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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 | |
|---|---|---|---|---|---|---|
26
Broadcom
AVGO
$1.89T
| $1.77M | 0.69% |
+112,820
| New | +$1.53M |
|
27
Royal Caribbean
RCL
$76.7B
| $1.72M | 0.67% |
+20,995
| New | +$1.64M |
|
28
Sysco
SYY
$39.3B
| $1.66M | 0.64% |
+35,469
| New | +$1.53M |
|
|
SIVB
29
DELISTED
SVB Financial Group
SIVB
| $1.64M | 0.64% |
15,897
+13,336
| +521% | +$1.29M |
|
30
Bloomin' Brands
BLMN
$721M
| $1.6M | 0.62% |
95,841
+77,866
| +433% | +$1.31M |
|
|
LM
31
DELISTED
Legg Mason, Inc.
LM
| $1.59M | 0.62% |
45,914
+37,546
| +449% | +$1.18M |
|
32
Microsoft
MSFT
$2.9T
| $1.59M | 0.62% |
28,856
+15,652
| +119% | +$821K |
|
|
QLIK
33
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $1.59M | 0.61% |
55,043
+45,613
| +484% | +$1.14M |
|
34
Invesco
IVZ
$13.5B
| $1.57M | 0.61% |
50,392
+20,163
| +67% | +$582K |
|
|
MON
35
DELISTED
Monsanto Co
MON
| $1.57M | 0.61% |
+17,208
| New | +$1.55M |
|
36
Affiliated Managers Group
AMG
$9.16B
| $1.56M | 0.6% |
9,555
+7,634
| +397% | +$1.06M |
|
37
Armstrong World Industries
AWI
$6.71B
| $1.55M | 0.6% |
32,321
+25,760
| +393% | +$1.06M |
|
|
TWX
38
DELISTED
Time Warner Inc
TWX
| $1.55M | 0.6% |
21,389
+15,081
| +239% | +$1.04M |
|
39
KeyCorp
KEY
$24.9B
| $1.55M | 0.6% |
139,199
+63,223
| +83% | +$706K |
|
40
Huntington Bancshares
HBAN
$37B
| $1.53M | 0.59% |
+159,638
| New | +$1.47M |
|
41
Pentair
PNR
$10.2B
| $1.53M | 0.59% |
+42,142
| New | +$1.36M |
|
|
VMW
42
DELISTED
VMware, Inc
VMW
| $1.52M | 0.59% |
29,194
+23,283
| +394% | +$1.15M |
|
43
Allegion
ALLE
$12B
| $1.52M | 0.59% |
23,771
+18,213
| +328% | +$1.11M |
|
44
Terex
TEX
$7.66B
| $1.51M | 0.58% |
+60,921
| New | +$1.28M |
|
|
CAVM
45
DELISTED
Cavium, Inc.
CAVM
| $1.51M | 0.58% |
24,500
+6,675
| +37% | +$385K |
|
|
IBKC
46
DELISTED
IBERIABANK Corp
IBKC
| $1.5M | 0.58% |
29,396
+23,877
| +433% | +$1.17M |
|
|
NRF
47
DELISTED
NorthStar Realty Finance Corp.
NRF
| $1.5M | 0.58% |
115,089
+51,816
| +82% | +$636K |
|
|
PACW
48
DELISTED
PacWest Bancorp
PACW
| $1.5M | 0.58% |
+40,282
| New | +$1.43M |
|
|
WCC
49
WESCO International
WCC
$16.1B
| $1.49M | 0.58% |
+27,287
| New | +$1.21M |
|
50
TIM SA
TIMB
$10.5B
| $1.49M | 0.58% |
130,956
+13,486
| +11% | +$119K |
|
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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.