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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
MKSI icon
626
MKS Inc
MKSI
$23.3B
– –
-8,257
Closed -$303K
MLKN icon
627
MillerKnoll
MLKN
$1.46B
– –
-10,403
Closed -$305K
MNST icon
628
Monster Beverage
MNST
$91.5B
– –
-13,044
Closed -$326K
MO icon
629
Altria Group
MO
$120B
– –
-6,146
Closed -$361K
MOMO
630
Hello Group
MOMO
$870M
– –
-18,918
Closed -$304K
MORN icon
631
Morningstar
MORN
$6.37B
– –
-3,737
Closed -$303K
MS icon
632
Morgan Stanley
MS
$338B
– –
-9,405
Closed -$303K
MSA icon
633
Mine Safety
MSA
$6.72B
– –
-6,850
Closed -$302K
MSGS icon
634
Madison Square Garden
MSGS
$9.49B
– –
-2,688
Closed -$310K
MTH icon
635
Meritage Homes
MTH
$4.77B
– –
-17,624
Closed -$303K
MTW icon
636
Manitowoc
MTW
$503M
– –
-72,537
Closed -$1M
MU icon
637
Micron Technology
MU
$1.12T
– –
-70,430
Closed -$997K
MWA icon
638
Mueller Water Products
MWA
$3.89B
– –
-116,002
Closed -$1M
NBIX icon
639
Neurocrine Biosciences
NBIX
$17.5B
– –
-5,641
Closed -$319K
NBR icon
640
Nabors Industries
NBR
$1.25B
– –
-348
Closed -$145K
NCLH icon
641
Norwegian Cruise Line
NCLH
$8.59B
– –
-14,467
Closed -$861K
NFBK
642
DELISTED
Northfield Bancorp
NFBK
– –
-14,321
Closed -$233K
NHI icon
643
National Health Investors
NHI
$3.88B
– –
-4,902
Closed -$302K
NKE icon
644
Nike
NKE
$60.8B
– –
-10,724
Closed -$678K
NMIH icon
645
NMI Holdings
NMIH
$3.16B
– –
-22,091
Closed -$150K
NOAH
646
Noah Holdings
NOAH
$593M
– –
-10,990
Closed -$306K
NPK icon
647
National Presto Industries
NPK
$874M
– –
-2,847
Closed -$238K
NSC icon
648
Norfolk Southern
NSC
$78.3B
– –
-4,039
Closed -$343K
NTGR icon
649
NETGEAR
NTGR
$672M
– –
-7,111
Closed -$303K
NVS icon
650
Novartis
NVS
$297B
– –
-3,858
Closed -$302K
24 25
26
27 28

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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
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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.