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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
CHTR icon
476
Charter Communications
CHTR
$15.6B
– –
-1,636
Closed -$300K
CIA icon
477
Citizens
CIA
$249M
– –
-11,389
Closed -$90K
CME icon
478
CME Group
CME
$91.9B
– –
-5,318
Closed -$486K
CNA icon
479
CNA Financial
CNA
$14.1B
– –
-8,638
Closed -$307K
CNI icon
480
Canadian National Railway
CNI
$79.2B
– –
-5,636
Closed -$318K
CNP icon
481
CenterPoint Energy
CNP
$28.9B
– –
-17,825
Closed -$326K
COHR icon
482
Coherent
COHR
$61.3B
– –
-16,012
Closed -$306K
COLM icon
483
Columbia Sportswear
COLM
$3.16B
– –
-6,217
Closed -$304K
VISN
484
Vistance Networks Inc
VISN
$2.69B
– –
-11,613
Closed -$301K
COO icon
485
Cooper Companies
COO
$13.7B
– –
-8,952
Closed -$303K
COTY icon
486
Coty
COTY
$2.29B
– –
-12,114
Closed -$310K
COST icon
487
Costco
COST
$411B
– –
-1,852
Closed -$299K
CPA icon
488
Copa Holdings
CPA
$5.54B
– –
-6,373
Closed -$307K
CPRX
489
DELISTED
Catalyst Pharmaceutical
CPRX
– –
-41,502
Closed -$105K
CRDF icon
490
Cardiff Oncology
CRDF
$65.2M
– –
-373
Closed -$149K
CRS icon
491
Carpenter Technology
CRS
$29.9B
– –
-9,827
Closed -$302K
CRTO icon
492
Criteo
CRTO
$1.05B
– –
-17,667
Closed -$703K
CTAS icon
493
Cintas
CTAS
$81.3B
– –
-43,516
Closed -$1M
CTMX icon
494
CytomX Therapeutics
CTMX
$725M
– –
-14,409
Closed -$300K
CTSH icon
495
Cognizant
CTSH
$20.3B
– –
-6,927
Closed -$422K
CUBI icon
496
Customers Bancorp
CUBI
$2.57B
– –
-11,008
Closed -$307K
CVLT icon
497
Commault Systems
CVLT
$5.85B
– –
-7,754
Closed -$308K
CW icon
498
Curtiss-Wright
CW
$27.7B
– –
-11,748
Closed -$819K
CXW icon
499
CoreCivic
CXW
$3.13B
– –
-11,376
Closed -$302K
CYTK icon
500
Cytokinetics
CYTK
$11.1B
– –
-28,978
Closed -$304K
18 19
20
21 22

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.