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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
TXT icon
176
Textron
TXT
$16.2B
$530K 0.14%
+12,489
New +$516K
STNG icon
177
Scorpio Tankers
STNG
$3.95B
$529K 0.14%
+6,689
New +$594K
HDS
178
DELISTED
HD Supply Holdings, Inc.
HDS
$524K 0.14%
+17,397
New +$522K
FWONA icon
179
Liberty Media Series A
FWONA
$22.2B
$521K 0.14%
+19,708
New +$525K
TVTX icon
180
Travere Therapeutics
TVTX
$5.21B
$518K 0.14%
+26,344
New +$526K
RAI
181
DELISTED
Reynolds American Inc
RAI
$518K 0.14%
11,116
-8,837
-44% -$409K
VMC icon
182
Vulcan Materials
VMC
$35.6B
$515K 0.14%
+5,394
New +$523K
SYF icon
183
Synchrony
SYF
$23.2B
$509K 0.14%
+16,733
New +$524K
SRC
184
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$505K 0.14%
11,290
+1,031
+10% +$45.7K
LRCX icon
185
Lam Research
LRCX
$398B
$504K 0.14%
62,940
-72,950
-54% -$549K
PRU icon
186
Prudential Financial
PRU
$40.8B
$497K 0.13%
6,049
+2,793
+86% +$231K
NBL
187
DELISTED
Noble Energy, Inc.
NBL
$492K 0.13%
15,250
+5,110
+50% +$179K
ANF icon
188
Abercrombie & Fitch
ANF
$4.05B
$489K 0.13%
17,827
-28,110
-61% -$653K
CME icon
189
CME Group
CME
$91.6B
$486K 0.13%
5,318
+1,330
+33% +$125K
MKTO
190
DELISTED
MARKETO INC COM STK (DE)
MKTO
$483K 0.13%
+17,014
New +$504K
KO icon
191
Coca-Cola
KO
$349B
$482K 0.13%
+11,078
New +$470K
EXPR
192
DELISTED
Express, Inc.
EXPR
$481K 0.13%
+1,381
New +$498K
F icon
193
Ford
F
$56.1B
$476K 0.13%
33,573
-9,842
-23% -$143K
TNK icon
194
Teekay Tankers
TNK
$2.63B
$475K 0.13%
+8,578
New +$504K
KATE
195
DELISTED
Kate Spade & Company
KATE
$472K 0.13%
+26,950
New +$526K
OEC icon
196
Orion
OEC
$395M
$470K 0.13%
+37,917
New +$499K
NMBL
197
DELISTED
Nimble Storage, Inc.
NMBL
$467K 0.13%
+49,634
New +$852K
MHFI
198
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$467K 0.13%
+4,687
New +$444K
CAC icon
199
Camden National
CAC
$908M
$462K 0.13%
+15,414
New +$439K
DISH
200
DELISTED
DISH Network Corp.
DISH
$461K 0.13%
8,023
+1,642
+26% +$101K
6 7
8
9 10

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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
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.