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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
CTAS icon
51
Cintas
CTAS
$81.3B
$1M 0.27%
43,516
+26,256
+152% +$598K
FOLD
52
DELISTED
Amicus Therapeutics
FOLD
$1M 0.27%
+104,059
New +$938K
MWA icon
53
Mueller Water Products
MWA
$3.9B
$1M 0.27%
+116,002
New +$1.01M
VLY icon
54
Valley National Bancorp
VLY
$7.85B
$1M 0.27%
+100,483
New +$1.04M
DFS
55
DELISTED
Discover Financial Services
DFS
$1M 0.27%
18,482
+4,903
+36% +$272K
DG icon
56
Dollar General
DG
$25.4B
$1M 0.27%
13,902
+8,380
+152% +$568K
MTW icon
57
Manitowoc
MTW
$509M
$1M 0.27%
+72,537
New +$1.03M
PMT
58
PennyMac Mortgage Investment
PMT
$849M
$1M 0.27%
+64,968
New +$1.01M
VR
59
DELISTED
Validus Hold Ltd
VR
$1M 0.27%
+21,403
New +$974K
MU icon
60
Micron Technology
MU
$1.12T
$997K 0.27%
70,430
+53,739
+322% +$859K
SBUX icon
61
Starbucks
SBUX
$117B
$992K 0.27%
+16,464
New +$1M
LXK
62
DELISTED
Lexmark Intl Inc
LXK
$992K 0.27%
+30,045
New +$984K
YELP icon
63
Yelp
YELP
$1.34B
$987K 0.27%
34,689
-907
-3% -$23.8K
PPLI
64
People Inc
PPLI
$3.15B
$959K 0.26%
+88,514
New +$1.02M
PPG icon
65
PPG Industries
PPG
$25.5B
$954K 0.26%
9,574
+4,647
+94% +$469K
BAX icon
66
Baxter International
BAX
$11.1B
$945K 0.26%
24,843
-13,521
-35% -$494K
SIG icon
67
Signet Jewelers
SIG
$3.48B
$943K 0.26%
+7,731
New +$1.05M
SC
68
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$935K 0.25%
+58,423
New +$1.07M
SFS
69
DELISTED
Smart & Final Stores, Inc.
SFS
$921K 0.25%
50,925
-10,564
-17% -$175K
K
70
DELISTED
Kellanova
K
$916K 0.25%
13,343
+6,171
+86% +$403K
HAL icon
71
Halliburton
HAL
$27.7B
$895K 0.24%
26,235
+3,859
+17% +$146K
GOOGL icon
72
Alphabet (Google) Class A
GOOGL
$3.91T
$881K 0.24%
22,320
-17,200
-44% -$637K
AAP icon
73
Advance Auto Parts
AAP
$3.26B
$864K 0.23%
+5,708
New +$992K
NCLH icon
74
Norwegian Cruise Line
NCLH
$8.52B
$861K 0.23%
14,467
+8,212
+131% +$483K
BSX icon
75
Boston Scientific
BSX
$64.3B
$857K 0.23%
46,076
+20,759
+82% +$372K
1 2
3
4 5

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CCM
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GPC
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CBT
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FSCP
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ECM
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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.