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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
SYNH
826
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-6,095
Closed -$301K
INFI
827
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-38,387
Closed -$302K
QUOT
828
DELISTED
Quotient Technology Inc
QUOT
– –
-44,600
Closed -$314K
NUVA
829
DELISTED
NuVasive, Inc.
NUVA
– –
-19,095
Closed -$1.05M
UNVR
830
DELISTED
Univar Solutions Inc.
UNVR
– –
-18,505
Closed -$313K
DBD
831
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-9,941
Closed -$305K
ACOR
832
DELISTED
Acorda Therapeutics
ACOR
– –
-59
Closed -$302K
BLCM
833
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
– –
-1,457
Closed -$299K
MGI
834
DELISTED
MoneyGram International, Inc. New
MGI
– –
-19,615
Closed -$123K
DTEA
835
DELISTED
DAVIDsTEA Inc. Common Stock
DTEA
– –
-11,819
Closed -$151K
SIOX
836
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
– –
-1,949
Closed -$301K
STOR
837
DELISTED
STORE Capital Corporation
STOR
– –
-12,960
Closed -$302K
SJI
838
DELISTED
South Jersey Industries, Inc.
SJI
– –
-12,584
Closed -$302K
CLVS
839
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-29,721
Closed -$1.02M
ZEN
840
DELISTED
ZENDESK INC
ZEN
– –
-11,418
Closed -$303K
TEN
841
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-13,136
Closed -$612K
FNHC
842
DELISTED
FedNat Holding Company Common Stock
FNHC
– –
-6,777
Closed -$204K
TMX
843
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-11,866
Closed -$315K
HNGR
844
DELISTED
Hanger Inc.
HNGR
– –
-14,451
Closed -$241K
MANT
845
DELISTED
Mantech International Corp
MANT
– –
-9,946
Closed -$306K
MNDT
846
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-14,479
Closed -$302K
RDUS
847
DELISTED
Radius Health, Inc.
RDUS
– –
-4,842
Closed -$302K
ACC
848
DELISTED
American Campus Communities, Inc.
ACC
– –
-7,379
Closed -$306K
CDK
849
DELISTED
CDK Global, Inc.
CDK
– –
-15,768
Closed -$771K
ANAT
850
DELISTED
American National Group, Inc. Common Stock
ANAT
– –
-2,951
Closed -$303K
32 33
34
35 36

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GPC
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CBT
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FSCP
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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.