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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 | |
|---|---|---|---|---|---|---|
401
Commault Systems
CVLT
$5.85B
| $308K | 0.08% |
+7,754
| New | +$303K |
|
402
Edwards Lifesciences
EW
$48.3B
| $308K | 0.08% |
11,655
-45,933
| -80% | -$1.19M |
|
403
F5
FFIV
$21.9B
| $308K | 0.08% |
+3,139
| New | +$339K |
|
404
Mercury Insurance
MCY
$5.84B
| $308K | 0.08% |
+6,522
| New | +$330K |
|
405
Rayonier Advanced Materials
RYAM
$569M
| $308K | 0.08% |
+31,871
| New | +$297K |
|
406
T-Mobile US
TMUS
$183B
| $308K | 0.08% |
7,752
-15,326
| -66% | -$592K |
|
407
Toll Brothers
TOL
$13.7B
| $308K | 0.08% |
+9,180
| New | +$328K |
|
|
CMRX
408
DELISTED
Chimerix, Inc.
CMRX
| $308K | 0.08% |
+36,903
| New | +$1.33M |
|
|
NPTN
409
DELISTED
NEOPHOTONICS CORP
NPTN
| $308K | 0.08% |
+27,422
| New | +$248K |
|
|
EGOV
410
DELISTED
NIC Inc
EGOV
| $308K | 0.08% |
+15,345
| New | +$301K |
|
411
Acadia Pharmaceuticals
ACAD
$4.25B
| $307K | 0.08% |
+8,559
| New | +$302K |
|
412
AES
AES
$10.6B
| $307K | 0.08% |
+32,249
| New | +$323K |
|
413
Altisource Portfolio Solutions
ASPS
$65.4M
| $307K | 0.08% |
+1,373
| New | +$305K |
|
414
Axalta
AXTA
$6.78B
| $307K | 0.08% |
+11,533
| New | +$322K |
|
415
Builders FirstSource
BLDR
$7.59B
| $307K | 0.08% |
+28,606
| New | +$364K |
|
416
Blackstone Mortgage Trust
BXMT
$2.78B
| $307K | 0.08% |
+11,404
| New | +$318K |
|
417
CNA Financial
CNA
$14.1B
| $307K | 0.08% |
+8,638
| New | +$309K |
|
418
Copa Holdings
CPA
$5.54B
| $307K | 0.08% |
+6,373
| New | +$332K |
|
419
Customers Bancorp
CUBI
$2.57B
| $307K | 0.08% |
11,008
-3,744
| -25% | -$104K |
|
420
Darling Ingredients
DAR
$10.1B
| $307K | 0.08% |
+29,051
| New | +$303K |
|
421
Federated Hermes
FHI
$4.35B
| $307K | 0.08% |
+10,666
| New | +$322K |
|
422
Liberty Media Series C
FWONK
$24.2B
| $307K | 0.08% |
+11,466
| New | +$311K |
|
423
Graphic Packaging
GPK
$3.25B
| $307K | 0.08% |
+23,861
| New | +$321K |
|
424
Huntsman Corp
HUN
$2.25B
| $307K | 0.08% |
+27,253
| New | +$323K |
|
425
Main Street Capital
MAIN
$4.94B
| $307K | 0.08% |
+10,450
| New | +$314K |
|
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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.