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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 | |
|---|---|---|---|---|---|---|
376
Pilgrim's Pride
PPC
$6.64B
| $310K | 0.08% |
+13,891
| New | +$284K |
|
377
Rithm Capital
RITM
$5.01B
| $310K | 0.08% |
+25,867
| New | +$319K |
|
378
RenaissanceRe
RNR
$13.3B
| $310K | 0.08% |
+2,706
| New | +$299K |
|
379
SITE Centers
SITC
$224M
| $310K | 0.08% |
14,255
+5,054
| +55% | +$109K |
|
380
Telefônica Brasil
VIV
$21.9B
| $310K | 0.08% |
34,385
-6,169
| -15% | -$61.1K |
|
|
DRII
381
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $310K | 0.08% |
+12,111
| New | +$318K |
|
|
FNSR
382
DELISTED
Finisar Corp
FNSR
| $310K | 0.08% |
21,269
-16,027
| -43% | -$198K |
|
383
AMC Global Media
AMCX
$430M
| $309K | 0.08% |
4,088
-729
| -15% | -$56K |
|
384
Affiliated Managers Group
AMG
$9.19B
| $309K | 0.08% |
1,921
-6,015
| -76% | -$1.03M |
|
385
C.H. Robinson
CHRW
$24.2B
| $309K | 0.08% |
+4,954
| New | +$334K |
|
386
Enerpac Tool Group
EPAC
$1.76B
| $309K | 0.08% |
+12,741
| New | +$293K |
|
387
OneMain Financial
OMF
$6.79B
| $309K | 0.08% |
+7,495
| New | +$344K |
|
388
Qorvo
QRVO
$7.65B
| $309K | 0.08% |
+5,997
| New | +$307K |
|
389
Republic Services
RSG
$66.9B
| $309K | 0.08% |
+6,949
| New | +$303K |
|
390
W.R. Berkley
WRB
$27.2B
| $309K | 0.08% |
+18,708
| New | +$305K |
|
|
BPFH
391
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $309K | 0.08% |
+26,752
| New | +$311K |
|
|
DATA
392
DELISTED
Tableau Software, Inc.
DATA
| $309K | 0.08% |
+3,262
| New | +$293K |
|
|
VWR
393
DELISTED
VWR Corporation
VWR
| $309K | 0.08% |
+10,911
| New | +$289K |
|
|
DMND
394
DELISTED
DIAMOND FOODS, INC.
DMND
| $309K | 0.08% |
+7,958
| New | +$301K |
|
|
AWH
395
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $309K | 0.08% |
8,201
-9,788
| -54% | -$362K |
|
|
HOT
396
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $309K | 0.08% |
4,413
-3,915
| -47% | -$279K |
|
397
Arthur J. Gallagher & Co
AJG
$62.2B
| $308K | 0.08% |
7,451
-2,479
| -25% | -$107K |
|
398
AXIS Capital
AXS
$8.45B
| $308K | 0.08% |
+5,419
| New | +$299K |
|
399
Popular Inc
BPOP
$10.9B
| $308K | 0.08% |
+10,799
| New | +$319K |
|
400
Church & Dwight Co
CHD
$22.8B
| $308K | 0.08% |
+7,170
| New | +$307K |
|
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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.