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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 | |
|---|---|---|---|---|---|---|
526
ESCO Technologies
ESE
$8.59B
| – | – |
-8,218
| Closed | -$303K |
|
527
Essent Group
ESNT
$5.94B
| – | – |
-13,610
| Closed | -$303K |
|
528
Ethan Allen Interiors
ETD
$573M
| – | – |
-10,816
| Closed | -$303K |
|
529
Evolent Health
EVH
$522M
| – | – |
-14,566
| Closed | -$182K |
|
530
Evercore
EVR
$13B
| – | – |
-18,389
| Closed | -$1M |
|
531
Exelixis
EXEL
$14B
| – | – |
-62,544
| Closed | -$354K |
|
532
Eagle Materials
EXP
$6.4B
| – | – |
-16,725
| Closed | -$1.01M |
|
533
Ford
F
$56.4B
| – | – |
-33,573
| Closed | -$476K |
|
534
FirstCash
FCFS
$8.65B
| – | – |
-8,090
| Closed | -$304K |
|
535
First Financial Bancorp
FFBC
$3.55B
| – | – |
-16,584
| Closed | -$303K |
|
536
First Financial Bankshares
FFIN
$4.94B
| – | – |
-13,752
| Closed | -$210K |
|
537
F5
FFIV
$21.9B
| – | – |
-3,139
| Closed | -$308K |
|
538
Federated Hermes
FHI
$4.35B
| – | – |
-10,666
| Closed | -$307K |
|
539
Five Below
FIVE
$11.1B
| – | – |
-13,520
| Closed | -$434K |
|
540
FIVE9
FIVN
$1.67B
| – | – |
-35,169
| Closed | -$302K |
|
541
FMC
FMC
$1.46B
| – | – |
-9,157
| Closed | -$315K |
|
542
Fidelity National Financial
FNF
$13.1B
| – | – |
-13,154
| Closed | -$316K |
|
|
FOLD
543
DELISTED
Amicus Therapeutics
FOLD
| – | – |
-104,059
| Closed | -$1M |
|
544
Fortinet
FTNT
$111B
| – | – |
-50,850
| Closed | -$320K |
|
545
Liberty Media Series A
FWONA
$22.2B
| – | – |
-19,708
| Closed | -$521K |
|
546
Liberty Media Series C
FWONK
$24.2B
| – | – |
-11,466
| Closed | -$307K |
|
547
Forward Air
FWRD
$490M
| – | – |
-6,986
| Closed | -$303K |
|
548
Glacier Bancorp
GBCI
$6.59B
| – | – |
-11,152
| Closed | -$302K |
|
549
The Greenbrier Companies
GBX
$1.59B
| – | – |
-12,415
| Closed | -$400K |
|
550
Gen Digital
GEN
$15.1B
| – | – |
-14,614
| Closed | -$311K |
|
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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.