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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 | |
|---|---|---|---|---|---|---|
126
Global Payments
GPN
$21.3B
| $701K | 0.19% |
10,751
+4,301
| +67% | +$290K |
|
127
Home BancShares
HOMB
$6.09B
| $701K | 0.19% |
34,300
+15,334
| +81% | +$327K |
|
128
Ironwood Pharmaceuticals
IRWD
$630M
| $701K | 0.19% |
70,698
+24,863
| +54% | +$240K |
|
129
TJX Companies
TJX
$169B
| $701K | 0.19% |
+19,662
| New | +$700K |
|
|
FIT
130
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $701K | 0.19% |
+23,670
| New | +$782K |
|
131
Hope Bancorp
HOPE
$1.7B
| $700K | 0.19% |
39,977
+14,879
| +59% | +$255K |
|
132
Pacira BioSciences
PCRX
$1.02B
| $700K | 0.19% |
+9,089
| New | +$515K |
|
133
Robert Half
RHI
$4.06B
| $700K | 0.19% |
14,731
+7,499
| +104% | +$378K |
|
134
SEI Investments
SEIC
$11.6B
| $700K | 0.19% |
+13,253
| New | +$690K |
|
135
T. Rowe Price
TROW
$24.5B
| $700K | 0.19% |
+9,710
| New | +$713K |
|
136
TransUnion
TRU
$14.1B
| $700K | 0.19% |
+25,180
| New | +$648K |
|
137
Tractor Supply
TSCO
$15.6B
| $700K | 0.19% |
40,560
+24,980
| +160% | +$442K |
|
|
WP
138
DELISTED
Worldpay, Inc.
WP
| $700K | 0.19% |
+14,721
| New | +$726K |
|
|
IHS
139
DELISTED
IHS INC CL-A COM STK
IHS
| $700K | 0.19% |
+5,899
| New | +$703K |
|
|
XL
140
DELISTED
XL Group Ltd.
XL
| $700K | 0.19% |
17,579
+7,734
| +79% | +$294K |
|
141
Liberty Global Class C
LBTYK
$3.4B
| $697K | 0.19% |
20,312
+9,316
| +85% | +$336K |
|
142
General Motors
GM
$72B
| $694K | 0.19% |
20,230
-5,416
| -21% | -$188K |
|
|
WIBC
143
DELISTED
WILSHIRE BANCORP INC
WIBC
| $693K | 0.19% |
+58,824
| New | +$669K |
|
144
United Airlines
UAL
$36.8B
| $692K | 0.19% |
+12,030
| New | +$695K |
|
|
GLUU
145
DELISTED
Glu Mobile Inc.
GLUU
| $692K | 0.19% |
+278,313
| New | +$958K |
|
146
Bunge Global
BG
$23.9B
| $690K | 0.19% |
+10,037
| New | +$707K |
|
147
MGM Resorts International
MGM
$11.5B
| $687K | 0.19% |
30,470
-982
| -3% | -$21.7K |
|
|
FNFG
148
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $685K | 0.19% |
+62,731
| New | +$669K |
|
|
AGN
149
DELISTED
Allergan plc
AGN
| $682K | 0.19% |
2,164
-595
| -22% | -$177K |
|
150
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.88B
| $679K | 0.18% |
+35,493
| New | +$625K |
|
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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.