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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
ARMK icon
426
Aramark
ARMK
$15B
– –
-13,095
Closed -$306K
ARR
427
Armour Residential REIT
ARR
$1.99B
– –
-2,788
Closed -$303K
ARW icon
428
Arrow Electronics
ARW
$11B
– –
-5,674
Closed -$313K
ASH icon
429
Ashland
ASH
$3.04B
– –
-7,996
Closed -$407K
ASPS icon
430
Altisource Portfolio Solutions
ASPS
$67.7M
– –
-1,373
Closed -$307K
ASTE icon
431
Astec Industries
ASTE
$1.29B
– –
-7,399
Closed -$303K
CVSA
432
Covista Inc
CVSA
$3.89B
– –
-11,756
Closed -$302K
ATRA icon
433
Atara Biotherapeutics
ATRA
$74.9M
– –
-480
Closed -$321K
AVAV icon
434
AeroVironment
AVAV
$7.93B
– –
-10,234
Closed -$303K
AVB icon
435
AvalonBay Communities
AVB
$27.1B
– –
-1,631
Closed -$302K
AVD icon
436
American Vanguard Corp
AVD
$72.1M
– –
-13,277
Closed -$188K
AVDL
437
DELISTED
Avadel Pharmaceuticals
AVDL
– –
-18,070
Closed -$262K
AXDX
438
DELISTED
Accelerate Diagnostics
AXDX
– –
-1,395
Closed -$302K
AXP icon
439
American Express
AXP
$233B
– –
-21,246
Closed -$1.49M
AXS icon
440
AXIS Capital
AXS
$8.44B
– –
-5,419
Closed -$308K
AXTA icon
441
Axalta
AXTA
$6.8B
– –
-11,533
Closed -$307K
BABA icon
442
Alibaba
BABA
$271B
– –
-8,618
Closed -$704K
BBWI icon
443
Bath & Body Works
BBWI
$3.88B
– –
-3,856
Closed -$301K
BDN
444
Brandywine Realty Trust
BDN
$528M
– –
-23,193
Closed -$318K
BG icon
445
Bunge Global
BG
$23.7B
– –
-10,037
Closed -$690K
BGS icon
446
B&G Foods
BGS
$286M
– –
-15,591
Closed -$557K
BHR
447
Braemar Hotels & Resorts
BHR
$149M
– –
-20,432
Closed -$296K
BIO icon
448
Bio-Rad Laboratories Class A
BIO
$8.4B
– –
-2,169
Closed -$303K
BKH icon
449
Black Hills Corp
BKH
$5.73B
– –
-6,424
Closed -$302K
BKU icon
450
Bankunited
BKU
$3.38B
– –
-8,302
Closed -$301K
16 17
18
19 20

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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.