We are live on ! Find out more
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
Cap. Flow
-$115M
Cap. Flow %
-44.6%
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
GPRO icon
GoPro
GPRO
+$1.96M
4
AMZN icon
Amazon
AMZN
+$1.95M
5
PFE icon
Pfizer
PFE
+$1.95M

Top Sells

Rank Stock Value
1
SAVE
Spirit Airlines, Inc.
SAVE
+$1.71M
2
AXP icon
American Express
AXP
+$1.49M
3
ALL icon
Allstate
ALL
+$1.4M
4
UNIT
Uniti Group
UNIT
+$1.27M
5
VZ icon
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
GOOGL icon
1
Alphabet (Google) Class A
GOOGL
$4.17T
$2.25M 0.87%
58,540
+36,220
+162% +$1.33M
TT icon
2
Trane Technologies
TT
$105B
$2.17M 0.84%
34,880
+6,108
+21% +$333K
FL
3
DELISTED
Foot Locker
FL
$2.16M 0.84%
+32,879
New +$2.13M
RTX icon
4
RTX Corp
RTX
$262B
$2.16M 0.84%
34,198
+14,617
+75% +$848K
IPG
5
DELISTED
Interpublic Group of Companies
IPG
$2.13M 0.83%
93,167
+80,343
+627% +$1.74M
HIMX
6
Himax Technologies
HIMX
$2.38B
$2.11M 0.82%
184,227
+83,752
+83% +$735K
TPR icon
7
Tapestry
TPR
$29B
$2.11M 0.82%
52,255
+4,518
+9% +$164K
HON icon
8
Honeywell
HON
$73.8B
$2.1M 0.81%
20,880
+4,775
+30% +$447K
LUV icon
9
Southwest Airlines
LUV
$23.3B
$2.1M 0.81%
46,692
+13,776
+42% +$561K
ANF icon
10
Abercrombie & Fitch
ANF
$4.27B
$2.08M 0.81%
65,744
+47,917
+269% +$1.35M
MHFI
11
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$2.08M 0.81%
21,044
+16,357
+349% +$1.47M
MXIM
12
DELISTED
Maxim Integrated Products
MXIM
$2.08M 0.8%
56,776
+48,617
+596% +$1.63M
WFM
13
DELISTED
Whole Foods Market Inc
WFM
$2.07M 0.8%
+65,007
New +$2.03M
AMZN icon
14
Amazon
AMZN
$2.63T
$2.05M 0.79%
+68,560
New +$1.95M
GM icon
15
General Motors
GM
$74.1B
$2.05M 0.79%
66,125
+45,895
+227% +$1.38M
PFE icon
16
Pfizer
PFE
$141B
$1.94M 0.75%
+68,099
New +$1.95M
MGA icon
17
Magna International
MGA
$18.4B
$1.93M 0.75%
44,802
+25,440
+131% +$947K
KSS icon
18
Kohl's
KSS
$2.16B
$1.93M 0.75%
41,871
+20,300
+94% +$953K
GPRO icon
19
GoPro
GPRO
$128M
$1.93M 0.75%
+158,306
New +$1.96M
JNJ icon
20
Johnson & Johnson
JNJ
$615B
$1.93M 0.75%
17,664
+13,292
+304% +$1.38M
MAT icon
21
Mattel
MAT
$4.18B
$1.93M 0.75%
57,308
+31,470
+122% +$956K
AAL icon
22
American Airlines Group
AAL
$9.78B
$1.89M 0.73%
45,673
+29,288
+179% +$1.18M
MCD icon
23
McDonald's
MCD
$187B
$1.89M 0.73%
15,020
+8,557
+132% +$1.02M
AN icon
24
AutoNation
AN
$6.89B
$1.85M 0.71%
+38,502
New +$1.86M
UAA icon
25
Under Armour
UAA
$3.1B
$1.81M 0.7%
+42,592
New +$1.67M
1
2 3 4 5

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.