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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 | |
|---|---|---|---|---|---|---|
|
WPG
351
DELISTED
Washington Prime Group Inc.
WPG
| $151K | 0.06% |
1,779
-1,381
| -44% | -$112K |
|
|
MTGE
352
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $151K | 0.06% |
10,524
-11,101
| -51% | -$152K |
|
|
SPLS
353
DELISTED
Staples Inc
SPLS
| $151K | 0.06% |
13,687
-21,201
| -61% | -$199K |
|
|
RKUS
354
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $151K | 0.06% |
+14,771
| New | +$137K |
|
|
MNR
355
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $151K | 0.06% |
12,650
-9,386
| -43% | -$101K |
|
356
CareTrust REIT
CTRE
$10.1B
| $150K | 0.06% |
+11,914
| New | +$132K |
|
357
Pacific Biosciences
PACB
$426M
| $150K | 0.06% |
17,242
-59,806
| -78% | -$588K |
|
358
Vanda Pharmaceuticals
VNDA
$326M
| $150K | 0.06% |
18,677
-12,486
| -40% | -$102K |
|
|
SPPI
359
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $150K | 0.06% |
23,903
-25,260
| -51% | -$130K |
|
|
NRE
360
DELISTED
NorthStar Realty Europe Corp.
NRE
| $150K | 0.06% |
12,785
-13,673
| -52% | -$138K |
|
|
TVPT
361
DELISTED
Travelport Worldwide Limited
TVPT
| $150K | 0.06% |
11,148
-12,145
| -52% | -$146K |
|
|
FCH
362
DELISTED
Felcor Lodging Trust
FCH
| $150K | 0.06% |
18,794
-21,839
| -54% | -$156K |
|
|
TIVO
363
DELISTED
TIVO INC
TIVO
| $150K | 0.06% |
15,743
-18,958
| -55% | -$152K |
|
|
AHT
364
Ashford Hospitality Trust
AHT
$20.9M
| $149K | 0.06% |
+24
| New | +$130K |
|
365
Chemours
CC
$2.68B
| $149K | 0.06% |
+20,588
| New | +$103K |
|
366
Tower Semiconductor
TSEM
$29.2B
| $149K | 0.06% |
+11,962
| New | +$150K |
|
367
Unisys
UIS
$244M
| $149K | 0.06% |
18,735
-7,862
| -30% | -$74.8K |
|
368
Wendy's
WEN
$1.37B
| $149K | 0.06% |
+13,748
| New | +$136K |
|
|
HMSY
369
DELISTED
HMS Holdings Corp.
HMSY
| $149K | 0.06% |
10,781
-13,839
| -56% | -$172K |
|
|
WIN
370
DELISTED
Windstream Holdings Inc
WIN
| $149K | 0.06% |
+3,947
| New | +$128K |
|
371
LXP Industrial Trust
LXP
$3.54B
| $148K | 0.06% |
3,480
-4,009
| -54% | -$154K |
|
|
FDC
372
DELISTED
First Data Corporation
FDC
| $148K | 0.06% |
+11,863
| New | +$153K |
|
|
BRKL
373
DELISTED
Brookline Bancorp
BRKL
| $144K | 0.06% |
13,026
-11,117
| -46% | -$120K |
|
374
Valley National Bancorp
VLY
$7.86B
| $143K | 0.06% |
14,829
-85,654
| -85% | -$778K |
|
|
BETR
375
DELISTED
Amplify Snack Brands, Inc.
BETR
| $142K | 0.06% |
10,201
-27,257
| -73% | -$304K |
|
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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.