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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
Cap. Flow
+$160M
Cap. Flow %
43.44%
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
KMI icon
Kinder Morgan
KMI
+$1.55M
5
BIIB icon
Biogen
BIIB
+$1.53M

Top Sells

Rank Stock Value
1
YHOO
Yahoo Inc
YHOO
+$2.04M
2
BMY icon
Bristol-Myers Squibb
BMY
+$1.94M
3
ANDV
Andeavor
ANDV
+$1.84M
4
LQ
La Quinta Holdings Inc.
LQ
+$1.63M
5
AMZN icon
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
NAVI icon
26
Navient
NAVI
$809M
$1.09M 0.3%
+96,086
New +$1.18M
KR icon
27
Kroger
KR
$35.3B
$1.09M 0.29%
+25,664
New +$995K
NUVA
28
DELISTED
NuVasive, Inc.
NUVA
$1.05M 0.28%
19,095
+11,422
+149% +$582K
NRF
29
DELISTED
NorthStar Realty Finance Corp.
NRF
$1.04M 0.28%
+63,273
New +$1.27M
KSS icon
30
Kohl's
KSS
$2.16B
$1.04M 0.28%
+21,571
New +$997K
AMP icon
31
Ameriprise Financial
AMP
$47.4B
$1.02M 0.28%
+9,536
New +$1.07M
CLVS
32
DELISTED
Clovis Oncology, Inc.
CLVS
$1.02M 0.28%
+29,721
New +$1.92M
ENH
33
DELISTED
Endurance Specialty Holdings Ltd
ENH
$1.02M 0.28%
+15,658
New +$1.01M
AMAT icon
34
Applied Materials
AMAT
$440B
$1.01M 0.28%
53,547
-27,117
-34% -$471K
FNB icon
35
FNB Corp
FNB
$6.71B
$1.01M 0.28%
+74,785
New +$1.02M
TFC icon
36
Truist Financial
TFC
$63.2B
$1.01M 0.27%
+26,589
New +$1M
KDP icon
37
Keurig Dr Pepper
KDP
$41.1B
$1.01M 0.27%
10,675
+7,624
+250% +$676K
PACB icon
38
Pacific Biosciences
PACB
$429M
$1.01M 0.27%
+77,048
New +$691K
IVZ icon
39
Invesco
IVZ
$13.5B
$1.01M 0.27%
30,229
-9,828
-25% -$322K
SMG icon
40
ScottsMiracle-Gro
SMG
$4B
$1.01M 0.27%
+15,459
New +$1.02M
TIMB icon
41
TIM SA
TIMB
$10.5B
$1.01M 0.27%
117,470
+25,260
+27% +$253K
EQC
42
DELISTED
Equity Commonwealth
EQC
$1.01M 0.27%
36,099
+22,072
+157% +$618K
DVAX
43
DELISTED
Dynavax Technologies
DVAX
$1.01M 0.27%
+41,849
New +$1.05M
GD icon
44
General Dynamics
GD
$101B
$1.01M 0.27%
+7,235
New +$1.03M
EXP icon
45
Eagle Materials
EXP
$6.28B
$1.01M 0.27%
+16,725
New +$1.11M
KEY icon
46
KeyCorp
KEY
$24.8B
$1.01M 0.27%
75,976
+33,208
+78% +$435K
EVR icon
47
Evercore
EVR
$13B
$1M 0.27%
18,389
+10,004
+119% +$540K
FITB
48
Fifth Third Bancorp
FITB
$52.3B
$1M 0.27%
+49,609
New +$983K
WAL icon
49
Western Alliance Bancorporation
WAL
$9.11B
$1M 0.27%
27,807
+15,705
+130% +$567K
MBT
50
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$1M 0.27%
+164,290
New +$1.15M
1
2
3 4 5

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CCM
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GPC
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CBT
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FSCP
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RG
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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.