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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
+0.76%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$258M
AUM Growth
-$110M
(-30%)
Cap. Flow
-$115M
Cap. Flow
% of AUM
-44.6%
Top 10 Holdings %
Top 10 Hldgs %
8.27%
Holding
1,037
New
163
Increased
114
Reduced
123
Closed
636
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
FL
Foot Locker
FL
|
+$2.13M |
| 2 |
WFM
Whole Foods Market Inc
WFM
|
+$2.03M |
| 3 |
GoPro
GPRO
|
+$1.96M |
| 4 |
Amazon
AMZN
|
+$1.95M |
| 5 |
Pfizer
PFE
|
+$1.95M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SAVE
Spirit Airlines, Inc.
SAVE
|
+$1.71M |
| 2 |
American Express
AXP
|
+$1.49M |
| 3 |
Allstate
ALL
|
+$1.4M |
| 4 |
UNIT
Uniti Group
UNIT
|
+$1.27M |
| 5 |
Verizon
VZ
|
+$1.23M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 18.64% |
| 2 | Consumer Discretionary | 17.93% |
| 3 | Financials | 15.44% |
| 4 | Technology | 10.75% |
| 5 | Healthcare | 8.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
AT&T
T
$160B
| $249K | 0.1% |
+8,399
| New | +$233K |
|
227
Molson Coors Class B
TAP
$7.7B
| $246K | 0.1% |
2,564
-770
| -23% | -$68.7K |
|
|
UN
228
DELISTED
Unilever NV New York Registry Shares
UN
| $246K | 0.1% |
+5,404
| New | +$233K |
|
229
CF Industries
CF
$19.6B
| $245K | 0.09% |
7,646
-1,087
| -12% | -$35.5K |
|
|
K
230
DELISTED
Kellanova
K
| $245K | 0.09% |
3,397
-9,946
| -75% | -$687K |
|
231
American International
AIG
$41.5B
| $239K | 0.09% |
4,391
-1,686
| -28% | -$91.1K |
|
|
NVRO
232
DELISTED
NEVRO CORP.
NVRO
| $237K | 0.09% |
4,276
-7,119
| -62% | -$420K |
|
233
Synchrony
SYF
$23.7B
| $231K | 0.09% |
8,138
-8,595
| -51% | -$239K |
|
234
Ciena
CIEN
$56.2B
| $230K | 0.09% |
12,212
-44,212
| -78% | -$817K |
|
235
United Therapeutics
UTHR
$26.2B
| $230K | 0.09% |
+2,089
| New | +$264K |
|
|
SAGE
236
DELISTED
Sage Therapeutics
SAGE
| $228K | 0.09% |
7,280
+2,083
| +40% | +$73.3K |
|
|
SF
237
Stifel
SF
$12B
| $228K | 0.09% |
+17,217
| New | +$245K |
|
238
Progressive
PGR
$119B
| $225K | 0.09% |
+6,424
| New | +$205K |
|
239
Celanese
CE
$5.3B
| $222K | 0.09% |
+3,361
| New | +$209K |
|
|
TFCFA
240
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $221K | 0.09% |
+7,910
| New | +$212K |
|
241
Lowe's Companies
LOW
$115B
| $218K | 0.08% |
2,866
-1,556
| -35% | -$110K |
|
|
RDUS
242
DELISTED
Radius Recycling
RDUS
| $213K | 0.08% |
11,123
-9,074
| -45% | -$134K |
|
|
MDVN
243
DELISTED
MEDIVATION, INC.
MDVN
| $211K | 0.08% |
5,650
-5,367
| -49% | -$195K |
|
244
Tractor Supply
TSCO
$15.4B
| $209K | 0.08% |
11,505
-29,055
| -72% | -$497K |
|
245
Synaptics
SYNA
$4.71B
| $208K | 0.08% |
+2,667
| New | +$202K |
|
|
WWAV
246
DELISTED
The WhiteWave Foods Company
WWAV
| $208K | 0.08% |
+5,162
| New | +$196K |
|
|
P
247
DELISTED
Pandora Media Inc
P
| $207K | 0.08% |
21,772
-9,758
| -31% | -$95.8K |
|
248
Albemarle
ALB
$13.9B
| $206K | 0.08% |
3,227
-10,353
| -76% | -$568K |
|
|
ZLTQ
249
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $206K | 0.08% |
7,702
-34,719
| -82% | -$819K |
|
250
SLM Corp
SLM
$4.76B
| $202K | 0.08% |
31,011
-15,208
| -33% | -$91.9K |
|
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Quantitative Systematic Strategies's Q1 2016 Portfolio in Review
As of Q1 2016, Quantitative Systematic Strategies held 1,037 positions worth $258M, down 30% from $369M the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.
Quantitative Systematic Strategies withdrew a net $115M in Q1 2016, closing 636 positions and reducing 123 holdings. Its most notable exit was Spirit Airlines, Inc., an estimated $1.71M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 19% of assets, up from 15% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Quantitative Systematic Strategies opened a new position in Foot Locker worth $2.16M.
- Quantitative Systematic Strategies's largest Q1 2016 buy was Foot Locker: 32,879 shares worth $2.16M.
- Quantitative Systematic Strategies added most to Interpublic Group of Companies in Q1 2016, an estimated $1.74M increase.
- Quantitative Systematic Strategies's biggest Q1 2016 reduction was Navient, cutting an estimated $848K.
- Quantitative Systematic Strategies fully exited Spirit Airlines, Inc. in Q1 2016, selling an estimated $1.71M.
- Quantitative Systematic Strategies's ten largest holdings make up 8.3% of its $258M portfolio in Q1 2016.
- Quantitative Systematic Strategies opened 163 new positions and closed 636 in Q1 2016.
- Quantitative Systematic Strategies's portfolio value fell 30% quarter-over-quarter to $258M.
Based on Quantitative Systematic Strategies's 13F filing for Q1 2016, filed 22 Apr 2016.