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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
EGOV
876
DELISTED
NIC Inc
EGOV
– –
-15,345
Closed -$308K
FPRX
877
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-7,858
Closed -$327K
MIK
878
DELISTED
Michaels Stores, Inc
MIK
– –
-13,774
Closed -$304K
NGHC
879
DELISTED
National General Holdings Corp
NGHC
– –
-13,821
Closed -$306K
HDS
880
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-17,397
Closed -$524K
FRAN
881
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-1,609
Closed -$341K
MNK
882
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-4,636
Closed -$349K
NBL
883
DELISTED
Noble Energy, Inc.
NBL
– –
-15,250
Closed -$492K
WUBA
884
DELISTED
58.com Inc
WUBA
– –
-4,683
Closed -$305K
BGG
885
DELISTED
Briggs & Stratton Corp.
BGG
– –
-17,123
Closed -$301K
PTLA
886
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-5,899
Closed -$305K
AXE
887
DELISTED
Anixter International Inc
AXE
– –
-5,174
Closed -$314K
TIVO
888
DELISTED
Tivo Inc
TIVO
– –
-18,013
Closed -$301K
OPB
889
DELISTED
Opus Bank Common Stock
OPB
– –
-8,080
Closed -$303K
WBC
890
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-3,901
Closed -$400K
AGN
891
DELISTED
Allergan plc
AGN
– –
-2,164
Closed -$682K
MLNX
892
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-7,121
Closed -$302K
RRTS
893
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
– –
-1,344
Closed -$315K
HABT
894
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-13,162
Closed -$305K
ZAYO
895
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-11,968
Closed -$311K
FOMX
896
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
– –
-36,788
Closed -$302K
IPHS
897
DELISTED
Innophos Holdings, Inc.
IPHS
– –
-10,406
Closed -$303K
LPT
898
DELISTED
Liberty Property Trust
LPT
– –
-9,621
Closed -$302K
WCG
899
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-8,899
Closed -$705K
WAIR
900
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
– –
-25,873
Closed -$307K
34 35
36
37 38

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GPC
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FSCP
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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.