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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
CPE
951
DELISTED
Callon Petroleum Company
CPE
– –
-1,240
Closed -$90K
CHS
952
DELISTED
Chicos FAS, Inc.
CHS
– –
-13,163
Closed -$203K
RAD
953
DELISTED
Rite Aid Corporation
RAD
– –
-3,439
Closed -$418K
PDCE
954
DELISTED
PDC Energy, Inc.
PDCE
– –
-10,221
Closed -$542K
TWTR
955
DELISTED
Twitter, Inc.
TWTR
– –
-13,734
Closed -$342K
XEC
956
DELISTED
CIMAREX ENERGY CO
XEC
– –
-2,796
Closed -$288K
GLOG
957
DELISTED
GASLOG LTD
GLOG
– –
-95,105
Closed -$915K
CXO
958
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-7,603
Closed -$745K
DNKN
959
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-7,645
Closed -$374K
GPOR
960
DELISTED
Gulfport Energy Corp.
GPOR
– –
-19,003
Closed -$564K
TRQ
961
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-6,215
Closed -$158K
NE
962
DELISTED
Noble Corporation
NE
– –
-45,209
Closed -$493K
CHK
963
DELISTED
Chesapeake Energy Corporation
CHK
– –
-305
Closed -$446K
JCP
964
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-13,960
Closed -$130K
ASNA
965
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-682
Closed -$190K
APC
966
DELISTED
Anadarko Petroleum
APC
– –
-5,026
Closed -$304K
ARRS
967
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-26,990
Closed -$701K
IDTI
968
DELISTED
Integrated Device Technology I
IDTI
– –
-11,683
Closed -$237K
TFCFA
969
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-9,448
Closed -$255K
NFX
970
DELISTED
Newfield Exploration
NFX
– –
-6,939
Closed -$229K
ESRX
971
DELISTED
Express Scripts Holding Company
ESRX
– –
-7,548
Closed -$607K
AET
972
DELISTED
Aetna Inc
AET
– –
-7,921
Closed -$867K
ANDV
973
DELISTED
Andeavor
ANDV
– –
-18,851
Closed -$1.84M
KND
974
DELISTED
Kindred Healthcare
KND
– –
-11,365
Closed -$167K
MON
975
DELISTED
Monsanto Co
MON
– –
-9,868
Closed -$842K
36 37 38
39
40

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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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
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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.