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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
MIME
851
DELISTED
Mimecast Limited
MIME
– –
-16,926
Closed -$163K
EPAY
852
DELISTED
Bottomline Technologies Inc
EPAY
– –
-10,179
Closed -$303K
DISCK
853
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-12,238
Closed -$307K
FLOW
854
DELISTED
SPX FLOW, Inc.
FLOW
– –
-12,371
Closed -$335K
INFO
855
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-10,095
Closed -$306K
FMBI
856
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-60,861
Closed -$1.14M
GWB
857
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-10,332
Closed -$304K
MGLN
858
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-4,895
Closed -$304K
ADXS
859
DELISTED
Advaxis Inc
ADXS
– –
-1,827
Closed -$302K
KSU
860
DELISTED
Kansas City Southern
KSU
– –
-4,964
Closed -$369K
HRC
861
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-6,252
Closed -$306K
MDP
862
DELISTED
Meredith Corporation
MDP
– –
-6,967
Closed -$302K
RAVN
863
DELISTED
Raven Industries Inc
RAVN
– –
-20,017
Closed -$314K
ECHO
864
DELISTED
Echo Global Logistics, Inc.
ECHO
– –
-18,022
Closed -$376K
XLRN
865
DELISTED
Acceleron Pharma
XLRN
– –
-6,166
Closed -$305K
CAI
866
DELISTED
CAI International, Inc.
CAI
– –
-13,635
Closed -$134K
RPAI
867
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-21,345
Closed -$318K
CSOD
868
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-8,818
Closed -$307K
NWHM
869
DELISTED
THE NEW HOME COMPANY INC.
NWHM
– –
-17,296
Closed -$223K
LEAF
870
DELISTED
Leaf Group Ltd.
LEAF
– –
-10,123
Closed -$57K
CTB
871
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-7,836
Closed -$302K
CUB
872
DELISTED
Cubic Corporation
CUB
– –
-6,330
Closed -$302K
WDR
873
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-10,925
Closed -$312K
GLUU
874
DELISTED
Glu Mobile Inc.
GLUU
– –
-278,313
Closed -$692K
RP
875
DELISTED
RealPage, Inc.
RP
– –
-13,523
Closed -$303K
33 34
35
36 37

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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.