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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 | |
|---|---|---|---|---|---|---|
|
BLD
451
DELISTED
TopBuild
BLD
| – | – |
-9,836
| Closed | -$303K |
|
452
Builders FirstSource
BLDR
$7.59B
| – | – |
-28,606
| Closed | -$307K |
|
453
Blackrock
BLK
$161B
| – | – |
-2,063
| Closed | -$706K |
|
454
Box
BOX
$3.92B
| – | – |
-21,844
| Closed | -$304K |
|
455
Popular Inc
BPOP
$11B
| – | – |
-10,799
| Closed | -$308K |
|
456
Broadridge
BR
$16.7B
| – | – |
-5,591
| Closed | -$305K |
|
457
Brady Corp
BRC
$4.41B
| – | – |
-12,990
| Closed | -$305K |
|
458
Bruker
BRKR
$9.46B
| – | – |
-12,128
| Closed | -$302K |
|
|
SLAI
459
DELISTED
SOLAI Ltd ADS
SLAI
| – | – |
-321
| Closed | -$460K |
|
460
Burlington
BURL
$21.4B
| – | – |
-7,067
| Closed | -$304K |
|
461
BWX Technologies
BWXT
$16.2B
| – | – |
-9,362
| Closed | -$301K |
|
462
Blackstone Mortgage Trust
BXMT
$2.78B
| – | – |
-11,404
| Closed | -$307K |
|
463
Beazer Homes USA
BZH
$896M
| – | – |
-26,059
| Closed | -$303K |
|
|
BZUN
464
Baozun
BZUN
$143M
| – | – |
-32,288
| Closed | -$265K |
|
465
Cable One
CABO
$211M
| – | – |
-692
| Closed | -$303K |
|
466
Camden National
CAC
$907M
| – | – |
-15,414
| Closed | -$462K |
|
467
CACI
CACI
$10.6B
| – | – |
-3,224
| Closed | -$304K |
|
468
Conagra Brands
CAG
$6.88B
| – | – |
-10,782
| Closed | -$357K |
|
469
Caleres
CAL
$392M
| – | – |
-11,262
| Closed | -$306K |
|
470
Chubb
CB
$137B
| – | – |
-3,834
| Closed | -$453K |
|
471
Cabot Corp
CBT
$4.6B
| – | – |
-7,415
| Closed | -$306K |
|
472
Coca-Cola Europacific Partners
CCEP
$45.8B
| – | – |
-6,156
| Closed | -$305K |
|
473
Capitol Federal Financial
CFFN
$1.06B
| – | – |
-23,655
| Closed | -$303K |
|
474
C.H. Robinson
CHRW
$24.2B
| – | – |
-4,954
| Closed | -$309K |
|
475
Chunghwa Telecom
CHT
$32.9B
| – | – |
-10,059
| Closed | -$303K |
|
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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.