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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 | |
|---|---|---|---|---|---|---|
176
Starbucks
SBUX
$119B
| $600K | 0.23% |
9,998
-6,466
| -39% | -$377K |
|
177
HSBC
HSBC
$354B
| $599K | 0.23% |
+21,386
| New | +$632K |
|
178
Sensient Technologies
SXT
$4.79B
| $593K | 0.23% |
9,280
+4,557
| +96% | +$268K |
|
179
Ambarella
AMBA
$3.03B
| $587K | 0.23% |
+13,068
| New | +$541K |
|
180
PayPal
PYPL
$49B
| $566K | 0.22% |
+14,505
| New | +$524K |
|
181
Expedia Group
EXPE
$31.3B
| $565K | 0.22% |
+5,241
| New | +$559K |
|
182
Northrop Grumman
NOC
$74.6B
| $551K | 0.21% |
2,774
+774
| +39% | +$146K |
|
|
VA
183
DELISTED
Virgin America Inc.
VA
| $517K | 0.2% |
+13,426
| New | +$418K |
|
184
Stanley Black & Decker
SWK
$13.9B
| $480K | 0.19% |
+4,564
| New | +$443K |
|
185
Arthur J. Gallagher & Co
AJG
$62.3B
| $471K | 0.18% |
10,597
+3,146
| +42% | +$126K |
|
186
Goldman Sachs
GS
$324B
| $462K | 0.18% |
2,955
+446
| +18% | +$69K |
|
|
BBT
187
Beacon Financial Corp
BBT
$2.53B
| $448K | 0.17% |
16,540
+6,420
| +63% | +$171K |
|
188
Safety Insurance
SAFT
$1.06B
| $448K | 0.17% |
7,788
-3,802
| -33% | -$212K |
|
189
Delek US
DK
$4.06B
| $436K | 0.17% |
+29,288
| New | +$473K |
|
|
MIC
190
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $415K | 0.16% |
6,213
+1,909
| +44% | +$121K |
|
191
Comtech Telecommunications
CMTL
$51.2M
| $413K | 0.16% |
+17,483
| New | +$358K |
|
192
Steel Dynamics
STLD
$34.4B
| $413K | 0.16% |
18,134
-1,648
| -8% | -$31.1K |
|
|
PDCO
193
DELISTED
Patterson Companies, Inc.
PDCO
| $413K | 0.16% |
+8,899
| New | +$385K |
|
194
General Dynamics
GD
$101B
| $411K | 0.16% |
3,129
-4,106
| -57% | -$544K |
|
|
TRQ
195
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $402K | 0.16% |
+15,765
| New | +$356K |
|
196
Franco-Nevada
FNV
$41.3B
| $396K | 0.15% |
+6,336
| New | +$340K |
|
|
HES
197
DELISTED
Hess
HES
| $394K | 0.15% |
+7,720
| New | +$341K |
|
198
Pultegroup
PHM
$24.1B
| $391K | 0.15% |
+21,182
| New | +$361K |
|
199
Ametek
AME
$54.3B
| $388K | 0.15% |
+7,756
| New | +$370K |
|
200
Canadian Solar
CSIQ
$1.05B
| $388K | 0.15% |
19,986
+7,808
| +64% | +$160K |
|
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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.