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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
KND
326
DELISTED
Kindred Healthcare
KND
$152K 0.06%
+12,516
New +$130K
SCLN
327
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$152K 0.06%
+15,612
New +$139K
BONA
328
DELISTED
BONA FILM GROUP LTD SPONSORED ADS
BONA
$152K 0.06%
+11,226
New +$151K
AMKR icon
329
Amkor Technology
AMKR
$16.1B
$151K 0.06%
+26,098
New +$142K
BB icon
330
BlackBerry
BB
$4.94B
$151K 0.06%
+18,821
New +$141K
CSR
331
Centerspace
CSR
$934M
$151K 0.06%
2,092
-2,205
-51% -$145K
DENN
332
DELISTED
Denny's
DENN
$151K 0.06%
+14,736
New +$143K
GNL icon
333
Global Net Lease
GNL
$1.91B
$151K 0.06%
+5,964
New +$136K
LPL icon
334
LG Display
LPL
$3.4B
$151K 0.06%
13,001
-15,924
-55% -$154K
MITT
335
TPG Mortgage Investment Trust
MITT
$231M
$151K 0.06%
+3,890
New +$142K
CALY
336
Callaway Golf Company
CALY
$3.26B
$151K 0.06%
+16,403
New +$144K
NCMI icon
337
National CineMedia
NCMI
$354M
$151K 0.06%
1,001
-916
-48% -$137K
PBPB
338
DELISTED
Potbelly
PBPB
$151K 0.06%
10,972
-4,609
-30% -$55.3K
RWT
339
Redwood Trust
RWT
$622M
$151K 0.06%
+11,954
New +$140K
SEM
340
DELISTED
Select Medical
SEM
$151K 0.06%
+24,108
New +$129K
TOUR
341
Tuniu
TOUR
$56.6M
$151K 0.06%
1,405
-505
-26% -$59.6K
VIAV icon
342
Viavi Solutions
VIAV
$10.5B
$151K 0.06%
22,108
-31,950
-59% -$192K
AAIC
343
DELISTED
Arlington Asset Investment Corp.
AAIC
$151K 0.06%
+11,954
New +$144K
CNR
344
DELISTED
Cornerstone Building Brands, Inc.
CNR
$151K 0.06%
+10,978
New +$123K
BPFH
345
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$151K 0.06%
13,137
-13,615
-51% -$144K
VER
346
DELISTED
VEREIT, Inc.
VER
$151K 0.06%
3,416
-4,199
-55% -$167K
BKS
347
DELISTED
Barnes & Noble
BKS
$151K 0.06%
+12,136
New +$119K
ILG
348
DELISTED
ILG, Inc Common Stock
ILG
$151K 0.06%
+10,721
New +$139K
ISIL
349
DELISTED
Intersil Corp
ISIL
$151K 0.06%
+11,347
New +$142K
DANG
350
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
$151K 0.06%
+21,156
New +$142K
12 13
14
15 16

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GPC
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FSCP
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RG
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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.