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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
TSRO
926
DELISTED
TESARO, Inc.
TSRO
– –
-5,796
Closed -$306K
HDP
927
DELISTED
Hortonworks, Inc.
HDP
– –
-14,110
Closed -$306K
SIR
928
DELISTED
SELECT INCOME REIT
SIR
– –
-34,432
Closed -$305K
FCB
929
DELISTED
FCB Financial Holdings, Inc.
FCB
– –
-8,367
Closed -$303K
LHO
930
DELISTED
LaSalle Hotel Properties
LHO
– –
-11,730
Closed -$301K
KTWO
931
DELISTED
K2M Group Holdings, Inc
KTWO
– –
-10,733
Closed -$215K
NYRT
932
DELISTED
New York REIT, Inc.
NYRT
– –
-2,667
Closed -$307K
PF
933
DELISTED
Pinnacle Foods, Inc.
PF
– –
-7,262
Closed -$311K
VR
934
DELISTED
Validus Hold Ltd
VR
– –
-21,403
Closed -$1M
FINL
935
DELISTED
Finish Line
FINL
– –
-38,960
Closed -$704K
MSCC
936
DELISTED
Microsemi Corp
MSCC
– –
-9,137
Closed -$304K
CSRA
937
DELISTED
CSRA Inc.
CSRA
– –
-10,288
Closed -$307K
LNCE
938
DELISTED
Snyders-Lance, Inc.
LNCE
– –
-15,945
Closed -$554K
BBG
939
DELISTED
Bill Barrett Corp
BBG
– –
-11,734
Closed -$45K
LVNTA
940
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-14,616
Closed -$649K
RGC
941
DELISTED
Regal Entertainment Group
RGC
– –
-16,170
Closed -$305K
CAA
942
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-7,919
Closed -$303K
BWLD
943
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-4,392
Closed -$707K
HSNI
944
DELISTED
HSN, Inc.
HSNI
– –
-5,933
Closed -$303K
GLBL
945
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
– –
-53,365
Closed -$306K
OCRX
946
DELISTED
Ocera Therapeutics, Inc.
OCRX
– –
-13,548
Closed -$42K
PN
947
DELISTED
Patriot National, Inc.
PN
– –
-45,235
Closed -$304K
VWR
948
DELISTED
VWR Corporation
VWR
– –
-10,911
Closed -$309K
BRCD
949
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-34,373
Closed -$317K
LVLT
950
DELISTED
Level 3 Communications Inc
LVLT
– –
-13,247
Closed -$720K
36 37
38
39 40

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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.