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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
NWN icon
651
Northwest Natural Holdings
NWN
$2.16B
– –
-5,878
Closed -$302K
NX icon
652
Quanex
NX
$839M
– –
-14,348
Closed -$302K
OC icon
653
Owens Corning
OC
$11.2B
– –
-15,324
Closed -$725K
OEC icon
654
Orion
OEC
$387M
– –
-37,917
Closed -$470K
OGE icon
655
OGE Energy
OGE
$10.2B
– –
-11,366
Closed -$303K
OLED icon
656
Universal Display
OLED
$3.71B
– –
-5,500
Closed -$303K
OLLI icon
657
Ollie's Bargain Outlet
OLLI
$3.94B
– –
-18,422
Closed -$313K
OMF icon
658
OneMain Financial
OMF
$6.79B
– –
-7,495
Closed -$309K
ACH
659
Accendra Health
ACH
$240M
– –
-16,779
Closed -$618K
ORI icon
660
Old Republic International
ORI
$10.1B
– –
-16,051
Closed -$304K
PARA
661
DELISTED
Paramount Global Class B
PARA
– –
-8,562
Closed -$401K
PAYC icon
662
Paycom
PAYC
$6.47B
– –
-7,995
Closed -$306K
PCAR icon
663
PACCAR
PCAR
$68.8B
– –
-14,063
Closed -$449K
PCH
664
DELISTED
PotlatchDeltic
PCH
– –
-9,763
Closed -$302K
PCRX icon
665
Pacira BioSciences
PCRX
$1.02B
– –
-9,089
Closed -$700K
PETS icon
666
PetMed Express
PETS
$43.8M
– –
-16,054
Closed -$279K
PGRE
667
DELISTED
Paramount Group
PGRE
– –
-16,958
Closed -$307K
PIPR icon
668
Piper Sandler
PIPR
$5.12B
– –
-30,188
Closed -$307K
PKG icon
669
Packaging Corp of America
PKG
$20.8B
– –
-4,775
Closed -$305K
PLCE icon
670
Children's Place
PLCE
$58.7M
– –
-7,206
Closed -$399K
PLNT icon
671
Planet Fitness
PLNT
$4.29B
– –
-19,358
Closed -$303K
PNFP icon
672
Pinnacle Financial Partners Inc
PNFP
$15.1B
– –
-5,813
Closed -$303K
PODD icon
673
Insulet
PODD
$11B
– –
-7,760
Closed -$302K
POWI icon
674
Power Integrations
POWI
$3.95B
– –
-11,980
Closed -$300K
PPC icon
675
Pilgrim's Pride
PPC
$6.64B
– –
-13,891
Closed -$310K
25 26
27
28 29

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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.