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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
DAL icon
501
Delta Air Lines
DAL
$53.9B
– –
-8,242
Closed -$421K
DAR icon
502
Darling Ingredients
DAR
$10.1B
– –
-29,051
Closed -$307K
DD icon
503
DuPont de Nemours
DD
$18.6B
– –
-4,707
Closed -$616K
DDD icon
504
3D Systems Corp
DDD
$423M
– –
-35,029
Closed -$305K
DEA
505
Easterly Government Properties
DEA
$1.17B
– –
-6,110
Closed -$260K
DG icon
506
Dollar General
DG
$25.4B
– –
-13,902
Closed -$1M
DGX icon
507
Quest Diagnostics
DGX
$25.2B
– –
-4,363
Closed -$313K
DHC
508
Diversified Healthcare Trust
DHC
$2.24B
– –
-20,099
Closed -$301K
DLB icon
509
Dolby
DLB
$4.65B
– –
-8,883
Closed -$303K
DLTH icon
510
Duluth Holdings
DLTH
$160M
– –
-20,773
Closed -$303K
DQ
511
Daqo New Energy
DQ
$806M
– –
-63,670
Closed -$210K
DVA icon
512
DaVita
DVA
$15B
– –
-4,329
Closed -$303K
DVAX
513
DELISTED
Dynavax Technologies
DVAX
– –
-41,849
Closed -$1.01M
DXPE icon
514
DXP Enterprises
DXPE
$2.71B
– –
-12,027
Closed -$280K
EBF icon
515
Ennis
EBF
$540M
– –
-10,791
Closed -$211K
EGBN icon
516
Eagle Bancorp
EGBN
$842M
– –
-5,935
Closed -$303K
EL icon
517
Estee Lauder
EL
$28.9B
– –
-2,540
Closed -$226K
ENOV icon
518
Enovis
ENOV
$1.5B
– –
-17,483
Closed -$703K
ENR icon
519
Energizer
ENR
$1.41B
– –
-20,111
Closed -$701K
EPAC icon
520
Enerpac Tool Group
EPAC
$1.76B
– –
-12,741
Closed -$309K
EPR icon
521
EPR Properties
EPR
$4.74B
– –
-5,195
Closed -$305K
EQR icon
522
Equity Residential
EQR
$25.6B
– –
-4,257
Closed -$349K
EQT icon
523
EQT Corp
EQT
$33.4B
– –
-21,179
Closed -$593K
ERIE icon
524
Erie Indemnity
ERIE
$11.2B
– –
-3,090
Closed -$302K
EMBJ
525
Embraer S.A. ADS
EMBJ
$11.7B
– –
-10,164
Closed -$303K
19 20
21
22 23

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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.