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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 | |
|---|---|---|---|---|---|---|
301
Entegris
ENTG
$20.8B
| $154K | 0.06% |
+11,376
| New | +$138K |
|
302
Evertec
EVTC
$1.79B
| $154K | 0.06% |
11,123
-6,820
| -38% | -$92.2K |
|
303
FNB Corp
FNB
$6.64B
| $154K | 0.06% |
11,764
-63,021
| -84% | -$784K |
|
304
Invesco Mortgage Capital
IVR
$794M
| $154K | 0.06% |
1,297
-1,205
| -48% | -$139K |
|
305
Nomad Foods
NOMD
$1.63B
| $154K | 0.06% |
+16,785
| New | +$141K |
|
306
Oaktree Specialty Lending
OCSL
$1.03B
| $154K | 0.06% |
10,191
-5,838
| -36% | -$91.4K |
|
|
PRTY
307
DELISTED
Party City Holdco Inc.
PRTY
| $154K | 0.06% |
10,347
-13,553
| -57% | -$149K |
|
|
KCG
308
DELISTED
KCG Holdings, Inc.
KCG
| $154K | 0.06% |
13,081
-11,531
| -47% | -$128K |
|
|
EVER
309
DELISTED
Everbank Financial Corp
EVER
| $154K | 0.06% |
+10,218
| New | +$142K |
|
|
HTS
310
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $154K | 0.06% |
10,921
-12,873
| -54% | -$169K |
|
311
Old National Bancorp
ONB
$9.88B
| $153K | 0.06% |
+12,446
| New | +$147K |
|
312
SunCoke Energy
SXC
$762M
| $153K | 0.06% |
+25,106
| New | +$107K |
|
313
Vishay Intertechnology
VSH
$6.34B
| $153K | 0.06% |
+12,504
| New | +$144K |
|
|
CFMS
314
DELISTED
Conformis, Inc. Common Stock
CFMS
| $153K | 0.06% |
+595
| New | +$157K |
|
|
ISBC
315
DELISTED
Investors Bancorp, Inc.
ISBC
| $153K | 0.06% |
+13,146
| New | +$151K |
|
316
Constellium
CSTM
$4.05B
| $152K | 0.06% |
29,138
-23,400
| -45% | -$135K |
|
|
FSP
317
Franklin Street Properties
FSP
$46.1M
| $152K | 0.06% |
14,373
-14,644
| -50% | -$142K |
|
318
Kearny Financial
KRNY
$569M
| $152K | 0.06% |
12,372
-11,227
| -48% | -$135K |
|
|
MPT
319
Medical Properties Trust
MPT
$2.91B
| $152K | 0.06% |
+11,732
| New | +$134K |
|
320
Match Group
MTCH
$8.72B
| $152K | 0.06% |
+13,893
| New | +$159K |
|
321
New York Times
NYT
$11.7B
| $152K | 0.06% |
+12,027
| New | +$152K |
|
|
MTOR
322
DELISTED
MERITOR, Inc.
MTOR
| $152K | 0.06% |
18,958
-19,757
| -51% | -$144K |
|
|
SNR
323
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $152K | 0.06% |
15,031
-15,982
| -52% | -$150K |
|
|
ENT
324
DELISTED
Global Eagle Entertainment Inc.
ENT
| $152K | 0.06% |
+733
| New | +$171K |
|
|
JASO
325
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $152K | 0.06% |
+17,524
| New | +$154K |
|
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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.