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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 | |
|---|---|---|---|---|---|---|
201
Signet Jewelers
SIG
$3.52B
| $360K | 0.14% |
2,951
-4,780
| -62% | -$544K |
|
202
Cheniere Energy
LNG
$56B
| $320K | 0.12% |
+9,488
| New | +$308K |
|
|
GNC
203
DELISTED
GNC Holdings, Inc.
GNC
| $317K | 0.12% |
+10,010
| New | +$287K |
|
|
AEL
204
DELISTED
American Equity Investment Life Holding Company
AEL
| $312K | 0.12% |
18,623
+5,941
| +47% | +$96.3K |
|
|
HZNP
205
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $298K | 0.12% |
+18,551
| New | +$325K |
|
|
BNY
206
Bank of New York Mellon
BNY
$109B
| $292K | 0.11% |
+7,857
| New | +$285K |
|
|
WCN
207
Waste Connections
WCN
$42.7B
| $287K | 0.11% |
6,675
-1,343
| -17% | -$54.1K |
|
208
Zions Bancorporation
ZION
$10.2B
| $281K | 0.11% |
11,427
-4,870
| -30% | -$112K |
|
|
GWR
209
DELISTED
Genesee & Wyoming Inc.
GWR
| $277K | 0.11% |
+4,380
| New | +$240K |
|
210
Procter & Gamble
PG
$347B
| $275K | 0.11% |
+3,336
| New | +$269K |
|
211
Citigroup
C
$222B
| $274K | 0.11% |
6,545
-1,009
| -13% | -$42.2K |
|
212
Church & Dwight Co
CHD
$23B
| $273K | 0.11% |
5,920
-1,250
| -17% | -$54.6K |
|
213
Bank of America
BAC
$432B
| $272K | 0.11% |
20,186
-4,898
| -20% | -$66.1K |
|
214
Salesforce
CRM
$133B
| $272K | 0.11% |
3,656
-4,060
| -53% | -$280K |
|
|
TRST
215
Trustco Bank Corp NY
TRST
$978M
| $272K | 0.11% |
8,878
-2,428
| -21% | -$69.5K |
|
216
Edwards Lifesciences
EW
$48.6B
| $266K | 0.1% |
8,994
-2,661
| -23% | -$73.4K |
|
217
Outfront Media
OUT
$5.62B
| $264K | 0.1% |
13,042
-1,248
| -9% | -$25.3K |
|
218
Brunswick
BC
$5.33B
| $261K | 0.1% |
5,429
-491
| -8% | -$21.2K |
|
219
Citizens Financial Group
CFG
$30.6B
| $261K | 0.1% |
12,263
-1,356
| -10% | -$28.8K |
|
220
BioMarin Pharmaceuticals
BMRN
$11.3B
| $259K | 0.1% |
3,311
+459
| +16% | +$37.3K |
|
221
NXP Semiconductors
NXPI
$70.4B
| $259K | 0.1% |
3,171
-9,626
| -75% | -$718K |
|
222
IMAX
IMAX
$2.16B
| $258K | 0.1% |
8,376
+33
| +0.4% | +$1.01K |
|
|
OCLR
223
DELISTED
Oclaro Inc.
OCLR
| $256K | 0.1% |
+47,889
| New | +$202K |
|
224
ON Semiconductor
ON
$35.9B
| $254K | 0.1% |
+26,124
| New | +$224K |
|
225
Hewlett Packard
HPE
$63.7B
| $253K | 0.1% |
+24,299
| New | +$204K |
|
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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.