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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 | |
|---|---|---|---|---|---|---|
376
KRONOS Worldwide
KRO
$759M
| $137K | 0.05% |
23,801
-19,305
| -45% | -$101K |
|
377
OFG Bancorp
OFG
$2.21B
| $137K | 0.05% |
+19,379
| New | +$118K |
|
|
AVX
378
DELISTED
AVX Corporation
AVX
| $132K | 0.05% |
10,519
-5,958
| -36% | -$69.3K |
|
|
VSA
379
VisionSys AI
VSA
$10.2M
| $129K | 0.05% |
5
-2
| -29% | -$48.8K |
|
380
Titan Machinery
TITN
$445M
| $128K | 0.05% |
11,015
-14,475
| -57% | -$142K |
|
|
ASNA
381
DELISTED
Ascena Retail Group, Inc.
ASNA
| $123K | 0.05% |
+575
| New | +$101K |
|
382
Chord Energy
CHRD
$7.85B
| $113K | 0.04% |
15,632
-2,168
| -12% | -$12.9K |
|
|
MITL
383
DELISTED
Mitel Networks Corporation
MITL
| $111K | 0.04% |
+13,570
| New | +$96K |
|
384
CBIZ
CBZ
$2.14B
| $104K | 0.04% |
+10,207
| New | +$103K |
|
385
Mercer International
MERC
$46.8M
| $99K | 0.04% |
+10,963
| New | +$88.5K |
|
386
Costamare
CMRE
$1.87B
| $98K | 0.04% |
10,979
-18,346
| -63% | -$143K |
|
|
FPO
387
DELISTED
First Potomac Realty Trust
FPO
| $95K | 0.04% |
+10,407
| New | +$95.8K |
|
|
CHMA
388
DELISTED
Chiasma, Inc. Common Stock
CHMA
| $94K | 0.04% |
+10,845
| New | +$117K |
|
389
Daktronics
DAKT
$951M
| $93K | 0.04% |
+11,470
| New | +$88.1K |
|
|
WFT
390
DELISTED
Weatherford International plc
WFT
| $91K | 0.04% |
+11,908
| New | +$80.3K |
|
391
Tandem Diabetes Care
TNDM
$1.13B
| $88K | 0.03% |
1,036
-2,232
| -68% | -$195K |
|
|
SMRT
392
DELISTED
Stein Mart Inc
SMRT
| $87K | 0.03% |
+11,839
| New | +$84K |
|
|
INWK
393
DELISTED
InnerWorkings, Inc.
INWK
| $83K | 0.03% |
10,592
-3,578
| -25% | -$25.1K |
|
|
TPCO
394
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $81K | 0.03% |
10,458
-3,584
| -26% | -$29K |
|
|
DX
395
Dynex Capital
DX
$2.98B
| $76K | 0.03% |
+3,807
| New | +$71.1K |
|
396
Ceco Environmental
CECO
$4.72B
| $64K | 0.02% |
+10,353
| New | +$70.1K |
|
397
Liquidity Services
LQDT
$1.18B
| $61K | 0.02% |
11,305
-26,607
| -70% | -$142K |
|
398
Scorpio Tankers
STNG
$3.94B
| $58K | 0.02% |
1,004
-5,685
| -85% | -$337K |
|
399
NanoViricides
NNVC
$36.5M
| $22K | 0.01% |
+500
| New | +$19.4K |
|
|
REXX
400
DELISTED
Rex Energy Corporation
REXX
| $17K | 0.01% |
+2,006
| New | +$17.8K |
|
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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.