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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
AMBA icon
876
Ambarella
AMBA
$3.09B
– –
-11,550
Closed -$667K
AMZN icon
877
Amazon
AMZN
$2.51T
– –
-59,480
Closed -$1.53M
APA icon
878
APA Corp
APA
$12.9B
– –
-20,045
Closed -$789K
DCH
879
Dauch Corp
DCH
$1.33B
– –
-49,035
Closed -$978K
BA icon
880
Boeing
BA
$165B
– –
-4,667
Closed -$611K
BBY icon
881
Best Buy
BBY
$17.8B
– –
-10,194
Closed -$378K
BOOT icon
882
Boot Barn
BOOT
$4.48B
– –
-29,167
Closed -$538K
BP icon
883
BP
BP
$113B
– –
-15,556
Closed -$400K
CAH icon
884
Cardinal Health
CAH
$52.9B
– –
-5,625
Closed -$432K
CC icon
885
Chemours
CC
$2.63B
– –
-21,751
Closed -$141K
CCL icon
886
Carnival Corporation Ltd
CCL
$34.6B
– –
-11,759
Closed -$583K
CNC icon
887
Centene
CNC
$31.5B
– –
-8,390
Closed -$227K
CRI icon
888
Carter's
CRI
$1.38B
– –
-13,156
Closed -$1.19M
CYH icon
889
Community Health Systems
CYH
$392M
– –
-10,919
Closed -$386K
DE icon
890
Deere & Co
DE
$165B
– –
-5,978
Closed -$441K
DINO icon
891
HF Sinclair
DINO
$16.1B
– –
-13,486
Closed -$659K
DK icon
892
Delek US
DK
$3.97B
– –
-10,535
Closed -$293K
DKS icon
893
Dick's Sporting Goods
DKS
$18.3B
– –
-9,704
Closed -$482K
DRI icon
894
Darden Restaurants
DRI
$22.2B
– –
-6,584
Closed -$403K
EOG icon
895
EOG Resources
EOG
$77.5B
– –
-4,710
Closed -$346K
FAF icon
896
First American
FAF
$7.03B
– –
-19,330
Closed -$755K
FANG icon
897
Diamondback Energy
FANG
$57.8B
– –
-15,045
Closed -$972K
FAST icon
898
Fastenal
FAST
$53B
– –
-46,552
Closed -$423K
FIS icon
899
Fidelity National Information Services
FIS
$20.7B
– –
-6,106
Closed -$410K
FL
900
DELISTED
Foot Locker
FL
– –
-3,731
Closed -$269K
34 35
36
37 38

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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.