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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 | |
|---|---|---|---|---|---|---|
|
SFLY
126
DELISTED
Shutterfly, Inc.
SFLY
| $765K | 0.3% |
16,405
-1,564
| -9% | -$66.7K |
|
127
Carter's
CRI
$1.41B
| $759K | 0.29% |
+7,252
| New | +$695K |
|
|
NMBL
128
DELISTED
Nimble Storage, Inc.
NMBL
| $758K | 0.29% |
103,166
+53,532
| +108% | +$381K |
|
129
Eaton
ETN
$158B
| $757K | 0.29% |
12,071
+3,828
| +46% | +$211K |
|
130
Southern Company
SO
$108B
| $755K | 0.29% |
14,735
+8,244
| +127% | +$402K |
|
|
SWFT
131
DELISTED
Swift Transportation Company
SWFT
| $755K | 0.29% |
41,043
+8,746
| +27% | +$142K |
|
132
MGM Resorts International
MGM
$11.6B
| $754K | 0.29% |
35,427
+4,957
| +16% | +$97.9K |
|
|
JMEI
133
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
| $753K | 0.29% |
11,697
+3,759
| +47% | +$242K |
|
134
Radian Group
RDN
$5.08B
| $752K | 0.29% |
61,152
+38,118
| +165% | +$432K |
|
135
Assured Guaranty
AGO
$3.74B
| $751K | 0.29% |
29,701
+2,746
| +10% | +$67.5K |
|
136
Autohome
ATHM
$2.48B
| $751K | 0.29% |
26,930
+18,320
| +213% | +$482K |
|
|
SPWR
137
DELISTED
SunPower Corporation Common Stock
SPWR
| $751K | 0.29% |
50,985
+11,017
| +28% | +$171K |
|
138
Gilead Sciences
GILD
$162B
| $750K | 0.29% |
+8,159
| New | +$736K |
|
139
Illinois Tool Works
ITW
$78.8B
| $750K | 0.29% |
+7,306
| New | +$676K |
|
|
PMT
140
PennyMac Mortgage Investment
PMT
$859M
| $749K | 0.29% |
54,733
-10,235
| -16% | -$136K |
|
141
Baxter International
BAX
$11.2B
| $748K | 0.29% |
18,120
-6,723
| -27% | -$256K |
|
142
RH
RH
$3.31B
| $748K | 0.29% |
+18,430
| New | +$942K |
|
143
Boston Scientific
BSX
$63.9B
| $747K | 0.29% |
39,711
-6,365
| -14% | -$112K |
|
144
Electronic Arts
EA
$52.4B
| $747K | 0.29% |
11,245
+5,334
| +90% | +$340K |
|
145
Dominion Energy
D
$62.5B
| $743K | 0.29% |
+9,944
| New | +$704K |
|
146
Biogen
BIIB
$29.2B
| $736K | 0.28% |
2,894
-2,433
| -46% | -$643K |
|
147
Tyson Foods
TSN
$20.1B
| $730K | 0.28% |
10,812
+3,701
| +52% | +$223K |
|
148
Provident Financial Services
PFS
$3.13B
| $727K | 0.28% |
+35,944
| New | +$683K |
|
149
Kraft Heinz
KHC
$30.8B
| $726K | 0.28% |
9,206
+4,744
| +106% | +$355K |
|
150
Domino's
DPZ
$10.6B
| $724K | 0.28% |
5,523
+2,821
| +104% | +$336K |
|
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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.