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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
NMIH icon
851
NMI Holdings
NMIH
$3.16B
$150K 0.04%
+22,091
New +$162K
CRDF icon
852
Cardiff Oncology
CRDF
$65.2M
$149K 0.04%
+373
New +$146K
NBR icon
853
Nabors Industries
NBR
$1.25B
$145K 0.04%
348
-674
-66% -$331K
SQI
854
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
$139K 0.04%
+10,563
New +$127K
IIP
855
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$135K 0.04%
+20,981
New +$135K
CAI
856
DELISTED
CAI International, Inc.
CAI
$134K 0.04%
+13,635
New +$146K
TPCO
857
DELISTED
Tribune Publishing Company Common Stock
TPCO
$133K 0.04%
+14,042
New +$132K
BBOX
858
DELISTED
Black Box Corp
BBOX
$130K 0.04%
+13,670
New +$168K
FDML
859
DELISTED
Federal-Mogul Holdings Corporation
FDML
$127K 0.03%
+18,431
New +$141K
CHRD icon
860
Chord Energy
CHRD
$7.82B
$123K 0.03%
+17,800
New +$190K
MGI
861
DELISTED
MoneyGram International, Inc. New
MGI
$123K 0.03%
+19,615
New +$170K
CTRL
862
DELISTED
Control4 Corporation
CTRL
$115K 0.03%
+15,523
New +$119K
INWK
863
DELISTED
InnerWorkings, Inc.
INWK
$108K 0.03%
+14,170
New +$107K
CPRX
864
DELISTED
Catalyst Pharmaceutical
CPRX
$105K 0.03%
+41,502
New +$119K
CIA icon
865
Citizens
CIA
$249M
$90K 0.02%
+11,389
New +$95.3K
HLX icon
866
Helix Energy Solutions
HLX
$1.43B
$84K 0.02%
16,057
-136,367
-89% -$791K
TNXP icon
867
Tonix Pharmaceuticals
TNXP
$169M
– –
0
– –
B
868
Barrick Mining
B
$62.3B
$76K 0.02%
+10,312
New +$76.9K
CIE
869
DELISTED
Cobalt International Energy, Inc
CIE
$76K 0.02%
+960
New +$106K
LEAF
870
DELISTED
Leaf Group Ltd.
LEAF
$57K 0.02%
+10,123
New +$52.6K
BBG
871
DELISTED
Bill Barrett Corp
BBG
$45K 0.01%
+11,734
New +$60.3K
OCRX
872
DELISTED
Ocera Therapeutics, Inc.
OCRX
$42K 0.01%
+13,548
New +$46.3K
ABG icon
873
Asbury Automotive
ABG
$4.14B
– –
-3,746
Closed -$304K
ACN icon
874
Accenture
ACN
$84.9B
– –
-6,219
Closed -$611K
ACTG icon
875
Acacia Research
ACTG
$446M
– –
-11,764
Closed -$107K
33 34
35
36 37

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GPC
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FSCP
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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.