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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
MESG
826
DELISTED
XURA INC COM (DE)
MESG
$219K 0.06%
+9,101
New +$227K
KTWO
827
DELISTED
K2M Group Holdings, Inc
KTWO
$215K 0.06%
+10,733
New +$209K
ARCT icon
828
Arcturus Therapeutics
ARCT
$165M
$211K 0.06%
5,004
-4,084
-45% -$184K
EBF icon
829
Ennis
EBF
$540M
$211K 0.06%
+10,791
New +$210K
DQ
830
Daqo New Energy
DQ
$806M
$210K 0.06%
+63,670
New +$211K
FFIN icon
831
First Financial Bankshares
FFIN
$4.94B
$210K 0.06%
13,752
-9,534
-41% -$158K
ASCMA
832
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$208K 0.06%
+12,261
New +$263K
HSTM icon
833
HealthStream
HSTM
$771M
$204K 0.06%
9,194
-15,030
-62% -$351K
FNHC
834
DELISTED
FedNat Holding Company Common Stock
FNHC
$204K 0.06%
6,777
-9,876
-59% -$288K
AVX
835
DELISTED
AVX Corporation
AVX
$201K 0.05%
+16,477
New +$218K
TR icon
836
Tootsie Roll Industries
TR
$2.85B
$200K 0.05%
+8,560
New +$197K
VRNS icon
837
Varonis Systems
VRNS
$5.14B
$194K 0.05%
+30,375
New +$170K
VSA
838
VisionSys AI
VSA
$10.1M
$189K 0.05%
+7
New +$178K
AVD icon
839
American Vanguard Corp
AVD
$72.4M
$188K 0.05%
+13,277
New +$187K
MB
840
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$187K 0.05%
+12,270
New +$198K
EXAR
841
DELISTED
Exar Corporation
EXAR
$185K 0.05%
+29,221
New +$179K
TNGO
842
DELISTED
Tangoe, Inc.
TNGO
$185K 0.05%
+21,710
New +$174K
LBAI
843
DELISTED
Lakeland Bancorp Inc
LBAI
$184K 0.05%
+15,443
New +$181K
EVH icon
844
Evolent Health
EVH
$522M
$182K 0.05%
+14,566
New +$215K
KODK icon
845
Kodak
KODK
$788M
$179K 0.05%
+14,062
New +$194K
PBPB
846
DELISTED
Potbelly
PBPB
$179K 0.05%
+15,581
New +$182K
XNET
847
Xunlei
XNET
$354M
$171K 0.05%
+22,470
New +$166K
MIME
848
DELISTED
Mimecast Limited
MIME
$163K 0.04%
+16,926
New +$168K
LRN icon
849
Stride
LRN
$3.66B
$153K 0.04%
+17,193
New +$183K
DTEA
850
DELISTED
DAVIDsTEA Inc. Common Stock
DTEA
$151K 0.04%
+11,819
New +$161K
32 33
34
35 36

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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.