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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
SPB icon
726
Spectrum Brands
SPB
$2.01B
– –
-2,959
Closed -$302K
SPG icon
727
Simon Property Group
SPG
$73B
– –
-1,793
Closed -$350K
SPWH icon
728
Sportsman's Warehouse
SPWH
$44.9M
– –
-22,596
Closed -$292K
SRPT icon
729
Sarepta Therapeutics
SRPT
$1.68B
– –
-7,934
Closed -$311K
SSD icon
730
Simpson Manufacturing
SSD
$7.79B
– –
-8,815
Closed -$303K
STAG icon
731
STAG Industrial
STAG
$7.74B
– –
-16,198
Closed -$302K
STZ icon
732
Constellation Brands
STZ
$22.1B
– –
-2,707
Closed -$390K
TAL icon
733
TAL Education Group
TAL
$5.74B
– –
-39,450
Closed -$306K
TDG icon
734
TransDigm Group
TDG
$67.9B
– –
-1,329
Closed -$303K
TDOC icon
735
Teladoc Health
TDOC
$1.56B
– –
-12,161
Closed -$223K
TECH icon
736
Bio-Techne
TECH
$11.2B
– –
-13,256
Closed -$302K
TER icon
737
Teradyne
TER
$58.5B
– –
-14,867
Closed -$315K
TEVA icon
738
Teva Pharmaceuticals
TEVA
$36.3B
– –
-4,560
Closed -$301K
TFC icon
739
Truist Financial
TFC
$62.5B
– –
-26,589
Closed -$1.01M
TGI
740
DELISTED
Triumph Group
TGI
– –
-7,590
Closed -$303K
TGT icon
741
Target
TGT
$61.1B
– –
-10,265
Closed -$748K
TGTX icon
742
TG Therapeutics
TGTX
$8.5B
– –
-25,270
Closed -$302K
THS
743
DELISTED
Treehouse Foods
THS
– –
-4,512
Closed -$357K
TILE icon
744
Interface
TILE
$1.9B
– –
-15,379
Closed -$302K
TJX icon
745
TJX Companies
TJX
$170B
– –
-19,662
Closed -$701K
TMUS icon
746
T-Mobile US
TMUS
$184B
– –
-7,752
Closed -$308K
TNK icon
747
Teekay Tankers
TNK
$2.62B
– –
-8,578
Closed -$475K
TNXP icon
748
Tonix Pharmaceuticals
TNXP
$169M
– –
0
– -$79K
TOL icon
749
Toll Brothers
TOL
$13.7B
– –
-9,180
Closed -$308K
TR icon
750
Tootsie Roll Industries
TR
$2.85B
– –
-8,560
Closed -$200K
28 29
30
31 32

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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.