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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
BZUN
801
Baozun
BZUN
$143M
$265K 0.07%
+32,288
New +$236K
TTEC icon
802
TTEC Holdings
TTEC
$96.8M
$265K 0.07%
+9,340
New +$268K
MCRN
803
DELISTED
Milacron Holdings Corp.
MCRN
$265K 0.07%
+21,006
New +$321K
LYB icon
804
LyondellBasell Industries
LYB
$19.9B
$263K 0.07%
3,001
-3,407
-53% -$314K
AVDL
805
DELISTED
Avadel Pharmaceuticals
AVDL
$262K 0.07%
18,070
-18,261
-50% -$285K
DEA
806
Easterly Government Properties
DEA
$1.17B
$260K 0.07%
+6,110
New +$264K
KOP icon
807
Koppers
KOP
$961M
$260K 0.07%
+14,648
New +$297K
GSBD icon
808
Goldman Sachs BDC
GSBD
$969M
$250K 0.07%
+12,977
New +$257K
AAMI
809
Acadian Asset Management
AAMI
$2.86B
$249K 0.07%
16,343
-8,344
-34% -$129K
LQDT icon
810
Liquidity Services
LQDT
$1.17B
$248K 0.07%
37,912
+14,393
+61% +$108K
UBNK
811
DELISTED
United Financial Bancorp, Inc.
UBNK
$247K 0.07%
+18,814
New +$252K
DCOM
812
DELISTED
Dime Community Bancshares
DCOM
$245K 0.07%
+13,615
New +$242K
MGRC icon
813
McGrath RentCorp
MGRC
$2.92B
$241K 0.07%
+9,305
New +$257K
HNGR
814
DELISTED
Hanger Inc.
HNGR
$241K 0.07%
+14,451
New +$219K
KRO icon
815
KRONOS Worldwide
KRO
$764M
$239K 0.06%
+43,106
New +$288K
NPK icon
816
National Presto Industries
NPK
$874M
$238K 0.06%
+2,847
New +$247K
MNR
817
DELISTED
Monmouth Real Estate Investment Corp
MNR
$234K 0.06%
+22,036
New +$228K
NFBK
818
DELISTED
Northfield Bancorp
NFBK
$233K 0.06%
+14,321
New +$225K
MG icon
819
Mistras Group
MG
$499M
$231K 0.06%
+11,898
New +$230K
EL icon
820
Estee Lauder
EL
$28.9B
$226K 0.06%
+2,540
New +$216K
IMOS
821
ChipMOS TECHNOLOGIES
IMOS
$2.08B
$225K 0.06%
+10,265
New +$209K
TDOC icon
822
Teladoc Health
TDOC
$1.56B
$223K 0.06%
12,161
-11,797
-49% -$218K
NWHM
823
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$223K 0.06%
+17,296
New +$237K
ADVM
824
DELISTED
Adverum Biotechnologies
ADVM
$222K 0.06%
+2,349
New +$206K
LAD icon
825
Lithia Motors
LAD
$7.62B
$222K 0.06%
+2,066
New +$237K
31 32
33
34 35

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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
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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.