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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
RL icon
926
Ralph Lauren
RL
$22.1B
– –
-4,157
Closed -$490K
SBAC icon
927
SBA Communications
SBAC
$18.5B
– –
-5,719
Closed -$599K
SFM icon
928
Sprouts Farmers Market
SFM
$6.91B
– –
-44,516
Closed -$939K
SLB icon
929
SLB Ltd
SLB
$70.6B
– –
-14,445
Closed -$995K
SM icon
930
SM Energy
SM
$8.03B
– –
-26,554
Closed -$852K
SPNT icon
931
SiriusPoint
SPNT
$2.91B
– –
-12,136
Closed -$163K
STE icon
932
Steris
STE
$20.5B
– –
-5,034
Closed -$325K
SYY icon
933
Sysco
SYY
$39.1B
– –
-19,838
Closed -$773K
TRMK icon
934
Trustmark
TRMK
$2.7B
– –
-15,969
Closed -$370K
TRN icon
935
Trinity Industries
TRN
$2.92B
– –
-86,276
Closed -$1.41M
TXN icon
936
Texas Instruments
TXN
$259B
– –
-6,313
Closed -$307K
UAA icon
937
Under Armour
UAA
$2.87B
– –
-19,089
Closed -$919K
UNFI icon
938
United Natural Foods
UNFI
$2.94B
– –
-15,428
Closed -$748K
URBN icon
939
Urban Outfitters
URBN
$5.96B
– –
-9,207
Closed -$269K
VEON icon
940
VEON
VEON
$3.6B
– –
-3,597
Closed -$370K
VFC icon
941
VF Corp
VFC
$6.49B
– –
-15,086
Closed -$969K
VSH icon
942
Vishay Intertechnology
VSH
$6.26B
– –
-94,855
Closed -$919K
WBA
943
DELISTED
Walgreens Boots Alliance
WBA
– –
-2,598
Closed -$216K
WFC icon
944
Wells Fargo
WFC
$261B
– –
-17,841
Closed -$916K
WSM icon
945
Williams-Sonoma
WSM
$25.7B
– –
-9,692
Closed -$370K
XPO icon
946
XPO
XPO
$25.1B
– –
-79,808
Closed -$673K
SGI
947
Somnigroup International
SGI
$14.5B
– –
-24,008
Closed -$429K
VIRX
948
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
– –
-1,588
Closed -$305K
DOOR
949
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
– –
-6,118
Closed -$371K
PXD
950
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-2,965
Closed -$364K
36 37
38
39 40

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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.