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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
GEO icon
551
The GEO Group
GEO
$4.15B
– –
-15,891
Closed -$303K
GLPI icon
552
Gaming and Leisure Properties
GLPI
$12.6B
– –
-10,913
Closed -$303K
B
553
Barrick Mining
B
$62.3B
– –
-10,312
Closed -$76K
GOOG icon
554
Alphabet (Google) Class C
GOOG
$3.88T
– –
-20,560
Closed -$792K
GPN icon
555
Global Payments
GPN
$21.3B
– –
-10,751
Closed -$701K
GRMN
556
Garmin
GRMN
$46.3B
– –
-8,922
Closed -$333K
GSBD icon
557
Goldman Sachs BDC
GSBD
$969M
– –
-12,977
Closed -$250K
GT icon
558
Goodyear
GT
$2.02B
– –
-9,319
Closed -$310K
GTLS
559
DELISTED
Chart Industries
GTLS
– –
-16,937
Closed -$306K
GTY
560
Getty Realty Corp
GTY
$2.1B
– –
-17,367
Closed -$302K
HAE icon
561
Haemonetics
HAE
$3.52B
– –
-9,157
Closed -$301K
HAL icon
562
Halliburton
HAL
$27.3B
– –
-26,235
Closed -$895K
HASI icon
563
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
– –
-35,493
Closed -$679K
HEI icon
564
HEICO Corp
HEI
$47.6B
– –
-13,560
Closed -$305K
HI
565
DELISTED
Hillenbrand
HI
– –
-10,165
Closed -$304K
HIG icon
566
Hartford Financial Services
HIG
$39B
– –
-15,073
Closed -$661K
HIW icon
567
Highwoods Properties
HIW
$3.61B
– –
-6,864
Closed -$302K
HLI icon
568
Houlihan Lokey
HLI
$9.52B
– –
-10,876
Closed -$277K
HLX icon
569
Helix Energy Solutions
HLX
$1.43B
– –
-16,057
Closed -$84K
HMC icon
570
Honda
HMC
$36.3B
– –
-9,489
Closed -$304K
HOMB icon
571
Home BancShares
HOMB
$6.16B
– –
-34,300
Closed -$701K
HOPE icon
572
Hope Bancorp
HOPE
$1.72B
– –
-39,977
Closed -$700K
HR icon
573
Healthcare Realty
HR
$7.33B
– –
-11,146
Closed -$302K
HRI icon
574
Herc Holdings
HRI
$5.45B
– –
-9,490
Closed -$400K
HRTX icon
575
Heron Therapeutics
HRTX
$86.9M
– –
-10,854
Closed -$303K
21 22
23
24 25

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
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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
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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.