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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
LQ
976
DELISTED
La Quinta Holdings Inc.
LQ
– –
-103,402
Closed -$1.63M
IPXL
977
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-15,206
Closed -$538K
GNCMA
978
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
– –
-13,045
Closed -$225K
RICE
979
DELISTED
Rice Energy Inc.
RICE
– –
-26,861
Closed -$431K
TERP
980
DELISTED
TerraForm Power, Inc
TERP
– –
-14,623
Closed -$208K
AEGR
981
DELISTED
Aegerion Pharmaceuticals
AEGR
– –
-27,409
Closed -$373K
RAX
982
DELISTED
Rackspace Hosting Inc
RAX
– –
-16,006
Closed -$394K
MRD
983
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-49,169
Closed -$864K
HUB.B
984
DELISTED
HUBBELL INC CL-B
HUB.B
– –
-17,429
Closed -$1.48M
WX
985
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
– –
-17,731
Closed -$766K
NLSN
986
DELISTED
Nielsen Holdings plc
NLSN
– –
-8,451
Closed -$376K
ZGNX
987
DELISTED
Zogenix, Inc.
ZGNX
– –
-28,765
Closed -$388K
CY
988
DELISTED
Cypress Semiconductor
CY
– –
-37,056
Closed -$312K
CELG
989
DELISTED
Celgene Corp
CELG
– –
-3,560
Closed -$401K
FENX
990
DELISTED
Fenix Parts, Inc.
FENX
– –
-73,920
Closed -$494K
WNR
991
DELISTED
Western Refining Inc
WNR
– –
-25,840
Closed -$1.14M
PLCM
992
DELISTED
POLYCOM INC
PLCM
– –
-28,290
Closed -$296K
STL
993
DELISTED
Sterling Bancorp
STL
– –
-25,270
Closed -$376K
36 37 38 39
40

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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.