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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
SLAI
201
DELISTED
SOLAI Ltd ADS
SLAI
$460K 0.12%
321
-45
-12% -$61.6K
VOD icon
202
Vodafone
VOD
$35.4B
$457K 0.12%
+14,235
New +$465K
GS icon
203
Goldman Sachs
GS
$318B
$456K 0.12%
+2,509
New +$466K
WMT icon
204
Walmart Inc
WMT
$859B
$456K 0.12%
22,197
+3,822
+21% +$76.7K
JNJ icon
205
Johnson & Johnson
JNJ
$621B
$454K 0.12%
4,372
-2,273
-34% -$229K
CB icon
206
Chubb
CB
$136B
$453K 0.12%
3,834
-3,744
-49% -$424K
PCAR icon
207
PACCAR
PCAR
$69.3B
$449K 0.12%
14,063
-11,869
-46% -$405K
ZION icon
208
Zions Bancorporation
ZION
$10B
$447K 0.12%
16,297
-5,088
-24% -$146K
WM icon
209
Waste Management
WM
$94.9B
$444K 0.12%
+8,231
New +$437K
SWFT
210
DELISTED
Swift Transportation Company
SWFT
$439K 0.12%
+32,297
New +$492K
LAB icon
211
Standard BioTools
LAB
$334M
$438K 0.12%
+40,927
New +$402K
FIVE icon
212
Five Below
FIVE
$11.2B
$434K 0.12%
13,520
-10,142
-43% -$325K
HNT
213
DELISTED
HEALTH NET INC
HNT
$434K 0.12%
+6,309
New +$404K
ETN icon
214
Eaton
ETN
$161B
$433K 0.12%
+8,243
New +$446K
BAC icon
215
Bank of America
BAC
$429B
$427K 0.12%
+25,084
New +$424K
LNW
216
DELISTED
Light & Wonder
LNW
$427K 0.12%
48,064
-12,231
-20% -$118K
LEA icon
217
Lear
LEA
$7.08B
$425K 0.12%
+3,421
New +$417K
CTSH icon
218
Cognizant
CTSH
$20.1B
$422K 0.11%
6,927
+2,087
+43% +$135K
DAL icon
219
Delta Air Lines
DAL
$53.5B
$421K 0.11%
8,242
-15,946
-66% -$788K
P
220
DELISTED
Pandora Media Inc
P
$421K 0.11%
31,530
+6,518
+26% +$97.1K
BETR
221
DELISTED
Amplify Snack Brands, Inc.
BETR
$418K 0.11%
+37,458
New +$441K
FN icon
222
Fabrinet
FN
$18.6B
$415K 0.11%
17,216
-22,877
-57% -$510K
UPS icon
223
United Parcel Service
UPS
$97.2B
$414K 0.11%
4,263
+178
+4% +$18.2K
GRA
224
DELISTED
W.R. Grace & Co.
GRA
$412K 0.11%
4,114
-1,264
-24% -$124K
EA icon
225
Electronic Arts
EA
$52.4B
$411K 0.11%
5,911
+2,197
+59% +$154K
7 8
9
10 11

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
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
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.