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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 | |
|---|---|---|---|---|---|---|
751
Trimble
TRMB
$11.7B
| – | – |
-14,088
| Closed | -$305K |
|
752
T. Rowe Price
TROW
$24.6B
| – | – |
-9,710
| Closed | -$700K |
|
753
TriMas Corp
TRS
$1.44B
| – | – |
-17,744
| Closed | -$335K |
|
754
TransUnion
TRU
$14.2B
| – | – |
-25,180
| Closed | -$700K |
|
755
TTEC Holdings
TTEC
$96.8M
| – | – |
-9,340
| Closed | -$265K |
|
756
Tetra Tech
TTEK
$7.93B
| – | – |
-57,105
| Closed | -$302K |
|
757
Take-Two Interactive
TTWO
$42.7B
| – | – |
-8,635
| Closed | -$306K |
|
758
Travere Therapeutics
TVTX
$5.27B
| – | – |
-26,344
| Closed | -$518K |
|
759
Texas Roadhouse
TXRH
$12.5B
| – | – |
-8,450
| Closed | -$303K |
|
760
Textron
TXT
$16.2B
| – | – |
-12,489
| Closed | -$530K |
|
761
Urban Edge Properties
UE
$2.89B
| – | – |
-12,876
| Closed | -$306K |
|
762
UnitedHealth
UNH
$385B
| – | – |
-2,829
| Closed | -$336K |
|
|
UNIT
763
Uniti Group
UNIT
$2.68B
| – | – |
-68,346
| Closed | -$1.27M |
|
764
Union Pacific
UNP
$181B
| – | – |
-14,078
| Closed | -$1.1M |
|
765
United Parcel Service
UPS
$97B
| – | – |
-4,263
| Closed | -$414K |
|
766
United Rentals
URI
$71.4B
| – | – |
-4,210
| Closed | -$306K |
|
767
US Bancorp
USB
$98.7B
| – | – |
-7,500
| Closed | -$322K |
|
768
Univest Financial
UVSP
$1.23B
| – | – |
-13,515
| Closed | -$284K |
|
769
Visteon
VC
$2.67B
| – | – |
-2,720
| Closed | -$316K |
|
770
Veeco
VECO
$3.33B
| – | – |
-14,368
| Closed | -$301K |
|
771
Virtu Financial
VIRT
$5.19B
| – | – |
-13,447
| Closed | -$303K |
|
772
Vulcan Materials
VMC
$35.7B
| – | – |
-5,394
| Closed | -$515K |
|
773
Vodafone
VOD
$35.1B
| – | – |
-14,235
| Closed | -$457K |
|
774
Vera Bradley
VRA
$105M
| – | – |
-18,991
| Closed | -$305K |
|
775
Varonis Systems
VRNS
$5.14B
| – | – |
-30,375
| Closed | -$194K |
|
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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.