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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 | |
|---|---|---|---|---|---|---|
76
TE Connectivity
TEL
$58.5B
| $1.34M | 0.52% |
21,657
+16,861
| +352% | +$979K |
|
|
SRC
77
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $1.34M | 0.52% |
26,572
+15,282
| +135% | +$713K |
|
|
SC
78
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $1.33M | 0.51% |
149,274
+90,851
| +156% | +$998K |
|
79
East-West Bancorp
EWBC
$18B
| $1.33M | 0.51% |
40,781
+24,061
| +144% | +$785K |
|
80
Microchip Technology
MCHP
$46.2B
| $1.33M | 0.51% |
+54,392
| New | +$1.21M |
|
|
CELG
81
DELISTED
Celgene Corp
CELG
| $1.33M | 0.51% |
+13,440
| New | +$1.38M |
|
82
GATX Corp
GATX
$6.4B
| $1.33M | 0.51% |
+27,871
| New | +$1.19M |
|
|
SWN
83
DELISTED
Southwestern Energy Company
SWN
| $1.33M | 0.51% |
+172,078
| New | +$1.32M |
|
84
Teleflex
TFX
$5.97B
| $1.33M | 0.51% |
+8,497
| New | +$1.19M |
|
85
Automatic Data Processing
ADP
$97.2B
| $1.32M | 0.51% |
14,863
+11,263
| +313% | +$944K |
|
86
Franklin Resources
BEN
$16.8B
| $1.32M | 0.51% |
33,853
+25,710
| +316% | +$910K |
|
87
Cracker Barrel
CBRL
$1.19B
| $1.32M | 0.51% |
+8,640
| New | +$1.19M |
|
88
Equifax
EFX
$20.3B
| $1.32M | 0.51% |
+11,633
| New | +$1.22M |
|
89
JetBlue
JBLU
$1.92B
| $1.32M | 0.51% |
+62,265
| New | +$1.31M |
|
90
United Airlines
UAL
$38.1B
| $1.32M | 0.51% |
22,150
+10,120
| +84% | +$537K |
|
91
Wabtec
WAB
$49.2B
| $1.32M | 0.51% |
+16,728
| New | +$1.16M |
|
|
TUMI
92
DELISTED
TUMI HLDGS INC COM
TUMI
| $1.32M | 0.51% |
49,238
+31,590
| +179% | +$642K |
|
93
SPX Corp
SPXC
$11B
| $1.31M | 0.51% |
+88,093
| New | +$941K |
|
|
AGU
94
DELISTED
Agrium
AGU
| $1.31M | 0.51% |
+14,664
| New | +$1.27M |
|
95
McKesson
MCK
$95.3B
| $1.31M | 0.51% |
8,281
+6,741
| +438% | +$1.09M |
|
96
TriNet
TNET
$2.76B
| $1.04M | 0.4% |
72,784
+38,831
| +114% | +$551K |
|
97
Trip.com Group
TCOM
$26.8B
| $1.02M | 0.4% |
22,956
+15,376
| +203% | +$643K |
|
98
Visa
V
$672B
| $1.01M | 0.39% |
13,126
+9,270
| +240% | +$674K |
|
99
Comcast
CMCSA
$84B
| $949K | 0.37% |
31,198
+18,448
| +145% | +$530K |
|
100
Lincoln National
LNC
$7.97B
| $949K | 0.37% |
23,746
+9,794
| +70% | +$382K |
|
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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.