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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 | |
|---|---|---|---|---|---|---|
701
Ross Stores
ROST
$74.5B
| – | – |
-5,700
| Closed | -$311K |
|
702
RPM International
RPM
$13.4B
| – | – |
-6,807
| Closed | -$302K |
|
703
Republic Services
RSG
$66.9B
| – | – |
-6,949
| Closed | -$309K |
|
704
Revvity
RVTY
$12.6B
| – | – |
-7,417
| Closed | -$400K |
|
705
Rayonier
RYN
$6.41B
| – | – |
-14,882
| Closed | -$304K |
|
706
Sabre
SABR
$668M
| – | – |
-12,710
| Closed | -$358K |
|
707
Saia
SAIA
$11.3B
| – | – |
-13,991
| Closed | -$303K |
|
708
Sinclair Inc
SBGI
$965M
| – | – |
-9,447
| Closed | -$302K |
|
709
Sally Beauty Holdings
SBH
$1.38B
| – | – |
-25,471
| Closed | -$715K |
|
710
Stepan Co
SCL
$1.31B
| – | – |
-6,147
| Closed | -$307K |
|
711
Comscore
SCOR
$110M
| – | – |
-389
| Closed | -$325K |
|
|
SCS
712
DELISTED
Steelcase
SCS
| – | – |
-22,504
| Closed | -$337K |
|
|
SEE
713
DELISTED
Sealed Air
SEE
| – | – |
-6,707
| Closed | -$301K |
|
714
SEI Investments
SEIC
$11.6B
| – | – |
-13,253
| Closed | -$700K |
|
715
Simmons First National
SFNC
$3.32B
| – | – |
-11,566
| Closed | -$303K |
|
716
SITE Centers
SITC
$224M
| – | – |
-14,255
| Closed | -$310K |
|
717
J.M. Smucker
SJM
$12.4B
| – | – |
-2,439
| Closed | -$302K |
|
718
Skywest
SKYW
$3.82B
| – | – |
-17,681
| Closed | -$346K |
|
719
Silicon Laboratories
SLAB
$7.15B
| – | – |
-6,070
| Closed | -$302K |
|
720
SL Green Realty
SLG
$3.81B
| – | – |
-3,484
| Closed | -$384K |
|
721
SLR Investment Corp
SLRC
$703M
| – | – |
-18,066
| Closed | -$298K |
|
722
Sumitomo Mitsui Financial
SMFG
$165B
| – | – |
-39,619
| Closed | -$303K |
|
723
ScottsMiracle-Gro
SMG
$3.93B
| – | – |
-15,459
| Closed | -$1.01M |
|
724
Semtech
SMTC
$12.9B
| – | – |
-16,714
| Closed | -$323K |
|
725
Smith & Nephew
SNN
$12.5B
| – | – |
-8,412
| Closed | -$302K |
|
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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.