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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
(+81%)
Cap. Flow
+$160M
Cap. Flow
% of AUM
43.44%
Top 10 Holdings %
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 |
Kinder Morgan
KMI
|
+$1.55M |
| 5 |
Biogen
BIIB
|
+$1.53M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
YHOO
Yahoo Inc
YHOO
|
+$2.04M |
| 2 |
Bristol-Myers Squibb
BMY
|
+$1.94M |
| 3 |
ANDV
Andeavor
ANDV
|
+$1.84M |
| 4 |
LQ
La Quinta Holdings Inc.
LQ
|
+$1.63M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
226
Constellium
CSTM
$4.08B
| $410K | 0.11% |
+52,538
| New | +$366K |
|
227
O'Reilly Automotive
ORLY
$71.4B
| $410K | 0.11% |
+23,940
| New | +$415K |
|
228
Aptiv
APTV
$11.9B
| $407K | 0.11% |
4,699
-561
| -11% | -$46.9K |
|
229
Ashland
ASH
$3.05B
| $407K | 0.11% |
+7,996
| New | +$421K |
|
|
TWX
230
DELISTED
Time Warner Inc
TWX
| $407K | 0.11% |
6,308
-1,501
| -19% | -$105K |
|
231
IBM
IBM
$194B
| $403K | 0.11% |
+3,042
| New | +$409K |
|
|
PARA
232
DELISTED
Paramount Global Class B
PARA
| $401K | 0.11% |
8,562
-5,815
| -40% | -$273K |
|
233
The Greenbrier Companies
GBX
$1.59B
| $400K | 0.11% |
+12,415
| New | +$426K |
|
234
Herc Holdings
HRI
$5.45B
| $400K | 0.11% |
+9,490
| New | +$476K |
|
235
Revvity
RVTY
$12.6B
| $400K | 0.11% |
7,417
-1,286
| -15% | -$65.5K |
|
236
Universal Insurance Holdings
UVE
$1.05B
| $400K | 0.11% |
16,591
+2,867
| +21% | +$78.9K |
|
237
Xylem
XYL
$27.8B
| $400K | 0.11% |
+10,849
| New | +$392K |
|
|
WBC
238
DELISTED
WABCO HOLDINGS INC.
WBC
| $400K | 0.11% |
+3,901
| New | +$415K |
|
|
VIAB
239
DELISTED
Viacom Inc. Class B
VIAB
| $400K | 0.11% |
+9,785
| New | +$459K |
|
240
Children's Place
PLCE
$58.7M
| $399K | 0.11% |
+7,206
| New | +$388K |
|
241
KB Home
KBH
$3.41B
| $396K | 0.11% |
31,774
-23,115
| -42% | -$311K |
|
242
Citigroup
C
$221B
| $394K | 0.11% |
7,554
-22,413
| -75% | -$1.19M |
|
|
SGEN
243
DELISTED
Seagen Inc. Common Stock
SGEN
| $394K | 0.11% |
8,727
+3,311
| +61% | +$138K |
|
|
MRTX
244
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $393K | 0.11% |
+12,830
| New | +$453K |
|
|
LTRPA
245
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $392K | 0.11% |
12,679
+2,743
| +28% | +$80.8K |
|
246
Constellation Brands
STZ
$22.1B
| $390K | 0.11% |
+2,707
| New | +$373K |
|
247
SL Green Realty
SLG
$3.81B
| $384K | 0.1% |
+3,484
| New | +$390K |
|
248
Tyson Foods
TSN
$20B
| $382K | 0.1% |
7,111
-19,880
| -74% | -$956K |
|
249
American International
AIG
$41.4B
| $380K | 0.1% |
+6,077
| New | +$371K |
|
250
Northrop Grumman
NOC
$75.8B
| $380K | 0.1% |
2,000
+506
| +34% | +$92.8K |
|
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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.