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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 | |
|---|---|---|---|---|---|---|
676
Highwoods Properties
HIW
$3.61B
| $302K | 0.08% |
+6,864
| New | +$293K |
|
677
Healthcare Realty
HR
$7.33B
| $302K | 0.08% |
+11,146
| New | +$288K |
|
|
IPG
678
DELISTED
Interpublic Group of Companies
IPG
| $302K | 0.08% |
12,824
-25,715
| -67% | -$578K |
|
679
Itron
ITRI
$3.72B
| $302K | 0.08% |
+8,300
| New | +$293K |
|
680
St. Joe Company
JOE
$3.57B
| $302K | 0.08% |
+16,093
| New | +$315K |
|
681
LXP Industrial Trust
LXP
$3.53B
| $302K | 0.08% |
+7,489
| New | +$318K |
|
|
MASI
682
DELISTED
Masimo
MASI
| $302K | 0.08% |
+7,153
| New | +$292K |
|
683
MBIA
MBI
$293M
| $302K | 0.08% |
+46,576
| New | +$316K |
|
684
Moelis & Co
MC
$4.88B
| $302K | 0.08% |
+10,289
| New | +$295K |
|
685
MDU Resources
MDU
$4.42B
| $302K | 0.08% |
+42,849
| New | +$297K |
|
686
MGE Energy Inc
MGEE
$3.11B
| $302K | 0.08% |
+6,454
| New | +$277K |
|
687
Mine Safety
MSA
$6.72B
| $302K | 0.08% |
+6,850
| New | +$300K |
|
688
National CineMedia
NCMI
$350M
| $302K | 0.08% |
+1,917
| New | +$284K |
|
689
National Health Investors
NHI
$3.88B
| $302K | 0.08% |
+4,902
| New | +$292K |
|
690
Novartis
NVS
$297B
| $302K | 0.08% |
+3,858
| New | +$306K |
|
691
Northwest Natural Holdings
NWN
$2.16B
| $302K | 0.08% |
+5,878
| New | +$283K |
|
692
Quanex
NX
$839M
| $302K | 0.08% |
+14,348
| New | +$277K |
|
|
PCH
693
DELISTED
PotlatchDeltic
PCH
| $302K | 0.08% |
+9,763
| New | +$305K |
|
694
Insulet
PODD
$11B
| $302K | 0.08% |
+7,760
| New | +$261K |
|
695
Progress Software
PRGS
$1.51B
| $302K | 0.08% |
+12,601
| New | +$301K |
|
696
Park National Corp
PRK
$3.35B
| $302K | 0.08% |
+3,240
| New | +$302K |
|
697
LiveRamp
RAMP
$2.29B
| $302K | 0.08% |
+14,105
| New | +$308K |
|
698
RBC Bearings
RBC
$18.8B
| $302K | 0.08% |
+4,586
| New | +$306K |
|
699
RPM International
RPM
$13.4B
| $302K | 0.08% |
+6,807
| New | +$307K |
|
700
Sinclair Inc
SBGI
$965M
| $302K | 0.08% |
+9,447
| New | +$300K |
|
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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.