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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 | |
|---|---|---|---|---|---|---|
751
Franklin Resources
BEN
$16.8B
| $301K | 0.08% |
+8,143
| New | +$318K |
|
752
Bankunited
BKU
$3.41B
| $301K | 0.08% |
+8,302
| New | +$308K |
|
753
BioMarin Pharmaceuticals
BMRN
$11.4B
| $301K | 0.08% |
+2,852
| New | +$298K |
|
754
BWX Technologies
BWXT
$16.2B
| $301K | 0.08% |
+9,362
| New | +$276K |
|
|
VISN
755
Vistance Networks Inc
VISN
$2.69B
| $301K | 0.08% |
11,613
-716
| -6% | -$20.6K |
|
|
DHC
756
Diversified Healthcare Trust
DHC
$2.24B
| $301K | 0.08% |
+20,099
| New | +$300K |
|
757
Domino's
DPZ
$10.7B
| $301K | 0.08% |
2,702
+719
| +36% | +$77K |
|
758
Haemonetics
HAE
$3.52B
| $301K | 0.08% |
+9,157
| New | +$297K |
|
759
IMAX
IMAX
$2.42B
| $301K | 0.08% |
+8,343
| New | +$313K |
|
760
Intuitive Surgical
ISRG
$119B
| $301K | 0.08% |
+4,905
| New | +$275K |
|
|
RDUS
761
DELISTED
Radius Recycling
RDUS
| $301K | 0.08% |
+20,197
| New | +$323K |
|
|
SEE
762
DELISTED
Sealed Air
SEE
| $301K | 0.08% |
+6,707
| New | +$311K |
|
763
SLM Corp
SLM
$4.56B
| $301K | 0.08% |
+46,219
| New | +$314K |
|
764
Teva Pharmaceuticals
TEVA
$36.3B
| $301K | 0.08% |
4,560
-2,443
| -35% | -$151K |
|
765
Unisys
UIS
$238M
| $301K | 0.08% |
+26,597
| New | +$337K |
|
766
Veeco
VECO
$3.33B
| $301K | 0.08% |
+14,368
| New | +$291K |
|
767
Vanda Pharmaceuticals
VNDA
$322M
| $301K | 0.08% |
+31,163
| New | +$311K |
|
768
Wingstop
WING
$3.67B
| $301K | 0.08% |
+13,051
| New | +$306K |
|
769
Wintrust Financial
WTFC
$10.6B
| $301K | 0.08% |
+6,129
| New | +$313K |
|
770
Metallus
MTUS
$859M
| $301K | 0.08% |
35,649
+937
| +3% | +$10K |
|
|
TBRG
771
DELISTED
TruBridge
TBRG
| $301K | 0.08% |
+5,980
| New | +$267K |
|
|
ITCI
772
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $301K | 0.08% |
+5,458
| New | +$275K |
|
|
NXGN
773
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $301K | 0.08% |
+18,077
| New | +$264K |
|
|
SYNH
774
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $301K | 0.08% |
+6,095
| New | +$271K |
|
|
SIOX
775
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
| $301K | 0.08% |
+1,949
| New | +$254K |
|
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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.