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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 | |
|---|---|---|---|---|---|---|
276
Telefônica Brasil
VIV
$21.9B
| $158K | 0.06% |
12,299
-22,086
| -64% | -$215K |
|
|
AMCC
277
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $158K | 0.06% |
24,168
-21,910
| -48% | -$126K |
|
278
Ironwood Pharmaceuticals
IRWD
$627M
| $157K | 0.06% |
17,851
-52,847
| -75% | -$436K |
|
279
Enviri
NVRI
$629M
| $157K | 0.06% |
28,944
-9,711
| -25% | -$56.1K |
|
280
Sunrun
RUN
$2.5B
| $157K | 0.06% |
24,270
-2,252
| -8% | -$16.2K |
|
|
MYCC
281
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $157K | 0.06% |
11,281
-5,517
| -33% | -$72.8K |
|
|
VTAE
282
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
| $157K | 0.06% |
24,301
+7,282
| +43% | +$66.2K |
|
283
Applied Optoelectronics
AAOI
$8.91B
| $156K | 0.06% |
+10,236
| New | +$163K |
|
284
BGC Group
BGC
$5.5B
| $156K | 0.06% |
26,740
-21,896
| -45% | -$126K |
|
285
Graphic Packaging
GPK
$3.25B
| $156K | 0.06% |
12,102
-11,759
| -49% | -$143K |
|
286
Quad
QUAD
$428M
| $156K | 0.06% |
11,753
-19,660
| -63% | -$213K |
|
287
SiriusPoint
SPNT
$2.9B
| $156K | 0.06% |
+13,743
| New | +$156K |
|
|
BGC
288
DELISTED
General Cable Corporation
BGC
| $156K | 0.06% |
14,066
-8,383
| -37% | -$85.4K |
|
|
SBY
289
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $156K | 0.06% |
10,729
-8,483
| -44% | -$119K |
|
|
ATML
290
DELISTED
ATMEL CORP
ATML
| $156K | 0.06% |
19,123
-62,036
| -76% | -$501K |
|
291
Flex
FLEX
$46.7B
| $155K | 0.06% |
17,215
-19,442
| -53% | -$156K |
|
292
Gray Television
GTN
$387M
| $155K | 0.06% |
12,926
-6,232
| -33% | -$76.7K |
|
293
Rayonier Advanced Materials
RYAM
$591M
| $155K | 0.06% |
15,853
-16,018
| -50% | -$126K |
|
|
SFUN
294
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $155K | 0.06% |
530
-1,568
| -75% | -$445K |
|
|
CBL
295
DELISTED
CBL& Associates Properties, Inc.
CBL
| $155K | 0.06% |
13,152
-11,217
| -46% | -$127K |
|
|
CAFD
296
DELISTED
8point3 Energy Partners LP
CAFD
| $155K | 0.06% |
10,535
-26,365
| -71% | -$404K |
|
|
TCF
297
DELISTED
TCF Financial Corporation
TCF
| $155K | 0.06% |
12,594
-8,913
| -41% | -$107K |
|
298
AES
AES
$10.6B
| $154K | 0.06% |
13,246
-19,003
| -59% | -$189K |
|
299
AngloGold Ashanti
AU
$39.4B
| $154K | 0.06% |
+11,217
| New | +$122K |
|
300
Azenta
AZTA
$1.29B
| $154K | 0.06% |
+14,616
| New | +$140K |
|
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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.