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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 | |
|---|---|---|---|---|---|---|
51
Buckle
BKE
$2.23B
| $1.49M | 0.58% |
+43,687
| New | +$1.33M |
|
|
FNFG
52
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $1.48M | 0.57% |
151,840
+89,109
| +142% | +$862K |
|
53
Fidelity National Information Services
FIS
$21B
| $1.48M | 0.57% |
+23,475
| New | +$1.41M |
|
|
IHS
54
DELISTED
IHS INC CL-A COM STK
IHS
| $1.48M | 0.57% |
11,951
+6,052
| +103% | +$645K |
|
55
ABM Industries
ABM
$2.75B
| $1.48M | 0.57% |
45,966
+26,357
| +134% | +$795K |
|
56
Olin
OLN
$2.76B
| $1.48M | 0.57% |
84,833
+41,091
| +94% | +$636K |
|
57
JB Hunt Transport Services
JBHT
$27.4B
| $1.48M | 0.57% |
+17,569
| New | +$1.33M |
|
|
DFS
58
DELISTED
Discover Financial Services
DFS
| $1.48M | 0.57% |
29,371
+10,889
| +59% | +$525K |
|
59
Robert Half
RHI
$4.16B
| $1.48M | 0.57% |
32,189
+17,458
| +119% | +$731K |
|
60
Copart
CPRT
$25.2B
| $1.47M | 0.57% |
+283,824
| New | +$1.31M |
|
61
Western Alliance Bancorporation
WAL
$9.11B
| $1.47M | 0.57% |
43,432
+15,625
| +56% | +$489K |
|
|
FITB
62
Fifth Third Bancorp
FITB
$52.3B
| $1.47M | 0.57% |
87,267
+37,658
| +76% | +$619K |
|
|
GHL
63
DELISTED
Greenhill & Co., Inc.
GHL
| $1.46M | 0.57% |
64,390
+24,217
| +60% | +$555K |
|
64
Axos Financial
AX
$5.52B
| $1.45M | 0.56% |
+67,709
| New | +$1.23M |
|
65
Sherwin-Williams
SHW
$78.9B
| $1.43M | 0.55% |
15,054
+11,571
| +332% | +$1.01M |
|
66
IBM
IBM
$193B
| $1.41M | 0.55% |
9,954
+6,912
| +227% | +$883K |
|
67
SLB Ltd
SLB
$71.3B
| $1.41M | 0.55% |
+18,979
| New | +$1.33M |
|
68
Zurn Elkay Water Solutions
ZWS
$7.92B
| $1.39M | 0.54% |
+142,432
| New | +$1.21M |
|
69
A.O. Smith
AOS
$8.18B
| $1.38M | 0.53% |
36,126
+17,528
| +94% | +$613K |
|
|
MJN
70
DELISTED
Mead Johnson Nutrition Company
MJN
| $1.37M | 0.53% |
16,090
-7,046
| -30% | -$524K |
|
|
ESRX
71
DELISTED
Express Scripts Holding Company
ESRX
| $1.35M | 0.52% |
+19,537
| New | +$1.4M |
|
72
ITT
ITT
$17.3B
| $1.35M | 0.52% |
36,327
+16,880
| +87% | +$575K |
|
73
Public Storage
PSA
$54.7B
| $1.35M | 0.52% |
+4,897
| New | +$1.24M |
|
|
RAX
74
DELISTED
Rackspace Hosting Inc
RAX
| $1.35M | 0.52% |
+62,975
| New | +$1.28M |
|
|
TWTR
75
DELISTED
Twitter, Inc.
TWTR
| $1.34M | 0.52% |
+80,990
| New | +$1.42M |
|
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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.