.08%
+3,189
New +$296K
ANGI icon
748
Angi Inc
ANGI
$219M
$301K 0.08%
+3,189
New +$266K
ATHM icon
749
Autohome
ATHM
$2.45B
$301K 0.08%
8,610
-3,686
-30% -$124K
BBWI icon
750
Bath & Body Works
BBWI
$3.9B
$301K 0.08%
3,856
-769
-17% -$59.6K
28 29
30
31 32

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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.