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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
AAMI
801
Acadian Asset Management
AAMI
$2.86B
– –
-16,343
Closed -$249K
JOYY
802
JOYY Inc
JOYY
$3.66B
– –
-11,355
Closed -$714K
BECN
803
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-7,263
Closed -$303K
EQC
804
DELISTED
Equity Commonwealth
EQC
– –
-36,099
Closed -$1.01M
CMRX
805
DELISTED
Chimerix, Inc.
CMRX
– –
-36,903
Closed -$308K
ITCI
806
DELISTED
Intra-Cellular Therapies Inc.
ITCI
– –
-5,458
Closed -$301K
SUM
807
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-15,841
Closed -$305K
CNSL
808
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
– –
-14,088
Closed -$302K
SAVE
809
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-41,534
Closed -$1.71M
VGR
810
DELISTED
Vector Group Ltd.
VGR
– –
-21,715
Closed -$303K
SLCA
811
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-36,122
Closed -$668K
SIX
812
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-5,520
Closed -$303K
LBAI
813
DELISTED
Lakeland Bancorp Inc
LBAI
– –
-15,443
Closed -$184K
TTOO
814
DELISTED
T2 Biosystems, Inc
TTOO
– –
-5
Closed -$272K
KAMN
815
DELISTED
Kaman Corp
KAMN
– –
-7,405
Closed -$306K
EXPR
816
DELISTED
Express, Inc.
EXPR
– –
-1,381
Closed -$481K
NSTG
817
DELISTED
NanoString Technologies, Inc.
NSTG
– –
-22,519
Closed -$331K
MRTX
818
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
– –
-12,830
Closed -$393K
RPT
819
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-17,974
Closed -$302K
SGEN
820
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-8,727
Closed -$394K
ARGO
821
DELISTED
Argo Group International Holdings, Ltd.
ARGO
– –
-6,322
Closed -$304K
NXGN
822
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-18,077
Closed -$301K
ICPT
823
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-2,071
Closed -$311K
LTRPA
824
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-12,679
Closed -$392K
NATI
825
DELISTED
National Instruments Corp
NATI
– –
-10,430
Closed -$303K
31 32
33
34 35

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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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.