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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
BGG
776
DELISTED
Briggs & Stratton Corp.
BGG
$301K 0.08%
+17,123
New +$320K
TIVO
777
DELISTED
Tivo Inc
TIVO
$301K 0.08%
+18,013
New +$202K
AHL
778
DELISTED
ASPEN Insurance Holding Limited
AHL
$301K 0.08%
+6,132
New +$301K
LHO
779
DELISTED
LaSalle Hotel Properties
LHO
$301K 0.08%
+11,730
New +$333K
WBMD
780
DELISTED
WebMD Health Corp.
WBMD
$301K 0.08%
+6,108
New +$272K
CPHD
781
DELISTED
Cepheid Inc
CPHD
$301K 0.08%
+8,227
New +$292K
CHTR icon
782
Charter Communications
CHTR
$15.6B
$300K 0.08%
+1,636
New +$303K
CTMX icon
783
CytomX Therapeutics
CTMX
$725M
$300K 0.08%
+14,409
New +$228K
POWI icon
784
Power Integrations
POWI
$3.95B
$300K 0.08%
+11,980
New +$292K
COST icon
785
Costco
COST
$411B
$299K 0.08%
1,852
-7,067
-79% -$1.12M
QUAD icon
786
Quad
QUAD
$428M
$299K 0.08%
+31,413
New +$338K
BLCM
787
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
$299K 0.08%
+1,457
New +$261K
SLRC icon
788
SLR Investment Corp
SLRC
$703M
$298K 0.08%
+18,066
New +$311K
BHR
789
Braemar Hotels & Resorts
BHR
$148M
$296K 0.08%
20,432
-36,566
-64% -$525K
BRCM
790
DELISTED
BROADCOM CORP CL-A
BRCM
$294K 0.08%
+5,054
New +$272K
SPWH icon
791
Sportsman's Warehouse
SPWH
$44.9M
$292K 0.08%
+22,596
New +$263K
GNMK
792
DELISTED
GenMark Diagnostics, Inc
GNMK
$290K 0.08%
37,357
-11,272
-23% -$86.6K
UVSP icon
793
Univest Financial
UVSP
$1.23B
$284K 0.08%
+13,515
New +$273K
CMRE icon
794
Costamare
CMRE
$1.89B
$283K 0.08%
+29,325
New +$362K
BRKL
795
DELISTED
Brookline Bancorp
BRKL
$282K 0.08%
+24,143
New +$274K
DXPE icon
796
DXP Enterprises
DXPE
$2.71B
$280K 0.08%
+12,027
New +$354K
TITN icon
797
Titan Machinery
TITN
$442M
$280K 0.08%
+25,490
New +$296K
PETS icon
798
PetMed Express
PETS
$43.8M
$279K 0.08%
+16,054
New +$270K
HLI icon
799
Houlihan Lokey
HLI
$9.52B
$277K 0.08%
10,876
-6,542
-38% -$149K
TTOO
800
DELISTED
T2 Biosystems, Inc
TTOO
$272K 0.07%
+5
New +$270K
30 31
32
33 34

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
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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.