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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 | |
|---|---|---|---|---|---|---|
601
Morgan Stanley
MS
$336B
| $303K | 0.08% |
+9,405
| New | +$313K |
|
602
Meritage Homes
MTH
$4.83B
| $303K | 0.08% |
+17,624
| New | +$322K |
|
603
NETGEAR
NTGR
$664M
| $303K | 0.08% |
+7,111
| New | +$287K |
|
604
Oaktree Specialty Lending
OCSL
$1.03B
| $303K | 0.08% |
+16,029
| New | +$296K |
|
605
OGE Energy
OGE
$10.3B
| $303K | 0.08% |
+11,366
| New | +$305K |
|
606
Universal Display
OLED
$3.7B
| $303K | 0.08% |
+5,500
| New | +$242K |
|
607
Planet Fitness
PLNT
$4.31B
| $303K | 0.08% |
+19,358
| New | +$310K |
|
608
Pinnacle Financial Partners Inc
PNFP
$14.9B
| $303K | 0.08% |
+5,813
| New | +$308K |
|
|
PRA
609
DELISTED
ProAssurance
PRA
| $303K | 0.08% |
6,191
-2,261
| -27% | -$116K |
|
610
Primoris Services
PRIM
$4.89B
| $303K | 0.08% |
+13,569
| New | +$289K |
|
611
Pricesmart
PSMT
$5.76B
| $303K | 0.08% |
+3,629
| New | +$315K |
|
|
P
612
Everpure Inc
P
$24.5B
| $303K | 0.08% |
+18,956
| New | +$322K |
|
613
Saia
SAIA
$11.3B
| $303K | 0.08% |
+13,991
| New | +$361K |
|
614
Simmons First National
SFNC
$3.34B
| $303K | 0.08% |
11,566
-5,780
| -33% | -$152K |
|
615
Sumitomo Mitsui Financial
SMFG
$167B
| $303K | 0.08% |
+39,619
| New | +$312K |
|
616
Simpson Manufacturing
SSD
$7.86B
| $303K | 0.08% |
+8,815
| New | +$320K |
|
617
TransDigm Group
TDG
$69B
| $303K | 0.08% |
+1,329
| New | +$299K |
|
|
TGI
618
DELISTED
Triumph Group
TGI
| $303K | 0.08% |
+7,590
| New | +$307K |
|
619
Texas Roadhouse
TXRH
$12.7B
| $303K | 0.08% |
+8,450
| New | +$300K |
|
620
Virtu Financial
VIRT
$5.14B
| $303K | 0.08% |
+13,447
| New | +$309K |
|
|
VRNT
621
DELISTED
Verint Systems
VRNT
| $303K | 0.08% |
+14,434
| New | +$328K |
|
|
WCN
622
Waste Connections
WCN
$42.8B
| $303K | 0.08% |
+8,018
| New | +$288K |
|
623
Dentsply Sirona
XRAY
$2.61B
| $303K | 0.08% |
+4,937
| New | +$294K |
|
624
United Parks & Resorts
PRKS
$2.11B
| $303K | 0.08% |
+15,239
| New | +$283K |
|
|
BECN
625
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $303K | 0.08% |
+7,263
| New | +$278K |
|
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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.