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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 | |
|---|---|---|---|---|---|---|
576
Capitol Federal Financial
CFFN
$1.07B
| $303K | 0.08% |
+23,655
| New | +$301K |
|
577
Chunghwa Telecom
CHT
$33.1B
| $303K | 0.08% |
+10,059
| New | +$306K |
|
578
Cooper Companies
COO
$13.8B
| $303K | 0.08% |
8,952
+1,716
| +24% | +$61.4K |
|
579
Dolby
DLB
$4.71B
| $303K | 0.08% |
+8,883
| New | +$305K |
|
580
Duluth Holdings
DLTH
$160M
| $303K | 0.08% |
+20,773
| New | +$313K |
|
581
DaVita
DVA
$15.1B
| $303K | 0.08% |
+4,329
| New | +$317K |
|
582
Eagle Bancorp
EGBN
$851M
| $303K | 0.08% |
+5,935
| New | +$298K |
|
|
EMBJ
583
Embraer S.A. ADS
EMBJ
$11.7B
| $303K | 0.08% |
+10,164
| New | +$298K |
|
584
ESCO Technologies
ESE
$8.69B
| $303K | 0.08% |
+8,218
| New | +$308K |
|
585
Essent Group
ESNT
$6.01B
| $303K | 0.08% |
+13,610
| New | +$330K |
|
586
Ethan Allen Interiors
ETD
$575M
| $303K | 0.08% |
+10,816
| New | +$302K |
|
587
First Financial Bancorp
FFBC
$3.57B
| $303K | 0.08% |
+16,584
| New | +$318K |
|
588
Forward Air
FWRD
$488M
| $303K | 0.08% |
+6,986
| New | +$313K |
|
589
The GEO Group
GEO
$4.2B
| $303K | 0.08% |
+15,891
| New | +$318K |
|
590
Gaming and Leisure Properties
GLPI
$12.7B
| $303K | 0.08% |
+10,913
| New | +$312K |
|
591
Heron Therapeutics
HRTX
$87.5M
| $303K | 0.08% |
+10,854
| New | +$290K |
|
592
InterContinental Hotels
IHG
$22.9B
| $303K | 0.08% |
+5,871
| New | +$295K |
|
|
IRBT
593
DELISTED
iRobot
IRBT
| $303K | 0.08% |
+8,412
| New | +$272K |
|
594
James River Group Holdings
JRVR
$212M
| $303K | 0.08% |
+8,914
| New | +$270K |
|
595
Kearny Financial
KRNY
$590M
| $303K | 0.08% |
+23,599
| New | +$288K |
|
596
Liberty Latin America Class A
LILA
$1.52B
| $303K | 0.08% |
+11,707
| New | +$280K |
|
|
597
Liberty Latin America Class C
LILAK
$1.51B
| $303K | 0.08% |
+8,408
| New | +$274K |
|
598
Matthews International
MATW
$860M
| $303K | 0.08% |
+5,551
| New | +$310K |
|
599
MKS Inc
MKSI
$23.1B
| $303K | 0.08% |
+8,257
| New | +$294K |
|
600
Morningstar
MORN
$6.46B
| $303K | 0.08% |
+3,737
| New | +$303K |
|
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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.