Quantitative Systematic Strategies’s Allied World Assurance Co Hld Lt AWH Stock Holding History

Quantitative Systematic Strategies’s Portfolio AWH Stock Details AWH Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q4	–	Sell	-25,283	Closed	-$1.02M	–	485
2016 Q3	$1.02M	Buy	+25,283	New	+$999K	0.38%	102
2016 Q1	–	Sell	-8,201	Closed	-$309K	–	1005
2015 Q4	$309K	Sell	8,201 -9,788	-54%	-$362K	0.08%	395
2015 Q3	$687K	Buy	17,989 +621	+4%	+$25.8K	0.34%	105
2015 Q2	$751K	Buy	+17,368	New	+$735K	0.17%	203

Other funds holding AWH

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

CIP

Champlain Investment Partners Burlington, Vermont $3.89B AUM 16.15% 1-Year Est. Return

Dimensional Fund Advisors Austin, Texas $552B AUM 44.19% 1-Year Est. Return

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Artisan Partners Milwaukee, Wisconsin $63.1B AUM 35.51% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

ClearBridge Investments New York $121B AUM 27.52% 1-Year Est. Return

Quantitative Systematic Strategies's AWH Position: Q4 2016 in Review

Quantitative Systematic Strategies sold out of Allied World Assurance Co Hld Lt (AWH) in Q4 2016, closing a stake of 25,283 shares — an estimated $1.02M sold.

Quantitative Systematic Strategies first reported a position in AWH in Q2 2015 and held it in 4 quarters. The position peaked at $1.02M in Q3 2016. 256 funds tracked by Wall St. Rank hold AWH as of Q4 2016.

Quantitative Systematic Strategies reported no remaining Allied World Assurance Co Hld Lt position as of Q4 2016 after selling out during the quarter.
Quantitative Systematic Strategies sold 25,283 Allied World Assurance Co Hld Lt shares in Q4 2016, an estimated $1.02M.
Quantitative Systematic Strategies first reported a position in Allied World Assurance Co Hld Lt in Q2 2015 and held it in 4 quarters.
Quantitative Systematic Strategies's Allied World Assurance Co Hld Lt position peaked at $1.02M in Q3 2016.
256 funds tracked by Wall St. Rank held Allied World Assurance Co Hld Lt as of Q4 2016.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2016, filed 26 Jan 2017.