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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 | |
|---|---|---|---|---|---|---|
676
PPG Industries
PPG
$25.4B
| – | – |
-9,574
| Closed | -$954K |
|
|
PRA
677
DELISTED
ProAssurance
PRA
| – | – |
-6,191
| Closed | -$303K |
|
678
Progress Software
PRGS
$1.51B
| – | – |
-12,601
| Closed | -$302K |
|
679
Perrigo
PRGO
$1.4B
| – | – |
-2,111
| Closed | -$306K |
|
680
Primerica
PRI
$9.61B
| – | – |
-6,339
| Closed | -$305K |
|
681
Primoris Services
PRIM
$4.92B
| – | – |
-13,569
| Closed | -$303K |
|
682
Park National Corp
PRK
$3.35B
| – | – |
-3,240
| Closed | -$302K |
|
683
Prothena Corp
PRTA
$447M
| – | – |
-4,484
| Closed | -$312K |
|
684
Prudential Financial
PRU
$40.9B
| – | – |
-6,049
| Closed | -$497K |
|
685
Pricesmart
PSMT
$5.76B
| – | – |
-3,629
| Closed | -$303K |
|
|
P
686
Everpure Inc
P
$25B
| – | – |
-18,956
| Closed | -$303K |
|
687
PTC
PTC
$13.1B
| – | – |
-8,736
| Closed | -$306K |
|
688
Quanta Services
PWR
$98.1B
| – | – |
-31,054
| Closed | -$635K |
|
689
Qualcomm
QCOM
$180B
| – | – |
-10,638
| Closed | -$536K |
|
690
Qorvo
QRVO
$7.65B
| – | – |
-5,997
| Closed | -$309K |
|
691
Q2 Holdings
QTWO
$3.31B
| – | – |
-11,426
| Closed | -$305K |
|
692
uniQure
QURE
$2.71B
| – | – |
-18,850
| Closed | -$304K |
|
693
LiveRamp
RAMP
$2.29B
| – | – |
-14,105
| Closed | -$302K |
|
694
Ultragenyx Pharmaceutical
RARE
$2.66B
| – | – |
-2,704
| Closed | -$305K |
|
695
RBC Bearings
RBC
$18.8B
| – | – |
-4,586
| Closed | -$302K |
|
696
Regency Centers
REG
$14.9B
| – | – |
-4,571
| Closed | -$315K |
|
697
Regions Financial
RF
$26.2B
| – | – |
-31,749
| Closed | -$306K |
|
698
Reinsurance Group of America
RGA
$15.3B
| – | – |
-3,651
| Closed | -$317K |
|
699
Regis Corp
RGS
$68.8M
| – | – |
-1,051
| Closed | -$304K |
|
700
RenaissanceRe
RNR
$13.5B
| – | – |
-2,706
| Closed | -$310K |
|
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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.