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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 | |
|---|---|---|---|---|---|---|
|
GTLS
451
DELISTED
Chart Industries
GTLS
| $306K | 0.08% |
+16,937
| New | +$340K |
|
452
Humana
HUM
$47.4B
| $306K | 0.08% |
+1,708
| New | +$300K |
|
453
Incyte
INCY
$23.3B
| $306K | 0.08% |
+2,809
| New | +$313K |
|
454
McKesson
MCK
$96.5B
| $306K | 0.08% |
+1,540
| New | +$291K |
|
|
NOAH
455
Noah Holdings
NOAH
$593M
| $306K | 0.08% |
+10,990
| New | +$320K |
|
456
Paycom
PAYC
$6.47B
| $306K | 0.08% |
+7,995
| New | +$320K |
|
457
Perrigo
PRGO
$1.4B
| $306K | 0.08% |
+2,111
| New | +$325K |
|
458
PTC
PTC
$13.1B
| $306K | 0.08% |
+8,736
| New | +$306K |
|
459
Regions Financial
RF
$26.2B
| $306K | 0.08% |
31,749
+10,388
| +49% | +$99.7K |
|
460
TAL Education Group
TAL
$5.74B
| $306K | 0.08% |
39,450
-35,208
| -47% | -$240K |
|
461
Take-Two Interactive
TTWO
$42.7B
| $306K | 0.08% |
8,635
-26,182
| -75% | -$883K |
|
462
Urban Edge Properties
UE
$2.89B
| $306K | 0.08% |
+12,876
| New | +$300K |
|
463
Upbound Group
UPBD
$1.23B
| $306K | 0.08% |
+20,371
| New | +$389K |
|
464
United Rentals
URI
$70.9B
| $306K | 0.08% |
+4,210
| New | +$304K |
|
465
Vertex Pharmaceuticals
VRTX
$120B
| $306K | 0.08% |
2,418
+390
| +19% | +$47.1K |
|
466
Western Union
WU
$2.6B
| $306K | 0.08% |
+16,827
| New | +$318K |
|
467
Willis Towers Watson
WTW
$27.2B
| $306K | 0.08% |
+2,362
| New | +$280K |
|
468
Wolverine World Wide
WWW
$1.51B
| $306K | 0.08% |
+17,818
| New | +$334K |
|
|
KAMN
469
DELISTED
Kaman Corp
KAMN
| $306K | 0.08% |
+7,405
| New | +$290K |
|
|
MANT
470
DELISTED
Mantech International Corp
MANT
| $306K | 0.08% |
+9,946
| New | +$296K |
|
|
ACC
471
DELISTED
American Campus Communities, Inc.
ACC
| $306K | 0.08% |
+7,379
| New | +$291K |
|
|
INFO
472
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $306K | 0.08% |
+10,095
| New | +$300K |
|
|
HRC
473
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $306K | 0.08% |
6,252
-1,314
| -17% | -$67.1K |
|
|
NGHC
474
DELISTED
National General Holdings Corp
NGHC
| $306K | 0.08% |
+13,821
| New | +$289K |
|
|
WMGI
475
DELISTED
Wright Medical Group Inc
WMGI
| $306K | 0.08% |
12,797
-1,588
| -11% | -$34.4K |
|
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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.