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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
VRNT
776
DELISTED
Verint Systems
VRNT
– –
-14,434
Closed -$303K
VRTX icon
777
Vertex Pharmaceuticals
VRTX
$120B
– –
-2,418
Closed -$306K
VTRS icon
778
Viatris
VTRS
$20.1B
– –
-13,012
Closed -$710K
VZ icon
779
Verizon
VZ
$183B
– –
-26,249
Closed -$1.23M
WDC icon
780
Western Digital
WDC
$192B
– –
-6,860
Closed -$316K
WERN icon
781
Werner Enterprises
WERN
$2.63B
– –
-15,306
Closed -$357K
WHR icon
782
Whirlpool
WHR
$2.31B
– –
-2,258
Closed -$335K
WING icon
783
Wingstop
WING
$3.67B
– –
-13,051
Closed -$301K
WLY icon
784
John Wiley & Sons Class A
WLY
$2.47B
– –
-6,685
Closed -$302K
WM icon
785
Waste Management
WM
$95.3B
– –
-8,231
Closed -$444K
WMK icon
786
Weis Markets
WMK
$1.85B
– –
-7,254
Closed -$331K
WMT icon
787
Walmart Inc
WMT
$863B
– –
-22,197
Closed -$456K
WOR icon
788
Worthington Enterprises
WOR
$2.72B
– –
-16,351
Closed -$307K
WTFC icon
789
Wintrust Financial
WTFC
$10.6B
– –
-6,129
Closed -$301K
WTRG icon
790
Essential Utilities
WTRG
$11.2B
– –
-9,985
Closed -$302K
WU icon
791
Western Union
WU
$2.6B
– –
-16,827
Closed -$306K
WTW icon
792
Willis Towers Watson
WTW
$27.2B
– –
-2,362
Closed -$306K
WWD icon
793
Woodward
WWD
$24.5B
– –
-5,992
Closed -$304K
WWW icon
794
Wolverine World Wide
WWW
$1.51B
– –
-17,818
Closed -$306K
XNET
795
Xunlei
XNET
$354M
– –
-22,470
Closed -$171K
XRAY icon
796
Dentsply Sirona
XRAY
$2.55B
– –
-4,937
Closed -$303K
PRKS icon
797
United Parks & Resorts
PRKS
$2.08B
– –
-15,239
Closed -$303K
TBRG
798
DELISTED
TruBridge
TBRG
– –
-5,980
Closed -$301K
UCB
799
United Community Banks
UCB
$4.18B
– –
-17,128
Closed -$338K
MAGN
800
Magnera Corp
MAGN
$472M
– –
-1,232
Closed -$302K
30 31
32
33 34

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CCM
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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.