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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 | |
|---|---|---|---|---|---|---|
101
Antero Resources
AR
$10.9B
| $935K | 0.36% |
+37,508
| New | +$901K |
|
102
Herbalife
HLF
$1.26B
| $901K | 0.35% |
29,382
+3,294
| +13% | +$85K |
|
|
RTN
103
DELISTED
Raytheon Company
RTN
| $895K | 0.35% |
7,236
+1,567
| +28% | +$193K |
|
|
ITG
104
DELISTED
Investment Technology Group Inc
ITG
| $893K | 0.35% |
40,585
+22,554
| +125% | +$413K |
|
|
BERY
105
DELISTED
Berry Global Group, Inc.
BERY
| $873K | 0.34% |
26,147
+4,707
| +22% | +$137K |
|
106
Bristol-Myers Squibb
BMY
$124B
| $860K | 0.33% |
13,554
+5,824
| +75% | +$367K |
|
|
CHS
107
DELISTED
Chicos FAS, Inc.
CHS
| $844K | 0.33% |
+65,224
| New | +$737K |
|
108
NVIDIA
NVDA
$5.14T
| $842K | 0.33% |
941,760
+506,560
| +116% | +$386K |
|
109
FedEx
FDX
$76.6B
| $837K | 0.32% |
+5,177
| New | +$720K |
|
110
NOV
NOV
$7.3B
| $832K | 0.32% |
+26,663
| New | +$815K |
|
111
LyondellBasell Industries
LYB
$20.1B
| $823K | 0.32% |
9,582
+6,581
| +219% | +$528K |
|
|
SPNC
112
DELISTED
Spectranetics Corp
SPNC
| $823K | 0.32% |
57,210
+16,083
| +39% | +$223K |
|
113
Merck
MRK
$315B
| $821K | 0.32% |
16,162
+9,011
| +126% | +$441K |
|
114
Las Vegas Sands
LVS
$30B
| $820K | 0.32% |
+15,692
| New | +$718K |
|
115
Meta Platforms (Facebook)
META
$1.59T
| $814K | 0.32% |
7,094
+3,759
| +113% | +$397K |
|
116
Newmont
NEM
$102B
| $808K | 0.31% |
30,223
+12,712
| +73% | +$294K |
|
|
SHPG
117
DELISTED
Shire pic
SHPG
| $802K | 0.31% |
4,758
+3,294
| +225% | +$552K |
|
118
W.R. Berkley
WRB
$26.9B
| $793K | 0.31% |
47,655
+28,947
| +155% | +$445K |
|
119
Coca-Cola
KO
$354B
| $789K | 0.31% |
16,954
+5,876
| +53% | +$256K |
|
120
Home Depot
HD
$330B
| $780K | 0.3% |
5,849
-5,063
| -46% | -$631K |
|
121
Fabrinet
FN
$18.4B
| $778K | 0.3% |
23,886
+6,670
| +39% | +$179K |
|
122
Philip Morris
PM
$303B
| $774K | 0.3% |
+7,848
| New | +$720K |
|
123
O'Reilly Automotive
ORLY
$71.7B
| $771K | 0.3% |
41,805
+17,865
| +75% | +$305K |
|
124
Marvell Technology
MRVL
$189B
| $769K | 0.3% |
+74,562
| New | +$687K |
|
125
Yelp
YELP
$1.36B
| $767K | 0.3% |
37,560
+2,871
| +8% | +$58.8K |
|
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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.