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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
JOYY
101
JOYY Inc
JOYY
$3.67B
$714K 0.19%
11,355
+3,768
+50% +$224K
ITT icon
102
ITT
ITT
$17.3B
$713K 0.19%
+19,447
New +$730K
RTN
103
DELISTED
Raytheon Company
RTN
$713K 0.19%
+5,669
New +$681K
VTRS icon
104
Viatris
VTRS
$19.6B
$710K 0.19%
13,012
+3,077
+31% +$148K
LNC icon
105
Lincoln National
LNC
$7.83B
$709K 0.19%
13,952
+4,559
+49% +$239K
MAT icon
106
Mattel
MAT
$4.15B
$709K 0.19%
+25,838
New +$636K
BWLD
107
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$707K 0.19%
+4,392
New +$732K
FTR
108
DELISTED
Frontier Communications Corp.
FTR
$707K 0.19%
10,110
-4,924
-33% -$366K
BLK icon
109
Blackrock
BLK
$164B
$706K 0.19%
2,063
+819
+66% +$279K
IART icon
110
Integra LifeSciences
IART
$1.44B
$706K 0.19%
20,656
+6,346
+44% +$198K
BXLT
111
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$706K 0.19%
18,066
-18,996
-51% -$662K
WCG
112
DELISTED
Wellcare Health Plans, Inc.
WCG
$705K 0.19%
8,899
+6,297
+242% +$522K
HW
113
DELISTED
Headwaters Inc
HW
$705K 0.19%
+41,940
New +$789K
BABA icon
114
Alibaba
BABA
$276B
$704K 0.19%
8,618
+1,835
+27% +$144K
BERY
115
DELISTED
Berry Global Group, Inc.
BERY
$704K 0.19%
+21,440
New +$680K
FINL
116
DELISTED
Finish Line
FINL
$704K 0.19%
+38,960
New +$693K
ATML
117
DELISTED
ATMEL CORP
ATML
$704K 0.19%
+81,159
New +$680K
CRTO icon
118
Criteo
CRTO
$1.07B
$703K 0.19%
+17,667
New +$701K
ENOV icon
119
Enovis
ENOV
$1.51B
$703K 0.19%
+17,483
New +$803K
FMER
120
DELISTED
FIRSTMERIT CORP
FMER
$703K 0.19%
37,169
+16,230
+78% +$309K
HLF icon
121
Herbalife
HLF
$1.23B
$702K 0.19%
+26,088
New +$725K
HSY icon
122
Hershey
HSY
$34.6B
$702K 0.19%
+7,751
New +$695K
AAL icon
123
American Airlines Group
AAL
$9.05B
$701K 0.19%
16,385
-2,274
-12% -$98.5K
ENR icon
124
Energizer
ENR
$1.38B
$701K 0.19%
+20,111
New +$768K
EWBC icon
125
East-West Bancorp
EWBC
$17.8B
$701K 0.19%
+16,720
New +$688K
3 4
5
6 7

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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.