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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
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
INFN
251
DELISTED
Infinera Corporation Common Stock
INFN
$191K 0.07%
+12,096
New +$185K
GNMK
252
DELISTED
GenMark Diagnostics, Inc
GNMK
$181K 0.07%
35,260
-2,097
-6% -$11.7K
ODP
253
DELISTED
ODP
ODP
$176K 0.07%
+2,382
New +$128K
NAVI icon
254
Navient
NAVI
$809M
$175K 0.07%
14,592
-81,494
-85% -$848K
WMGI
255
DELISTED
Wright Medical Group Inc
WMGI
$175K 0.07%
10,510
-2,287
-18% -$42.4K
TROX icon
256
Tronox
TROX
$1.06B
$169K 0.07%
+25,522
New +$113K
CYS
257
DELISTED
CYS Investments Inc.
CYS
$168K 0.07%
+20,891
New +$154K
UPBD icon
258
Upbound Group
UPBD
$1.25B
$166K 0.06%
10,865
-9,506
-47% -$127K
FTR
259
DELISTED
Frontier Communications Corp.
FTR
$165K 0.06%
1,952
-8,158
-81% -$593K
FIT
260
DELISTED
Fitbit, Inc. Class A common stock
FIT
$164K 0.06%
12,144
-11,526
-49% -$183K
RSO
261
DELISTED
Resource Capital Corp.
RSO
$164K 0.06%
+14,647
New +$157K
KS
262
DELISTED
KapStone Paper and Pack Corp.
KS
$163K 0.06%
+11,974
New +$162K
FRPT icon
263
Freshpet
FRPT
$2.84B
$162K 0.06%
21,930
-12,943
-37% -$90.3K
VIPS icon
264
Vipshop
VIPS
$7.05B
$162K 0.06%
+12,872
New +$162K
BBL
265
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$162K 0.06%
+16,274
New +$341K
MNTA
266
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$161K 0.06%
+18,068
New +$194K
TIME
267
DELISTED
Time Inc.
TIME
$161K 0.06%
+10,460
New +$150K
RITM icon
268
Rithm Capital
RITM
$5.1B
$160K 0.06%
13,465
-12,402
-48% -$137K
RAD
269
DELISTED
Rite Aid Corporation
RAD
$160K 0.06%
+985
New +$155K
NPTN
270
DELISTED
NEOPHOTONICS CORP
NPTN
$160K 0.06%
11,559
-15,863
-58% -$164K
AFFX
271
DELISTED
Affymetrix Inc
AFFX
$160K 0.06%
+11,451
New +$157K
TWO
272
Two Harbors Investment
TWO
$1.27B
$159K 0.06%
2,547
-2,214
-47% -$137K
VNCE icon
273
Vince Holding Corp
VNCE
$83.3M
$159K 0.06%
+2,712
New +$152K
MTUS icon
274
Metallus
MTUS
$832M
$159K 0.06%
17,931
-17,718
-50% -$130K
SSI
275
DELISTED
Stage Stores Inc
SSI
$159K 0.06%
+20,115
New +$162K
9 10
11
12 13

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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.