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
AA icon
401
Alcoa
AA
$11.9B
– –
-13,265
Closed -$317K
A icon
402
Agilent Technologies
A
$39.5B
– –
-7,875
Closed -$332K
AAP icon
403
Advance Auto Parts
AAP
$3.22B
– –
-5,708
Closed -$864K
ACAD icon
404
Acadia Pharmaceuticals
ACAD
$4.25B
– –
-8,559
Closed -$307K
ADAP
405
DELISTED
Adaptimmune Therapeutics
ADAP
– –
-24,918
Closed -$303K
ADTN icon
406
Adtran
ADTN
$822M
– –
-19,407
Closed -$336K
ADVM
407
DELISTED
Adverum Biotechnologies
ADVM
– –
-2,349
Closed -$222K
AEM icon
408
Agnico Eagle Mines
AEM
$72.3B
– –
-11,836
Closed -$310K
AEO icon
409
American Eagle Outfitters
AEO
$2.86B
– –
-49,685
Closed -$776K
AER icon
410
AerCap
AER
$23.4B
– –
-7,014
Closed -$302K
AGNC icon
411
AGNC Investment
AGNC
$12.3B
– –
-18,234
Closed -$317K
AIZ icon
412
Assurant
AIZ
$13.6B
– –
-4,431
Closed -$360K
ALKS icon
413
Alkermes
ALKS
$8.83B
– –
-3,861
Closed -$304K
ALL icon
414
Allstate
ALL
$65.5B
– –
-22,326
Closed -$1.4M
ALNY icon
415
Alnylam Pharmaceuticals
ALNY
$35.9B
– –
-3,189
Closed -$301K
AMAT icon
416
Applied Materials
AMAT
$447B
– –
-53,547
Closed -$1.01M
AMCX icon
417
AMC Global Media
AMCX
$430M
– –
-4,088
Closed -$309K
AMGN icon
418
Amgen
AMGN
$201B
– –
-4,658
Closed -$761K
AMP icon
419
Ameriprise Financial
AMP
$46.8B
– –
-9,536
Closed -$1.02M
AMT icon
420
American Tower
AMT
$76.7B
– –
-5,586
Closed -$547K
ANDE icon
421
Andersons Inc
ANDE
$2.66B
– –
-9,587
Closed -$303K
ANGI icon
422
Angi Inc
ANGI
$219M
– –
-3,189
Closed -$301K
ARCB icon
423
ArcBest
ARCB
$3.5B
– –
-15,783
Closed -$333K
ARCT icon
424
Arcturus Therapeutics
ARCT
$165M
– –
-5,004
Closed -$211K
ARI
425
Apollo Commercial Real Estate
ARI
$885M
– –
-17,742
Closed -$304K
15 16
17
18 19

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.