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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 | |
|---|---|---|---|---|---|---|
576
HealthStream
HSTM
$771M
| – | – |
-9,194
| Closed | -$204K |
|
577
Hershey
HSY
$34.9B
| – | – |
-7,751
| Closed | -$702K |
|
578
Humana
HUM
$47.4B
| – | – |
-1,708
| Closed | -$306K |
|
579
Huntsman Corp
HUN
$2.25B
| – | – |
-27,253
| Closed | -$307K |
|
|
PPLI
580
People Inc
PPLI
$3.14B
| – | – |
-88,514
| Closed | -$959K |
|
581
Integra LifeSciences
IART
$1.44B
| – | – |
-20,656
| Closed | -$706K |
|
582
Installed Building Products
IBP
$6B
| – | – |
-12,379
| Closed | -$305K |
|
583
InterContinental Hotels
IHG
$22.7B
| – | – |
-5,871
| Closed | -$303K |
|
|
IMOS
584
ChipMOS TECHNOLOGIES
IMOS
$2.08B
| – | – |
-10,265
| Closed | -$225K |
|
585
Incyte
INCY
$23.3B
| – | – |
-2,809
| Closed | -$306K |
|
586
Intel
INTC
$504B
| – | – |
-31,347
| Closed | -$1.1M |
|
|
IRBT
587
DELISTED
iRobot
IRBT
| – | – |
-8,412
| Closed | -$303K |
|
588
Iron Mountain
IRM
$37.1B
| – | – |
-11,090
| Closed | -$305K |
|
589
Intuitive Surgical
ISRG
$119B
| – | – |
-4,905
| Closed | -$301K |
|
590
Itron
ITRI
$3.72B
| – | – |
-8,300
| Closed | -$302K |
|
|
JKS
591
JinkoSolar
JKS
$825M
| – | – |
-11,314
| Closed | -$314K |
|
592
St. Joe Company
JOE
$3.57B
| – | – |
-16,093
| Closed | -$302K |
|
593
James River Group Holdings
JRVR
$209M
| – | – |
-8,914
| Closed | -$303K |
|
594
KB Home
KBH
$3.41B
| – | – |
-31,774
| Closed | -$396K |
|
595
Keurig Dr Pepper
KDP
$40.4B
| – | – |
-10,675
| Closed | -$1.01M |
|
596
Kimberly-Clark
KMB
$35.6B
| – | – |
-2,518
| Closed | -$325K |
|
597
Kodak
KODK
$788M
| – | – |
-14,062
| Closed | -$179K |
|
598
Koppers
KOP
$961M
| – | – |
-14,648
| Closed | -$260K |
|
599
Kroger
KR
$34.2B
| – | – |
-25,664
| Closed | -$1.09M |
|
600
Standard BioTools
LAB
$343M
| – | – |
-40,927
| Closed | -$438K |
|
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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.