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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 | |
|---|---|---|---|---|---|---|
|
TAL
351
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $313K | 0.08% |
+19,736
| New | +$346K |
|
352
Flex
FLEX
$46.9B
| $312K | 0.08% |
+36,657
| New | +$310K |
|
353
Newmont
NEM
$101B
| $312K | 0.08% |
+17,511
| New | +$322K |
|
354
Prothena Corp
PRTA
$447M
| $312K | 0.08% |
+4,484
| New | +$270K |
|
|
WDR
355
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $312K | 0.08% |
+10,925
| New | +$375K |
|
|
HMSY
356
DELISTED
HMS Holdings Corp.
HMSY
| $312K | 0.08% |
+24,620
| New | +$280K |
|
357
Gen Digital
GEN
$15.1B
| $311K | 0.08% |
14,614
-42,189
| -74% | -$858K |
|
358
Invesco Mortgage Capital
IVR
$782M
| $311K | 0.08% |
+2,502
| New | +$318K |
|
359
Radian Group
RDN
$5.07B
| $311K | 0.08% |
+23,034
| New | +$338K |
|
360
Ross Stores
ROST
$74.5B
| $311K | 0.08% |
+5,700
| New | +$291K |
|
361
Sunrun
RUN
$2.48B
| $311K | 0.08% |
+26,522
| New | +$242K |
|
362
Sarepta Therapeutics
SRPT
$1.68B
| $311K | 0.08% |
+7,934
| New | +$257K |
|
|
TWO
363
Two Harbors Investment
TWO
$1.27B
| $311K | 0.08% |
+4,761
| New | +$325K |
|
|
ICPT
364
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $311K | 0.08% |
+2,071
| New | +$351K |
|
|
MXIM
365
DELISTED
Maxim Integrated Products
MXIM
| $311K | 0.08% |
+8,159
| New | +$312K |
|
|
ZAYO
366
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $311K | 0.08% |
+11,968
| New | +$304K |
|
|
PF
367
DELISTED
Pinnacle Foods, Inc.
PF
| $311K | 0.08% |
+7,262
| New | +$311K |
|
|
AAN.A
368
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $311K | 0.08% |
+13,791
| New | +$311K |
|
369
Automatic Data Processing
ADP
$97.1B
| $310K | 0.08% |
3,600
-1,255
| -26% | -$108K |
|
370
Agnico Eagle Mines
AEM
$72.3B
| $310K | 0.08% |
+11,836
| New | +$323K |
|
371
Coty
COTY
$2.29B
| $310K | 0.08% |
+12,114
| New | +$337K |
|
372
Goodyear
GT
$2.02B
| $310K | 0.08% |
9,319
-11,417
| -55% | -$374K |
|
373
Liberty Broadband Class A
LBRDA
$4.26B
| $310K | 0.08% |
+6,000
| New | +$319K |
|
374
LKQ Corp
LKQ
$6.32B
| $310K | 0.08% |
+10,419
| New | +$303K |
|
375
Madison Square Garden
MSGS
$9.49B
| $310K | 0.08% |
+2,688
| New | +$324K |
|
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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.