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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
FLS icon
901
Flowserve
FLS
$9.07B
– –
-5,427
Closed -$222K
GATX icon
902
GATX Corp
GATX
$6.47B
– –
-10,090
Closed -$445K
GBLI icon
903
Global Indemnity Group
GBLI
$394M
– –
-15,711
Closed -$411K
GILD icon
904
Gilead Sciences
GILD
$162B
– –
-4,577
Closed -$449K
GLNG icon
905
Golar LNG
GLNG
$5.1B
– –
-28,566
Closed -$796K
GLW icon
906
Corning
GLW
$135B
– –
-47,262
Closed -$808K
HLT icon
907
Hilton Worldwide
HLT
$72.5B
– –
-8,483
Closed -$584K
JWN
908
DELISTED
Nordstrom
JWN
– –
-9,999
Closed -$716K
KEX icon
909
Kirby Corp
KEX
$7.97B
– –
-5,787
Closed -$359K
LEN icon
910
Lennar Class A
LEN
$19.6B
– –
-5,334
Closed -$244K
MAS icon
911
Masco
MAS
$15.5B
– –
-19,822
Closed -$500K
MDT icon
912
Medtronic
MDT
$105B
– –
-3,210
Closed -$215K
MET icon
913
MetLife
MET
$59.7B
– –
-10,264
Closed -$431K
MLM icon
914
Martin Marietta Materials
MLM
$32.8B
– –
-5,147
Closed -$782K
MRVL icon
915
Marvell Technology
MRVL
$185B
– –
-82,081
Closed -$743K
MSI icon
916
Motorola Solutions
MSI
$67.1B
– –
-5,230
Closed -$358K
NWL icon
917
Newell Brands
NWL
$2.1B
– –
-5,942
Closed -$236K
OI icon
918
O-I Glass
OI
$1.36B
– –
-36,684
Closed -$760K
ON icon
919
ON Semiconductor
ON
$34.4B
– –
-48,634
Closed -$454K
ORCL icon
920
Oracle
ORCL
$346B
– –
-10,244
Closed -$370K
PEP icon
921
PepsiCo
PEP
$184B
– –
-11,233
Closed -$1.06M
PG icon
922
Procter & Gamble
PG
$340B
– –
-6,869
Closed -$494K
R icon
923
Ryder
R
$10.3B
– –
-5,445
Closed -$403K
REGN icon
924
Regeneron Pharmaceuticals
REGN
$68.1B
– –
-1,631
Closed -$757K
RIG icon
925
Transocean
RIG
$5.89B
– –
-19,452
Closed -$251K
35 36
37
38 39

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
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.