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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 | |
|---|---|---|---|---|---|---|
276
Equity Residential
EQR
$25.6B
| $349K | 0.09% |
+4,257
| New | +$336K |
|
|
MNK
277
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $349K | 0.09% |
4,636
-730
| -14% | -$49.2K |
|
278
Skywest
SKYW
$3.82B
| $346K | 0.09% |
+17,681
| New | +$346K |
|
279
Norfolk Southern
NSC
$78.3B
| $343K | 0.09% |
+4,039
| New | +$346K |
|
|
FRAN
280
DELISTED
Francesca's Holdings Corporation
FRAN
| $341K | 0.09% |
+1,609
| New | +$282K |
|
281
Lowe's Companies
LOW
$113B
| $339K | 0.09% |
+4,422
| New | +$328K |
|
|
UCB
282
United Community Banks
UCB
$4.18B
| $338K | 0.09% |
+17,128
| New | +$348K |
|
|
SCS
283
DELISTED
Steelcase
SCS
| $337K | 0.09% |
+22,504
| New | +$424K |
|
|
VMW
284
DELISTED
VMware, Inc
VMW
| $337K | 0.09% |
+5,911
| New | +$368K |
|
285
Adtran
ADTN
$822M
| $336K | 0.09% |
+19,407
| New | +$309K |
|
286
UnitedHealth
UNH
$385B
| $336K | 0.09% |
2,829
-5,819
| -67% | -$680K |
|
287
Macerich
MAC
$7.17B
| $335K | 0.09% |
+4,104
| New | +$330K |
|
288
TriMas Corp
TRS
$1.44B
| $335K | 0.09% |
+17,744
| New | +$344K |
|
289
Whirlpool
WHR
$2.31B
| $335K | 0.09% |
+2,258
| New | +$350K |
|
|
FLOW
290
DELISTED
SPX FLOW, Inc.
FLOW
| $335K | 0.09% |
+12,371
| New | +$407K |
|
|
ACAT
291
DELISTED
Arctic Cat Inc
ACAT
| $334K | 0.09% |
+20,747
| New | +$427K |
|
292
ArcBest
ARCB
$3.5B
| $333K | 0.09% |
15,783
-723
| -4% | -$17.9K |
|
|
GRMN
293
Garmin
GRMN
$46.3B
| $333K | 0.09% |
+8,922
| New | +$325K |
|
294
Agilent Technologies
A
$39.5B
| $332K | 0.09% |
+7,875
| New | +$305K |
|
|
CIVI
295
DELISTED
Civitas Solutions, Inc.
CIVI
| $332K | 0.09% |
+11,268
| New | +$294K |
|
|
SPLS
296
DELISTED
Staples Inc
SPLS
| $332K | 0.09% |
34,888
-20,308
| -37% | -$238K |
|
297
Weis Markets
WMK
$1.85B
| $331K | 0.09% |
+7,254
| New | +$307K |
|
|
NSTG
298
DELISTED
NanoString Technologies, Inc.
NSTG
| $331K | 0.09% |
22,519
-1,383
| -6% | -$20.3K |
|
299
Kraft Heinz
KHC
$30.1B
| $329K | 0.09% |
+4,462
| New | +$329K |
|
300
Viavi Solutions
VIAV
$10.3B
| $329K | 0.09% |
+54,058
| New | +$328K |
|
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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.