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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
SJM icon
701
J.M. Smucker
SJM
$12.4B
$302K 0.08%
+2,439
New +$291K
SLAB icon
702
Silicon Laboratories
SLAB
$7.15B
$302K 0.08%
+6,070
New +$300K
SNN icon
703
Smith & Nephew
SNN
$12.5B
$302K 0.08%
+8,412
New +$288K
SPB icon
704
Spectrum Brands
SPB
$2.01B
$302K 0.08%
2,959
-1,125
-28% -$108K
STAG icon
705
STAG Industrial
STAG
$7.74B
$302K 0.08%
+16,198
New +$316K
SXT icon
706
Sensient Technologies
SXT
$4.98B
$302K 0.08%
+4,723
New +$305K
TECH icon
707
Bio-Techne
TECH
$11.2B
$302K 0.08%
+13,256
New +$302K
TGTX icon
708
TG Therapeutics
TGTX
$8.5B
$302K 0.08%
+25,270
New +$319K
TILE icon
709
Interface
TILE
$1.9B
$302K 0.08%
+15,379
New +$317K
TTEK icon
710
Tetra Tech
TTEK
$7.93B
$302K 0.08%
+57,105
New +$305K
V icon
711
Visa
V
$669B
$302K 0.08%
3,856
-7,552
-66% -$585K
WLY icon
712
John Wiley & Sons Class A
WLY
$2.47B
$302K 0.08%
+6,685
New +$331K
WTRG icon
713
Essential Utilities
WTRG
$11.2B
$302K 0.08%
+9,985
New +$287K
MAGN
714
Magnera Corp
MAGN
$472M
$302K 0.08%
+1,232
New +$290K
CNSL
715
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$302K 0.08%
+14,088
New +$299K
RPT
716
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$302K 0.08%
+17,974
New +$295K
INFI
717
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$302K 0.08%
+38,387
New +$330K
SPPI
718
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$302K 0.08%
+49,163
New +$281K
ACOR
719
DELISTED
Acorda Therapeutics
ACOR
$302K 0.08%
+59
New +$258K
STOR
720
DELISTED
STORE Capital Corporation
STOR
$302K 0.08%
+12,960
New +$290K
SJI
721
DELISTED
South Jersey Industries, Inc.
SJI
$302K 0.08%
+12,584
New +$308K
MNDT
722
DELISTED
Mandiant, Inc. Common Stock
MNDT
$302K 0.08%
+14,479
New +$363K
RDUS
723
DELISTED
Radius Health, Inc.
RDUS
$302K 0.08%
+4,842
New +$306K
ADXS
724
DELISTED
Advaxis Inc
ADXS
$302K 0.08%
+1,827
New +$314K
MDP
725
DELISTED
Meredith Corporation
MDP
$302K 0.08%
+6,967
New +$314K
27 28
29
30 31

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CBT
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FSCP
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RG
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SH
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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.