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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
MJN
1
DELISTED
Mead Johnson Nutrition Company
MJN
$1.83M 0.5%
+23,136
New +$1.82M
SAVE
2
DELISTED
Spirit Airlines, Inc.
SAVE
$1.71M 0.46%
+41,534
New +$1.69M
BIIB icon
3
Biogen
BIIB
$29.2B
$1.64M 0.45%
+5,327
New +$1.53M
TT icon
4
Trane Technologies
TT
$105B
$1.61M 0.44%
28,772
+19,945
+226% +$1.12M
TPR icon
5
Tapestry
TPR
$29B
$1.56M 0.42%
47,737
+23,579
+98% +$734K
HON icon
6
Honeywell
HON
$73.8B
$1.51M 0.41%
16,105
+9,167
+132% +$841K
ZTS icon
7
Zoetis
ZTS
$31.1B
$1.51M 0.41%
31,225
-14,982
-32% -$677K
AXP icon
8
American Express
AXP
$238B
$1.49M 0.4%
21,246
+16,498
+347% +$1.2M
HD icon
9
Home Depot
HD
$330B
$1.46M 0.39%
10,912
+1,163
+12% +$148K
LUV icon
10
Southwest Airlines
LUV
$23.3B
$1.43M 0.39%
32,916
-13,551
-29% -$600K
ALL icon
11
Allstate
ALL
$64.8B
$1.4M 0.38%
22,326
+13,933
+166% +$866K
UNIT
12
Uniti Group
UNIT
$2.7B
$1.27M 0.35%
68,346
+46,394
+211% +$894K
VZ icon
13
Verizon
VZ
$185B
$1.23M 0.33%
26,249
+16,339
+165% +$742K
ZLTQ
14
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$1.21M 0.33%
42,421
+28,853
+213% +$911K
KMI icon
15
Kinder Morgan
KMI
$72.3B
$1.2M 0.32%
82,212
+65,146
+382% +$1.55M
RTX icon
16
RTX Corp
RTX
$262B
$1.19M 0.32%
19,581
+3,416
+21% +$207K
PNRA
17
DELISTED
Panera Bread Co
PNRA
$1.19M 0.32%
+6,109
New +$1.13M
CAVM
18
DELISTED
Cavium, Inc.
CAVM
$1.19M 0.32%
17,825
+11,796
+196% +$796K
CIEN icon
19
Ciena
CIEN
$56.2B
$1.18M 0.32%
56,424
+28,754
+104% +$660K
GHL
20
DELISTED
Greenhill & Co., Inc.
GHL
$1.17M 0.32%
+40,173
New +$1.08M
FMBI
21
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$1.14M 0.31%
+60,861
New +$1.12M
UNP icon
22
Union Pacific
UNP
$174B
$1.1M 0.3%
14,078
+9,327
+196% +$800K
NXPI icon
23
NXP Semiconductors
NXPI
$70.4B
$1.1M 0.3%
+12,797
New +$1.1M
INTC icon
24
Intel
INTC
$516B
$1.1M 0.3%
+31,347
New +$1.06M
JOY
25
DELISTED
Joy Global Inc
JOY
$1.1M 0.3%
+85,694
New +$1.3M
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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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.