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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
HIMX
76
Himax Technologies
HIMX
$2.38B
$836K 0.23%
+100,475
New +$728K
CIT
77
DELISTED
CIT Group Inc.
CIT
$827K 0.22%
20,714
+11,533
+126% +$484K
CW icon
78
Curtiss-Wright
CW
$27.1B
$819K 0.22%
+11,748
New +$800K
SFLY
79
DELISTED
Shutterfly, Inc.
SFLY
$805K 0.22%
17,969
-5,437
-23% -$233K
SPWR
80
DELISTED
SunPower Corporation Common Stock
SPWR
$795K 0.22%
39,968
+7,817
+24% +$131K
MGA icon
81
Magna International
MGA
$18.4B
$794K 0.22%
19,362
+7,071
+58% +$329K
GOOG icon
82
Alphabet (Google) Class C
GOOG
$4.17T
$792K 0.21%
+20,560
New +$738K
MMM icon
83
3M
MMM
$88.1B
$783K 0.21%
+6,165
New +$792K
AEO icon
84
American Eagle Outfitters
AEO
$2.99B
$776K 0.21%
49,685
-2,094
-4% -$32.8K
MCD icon
85
McDonald's
MCD
$187B
$772K 0.21%
6,463
+2,803
+77% +$313K
CDK
86
DELISTED
CDK Global, Inc.
CDK
$771K 0.21%
+15,768
New +$765K
OLN icon
87
Olin
OLN
$2.76B
$769K 0.21%
43,742
-12,289
-22% -$237K
ALB icon
88
Albemarle
ALB
$13.9B
$765K 0.21%
13,580
+3,125
+30% +$161K
NVRO
89
DELISTED
NEVRO CORP.
NVRO
$764K 0.21%
+11,395
New +$610K
AMGN icon
90
Amgen
AMGN
$198B
$761K 0.21%
4,658
+1,982
+74% +$312K
SFUN
91
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$753K 0.2%
2,098
+878
+72% +$312K
TGT icon
92
Target
TGT
$62.6B
$748K 0.2%
10,265
-826
-7% -$61.7K
MSFT icon
93
Microsoft
MSFT
$2.9T
$743K 0.2%
13,204
-97
-0.7% -$5.1K
LLY icon
94
Eli Lilly
LLY
$1.04T
$734K 0.2%
8,526
+2,825
+50% +$234K
AOS icon
95
A.O. Smith
AOS
$8.18B
$725K 0.2%
+18,598
New +$702K
OC icon
96
Owens Corning
OC
$11.3B
$725K 0.2%
15,324
+2,163
+16% +$99.3K
AGO icon
97
Assured Guaranty
AGO
$3.74B
$721K 0.2%
26,955
+10,955
+68% +$294K
LVLT
98
DELISTED
Level 3 Communications Inc
LVLT
$720K 0.2%
13,247
+5,692
+75% +$285K
SBH icon
99
Sally Beauty Holdings
SBH
$1.4B
$715K 0.19%
+25,471
New +$639K
JMEI
100
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$715K 0.19%
7,938
-3,010
-27% -$290K
2 3
4
5 6

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CCM
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GPC
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CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
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.