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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 | |
|---|---|---|---|---|---|---|
526
Alkermes
ALKS
$8.76B
| $304K | 0.08% |
+3,861
| New | +$270K |
|
|
ARI
527
Apollo Commercial Real Estate
ARI
$890M
| $304K | 0.08% |
+17,742
| New | +$303K |
|
528
Box
BOX
$4.01B
| $304K | 0.08% |
+21,844
| New | +$287K |
|
529
Burlington
BURL
$22.1B
| $304K | 0.08% |
7,067
-23,190
| -77% | -$1.07M |
|
530
CACI
CACI
$10.9B
| $304K | 0.08% |
+3,224
| New | +$299K |
|
531
Columbia Sportswear
COLM
$3.19B
| $304K | 0.08% |
+6,217
| New | +$318K |
|
532
Cytokinetics
CYTK
$11B
| $304K | 0.08% |
+28,978
| New | +$284K |
|
533
FirstCash
FCFS
$8.7B
| $304K | 0.08% |
+8,090
| New | +$316K |
|
|
HI
534
DELISTED
Hillenbrand
HI
| $304K | 0.08% |
+10,165
| New | +$298K |
|
535
Honda
HMC
$36.6B
| $304K | 0.08% |
+9,489
| New | +$308K |
|
536
LG Display
LPL
$3.21B
| $304K | 0.08% |
+28,925
| New | +$291K |
|
537
lululemon athletica
LULU
$13B
| $304K | 0.08% |
5,879
-12,880
| -69% | -$649K |
|
538
Mondelez International
MDLZ
$77.6B
| $304K | 0.08% |
+6,683
| New | +$299K |
|
|
MOMO
539
Hello Group
MOMO
$870M
| $304K | 0.08% |
+18,918
| New | +$262K |
|
540
Enviri
NVRI
$630M
| $304K | 0.08% |
+38,655
| New | +$378K |
|
541
Old Republic International
ORI
$10.2B
| $304K | 0.08% |
+16,051
| New | +$289K |
|
542
uniQure
QURE
$2.63B
| $304K | 0.08% |
+18,850
| New | +$349K |
|
543
Regis Corp
RGS
$68.1M
| $304K | 0.08% |
+1,051
| New | +$318K |
|
544
Rayonier
RYN
$6.49B
| $304K | 0.08% |
+14,882
| New | +$313K |
|
|
SAGE
545
DELISTED
Sage Therapeutics
SAGE
| $304K | 0.08% |
5,197
-4,692
| -47% | -$232K |
|
546
Sherwin-Williams
SHW
$78.3B
| $304K | 0.08% |
3,483
-5,445
| -61% | -$471K |
|
547
Southern Company
SO
$109B
| $304K | 0.08% |
+6,491
| New | +$294K |
|
548
Woodward
WWD
$24.9B
| $304K | 0.08% |
+5,992
| New | +$283K |
|
|
ARGO
549
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $304K | 0.08% |
+6,322
| New | +$310K |
|
|
GWB
550
DELISTED
Great Western Bancorp, Inc.
GWB
| $304K | 0.08% |
+10,332
| New | +$294K |
|
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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.