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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
NKE icon
151
Nike
NKE
$61B
$678K 0.18%
10,724
-6,292
-37% -$406K
AZO icon
152
AutoZone
AZO
$48.1B
$671K 0.18%
895
+266
+42% +$203K
SLCA
153
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$668K 0.18%
+36,122
New +$676K
HIG icon
154
Hartford Financial Services
HIG
$39.2B
$661K 0.18%
15,073
+311
+2% +$14.3K
SAFT icon
155
Safety Insurance
SAFT
$1.07B
$659K 0.18%
11,590
+3,274
+39% +$183K
TNET icon
156
TriNet
TNET
$2.77B
$658K 0.18%
+33,953
New +$644K
LVNTA
157
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$649K 0.18%
14,616
+8,099
+124% +$348K
TCF
158
DELISTED
TCF Financial Corporation Common Stock
TCF
$647K 0.18%
18,552
+6,967
+60% +$242K
PWR icon
159
Quanta Services
PWR
$97.3B
$635K 0.17%
+31,054
New +$668K
LII icon
160
Lennox International
LII
$18.5B
$626K 0.17%
4,948
-1,134
-19% -$146K
SPNC
161
DELISTED
Spectranetics Corp
SPNC
$626K 0.17%
+41,127
New +$543K
ACH
162
Accendra Health
ACH
$230M
$618K 0.17%
+16,779
New +$607K
DD icon
163
DuPont de Nemours
DD
$18.6B
$616K 0.17%
+4,707
New +$604K
TEN
164
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$612K 0.17%
13,136
+4,093
+45% +$208K
CRM icon
165
Salesforce
CRM
$127B
$610K 0.17%
7,716
-2,633
-25% -$206K
EQT icon
166
EQT Corp
EQT
$33.9B
$593K 0.16%
21,179
-39,255
-65% -$1.32M
CAFD
167
DELISTED
8point3 Energy Partners LP
CAFD
$590K 0.16%
36,900
-27,844
-43% -$374K
ABM icon
168
ABM Industries
ABM
$2.77B
$570K 0.15%
+19,609
New +$564K
BGS icon
169
B&G Foods
BGS
$287M
$557K 0.15%
+15,591
New +$564K
LNCE
170
DELISTED
Snyders-Lance, Inc.
LNCE
$554K 0.15%
+15,945
New +$576K
AMT icon
171
American Tower
AMT
$78.3B
$547K 0.15%
+5,586
New +$544K
YHOO
172
DELISTED
Yahoo Inc
YHOO
$538K 0.15%
16,118
-61,081
-79% -$2.04M
BMY icon
173
Bristol-Myers Squibb
BMY
$126B
$537K 0.15%
7,730
-29,332
-79% -$1.94M
QCOM icon
174
Qualcomm
QCOM
$179B
$536K 0.15%
10,638
+2,470
+30% +$132K
MDVN
175
DELISTED
MEDIVATION, INC.
MDVN
$531K 0.14%
+11,017
New +$475K
5 6
7
8 9

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TMNFIC
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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.