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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
LAD icon
601
Lithia Motors
LAD
$7.62B
– –
-2,066
Closed -$222K
LBRDA icon
602
Liberty Broadband Class A
LBRDA
$4.26B
– –
-6,000
Closed -$310K
LBTYA icon
603
Liberty Global Class A
LBTYA
$3.48B
– –
-10,116
Closed -$358K
LII icon
604
Lennox International
LII
$18.7B
– –
-4,948
Closed -$626K
LILA icon
605
Liberty Latin America Class A
LILA
$1.5B
– –
-11,707
Closed -$303K
LILAK icon
606
Liberty Latin America Class C
LILAK
$1.49B
– –
-8,408
Closed -$303K
LKQ icon
607
LKQ Corp
LKQ
$6.32B
– –
-10,419
Closed -$310K
LRCX icon
608
Lam Research
LRCX
$400B
– –
-62,940
Closed -$504K
LRN icon
609
Stride
LRN
$3.66B
– –
-17,193
Closed -$153K
LULU icon
610
lululemon athletica
LULU
$12.6B
– –
-5,879
Closed -$304K
M icon
611
Macy's
M
$6.14B
– –
-10,528
Closed -$370K
MAC icon
612
Macerich
MAC
$7.17B
– –
-4,104
Closed -$335K
MAIN icon
613
Main Street Capital
MAIN
$4.94B
– –
-10,450
Closed -$307K
MASI
614
DELISTED
Masimo
MASI
– –
-7,153
Closed -$302K
MATV icon
615
Mativ Holdings
MATV
$433M
– –
-7,133
Closed -$305K
MATW icon
616
Matthews International
MATW
$844M
– –
-5,551
Closed -$303K
MBI icon
617
MBIA
MBI
$293M
– –
-46,576
Closed -$302K
MC icon
618
Moelis & Co
MC
$4.88B
– –
-10,289
Closed -$302K
MCY icon
619
Mercury Insurance
MCY
$5.84B
– –
-6,522
Closed -$308K
MDLZ icon
620
Mondelez International
MDLZ
$77.1B
– –
-6,683
Closed -$304K
MDU icon
621
MDU Resources
MDU
$4.42B
– –
-42,849
Closed -$302K
MG icon
622
Mistras Group
MG
$499M
– –
-11,898
Closed -$231K
MGEE icon
623
MGE Energy Inc
MGEE
$3.11B
– –
-6,454
Closed -$302K
MGRC icon
624
McGrath RentCorp
MGRC
$2.92B
– –
-9,305
Closed -$241K
MHK icon
625
Mohawk Industries
MHK
$6.71B
– –
-1,682
Closed -$319K
23 24
25
26 27

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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
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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.