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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
VSI
901
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-9,198
Closed -$303K
STI
902
DELISTED
SunTrust Banks, Inc.
STI
– –
-7,036
Closed -$304K
VIAB
903
DELISTED
Viacom Inc. Class B
VIAB
– –
-9,785
Closed -$400K
ORIT
904
DELISTED
Oritani Financial Corp. New
ORIT
– –
-19,104
Closed -$322K
MCRN
905
DELISTED
Milacron Holdings Corp.
MCRN
– –
-21,006
Closed -$265K
UBNK
906
DELISTED
United Financial Bancorp, Inc.
UBNK
– –
-18,814
Closed -$247K
ALDR
907
DELISTED
Alder Biopharmaceuticals
ALDR
– –
-8,945
Closed -$303K
ISCA
908
DELISTED
International Speedway Corp
ISCA
– –
-8,874
Closed -$305K
CRAY
909
DELISTED
Cray, Inc.
CRAY
– –
-9,138
Closed -$302K
CTRL
910
DELISTED
Control4 Corporation
CTRL
– –
-15,523
Closed -$115K
DATA
911
DELISTED
Tableau Software, Inc.
DATA
– –
-3,262
Closed -$309K
WP
912
DELISTED
Worldpay, Inc.
WP
– –
-14,721
Closed -$700K
TCF
913
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-18,552
Closed -$647K
LLL
914
DELISTED
L3 Technologies, Inc.
LLL
– –
-2,599
Closed -$314K
INSY
915
DELISTED
Insys Therapeutics, Inc.
INSY
– –
-10,286
Closed -$302K
FTD
916
DELISTED
FTD Companies, Inc. Common Stock
FTD
– –
-11,533
Closed -$305K
BMS
917
DELISTED
Bemis
BMS
– –
-6,734
Closed -$305K
HIFR
918
DELISTED
InfraREIT, Inc.
HIFR
– –
-16,419
Closed -$304K
ULTI
919
DELISTED
Ultimate Software Group Inc
ULTI
– –
-1,871
Closed -$366K
CIVI
920
DELISTED
Civitas Solutions, Inc.
CIVI
– –
-11,268
Closed -$332K
SGYP
921
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-53,544
Closed -$305K
MB
922
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
– –
-12,270
Closed -$187K
AHL
923
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-6,132
Closed -$301K
ESND
924
DELISTED
Essendant Inc.
ESND
– –
-9,295
Closed -$302K
BOJA
925
DELISTED
Bojangles', Inc. Common Stock
BOJA
– –
-18,844
Closed -$304K
35 36
37
38 39

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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.