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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
PKY
951
DELISTED
Parkway, Inc.
PKY
– –
-20,643
Closed -$328K
WSTC
952
DELISTED
West Corporation
WSTC
– –
-13,824
Closed -$305K
ALR
953
DELISTED
Alere Inc
ALR
– –
-7,710
Closed -$305K
WBMD
954
DELISTED
WebMD Health Corp.
WBMD
– –
-6,108
Closed -$301K
RAI
955
DELISTED
Reynolds American Inc
RAI
– –
-11,116
Closed -$518K
PNRA
956
DELISTED
Panera Bread Co
PNRA
– –
-6,109
Closed -$1.19M
KATE
957
DELISTED
Kate Spade & Company
KATE
– –
-26,950
Closed -$472K
CST
958
DELISTED
CST Brands, Inc.
CST
– –
-7,692
Closed -$302K
PVTB
959
DELISTED
PrivateBancorp Inc
PVTB
– –
-7,389
Closed -$307K
CIE
960
DELISTED
Cobalt International Energy, Inc
CIE
– –
-960
Closed -$76K
YHOO
961
DELISTED
Yahoo Inc
YHOO
– –
-16,118
Closed -$538K
JNS
962
DELISTED
Janus Capital Group Inc
JNS
– –
-21,604
Closed -$306K
UTEK
963
DELISTED
Ultratech Inc.
UTEK
– –
-15,372
Closed -$307K
EXAR
964
DELISTED
Exar Corporation
EXAR
– –
-29,221
Closed -$185K
HW
965
DELISTED
Headwaters Inc
HW
– –
-41,940
Closed -$705K
JOY
966
DELISTED
Joy Global Inc
JOY
– –
-85,694
Closed -$1.1M
MENT
967
DELISTED
Mentor Graphics Corp
MENT
– –
-16,105
Closed -$303K
ENH
968
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-15,658
Closed -$1.02M
TNGO
969
DELISTED
Tangoe, Inc.
TNGO
– –
-21,710
Closed -$185K
HAR
970
DELISTED
Harman International Industries
HAR
– –
-3,244
Closed -$307K
ACAT
971
DELISTED
Arctic Cat Inc
ACAT
– –
-20,747
Closed -$334K
EQY
972
DELISTED
Equity One
EQY
– –
-11,483
Closed -$313K
APOL
973
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-39,601
Closed -$313K
CLNY
974
DELISTED
Colony Capital, Inc.
CLNY
– –
-15,707
Closed -$304K
LGF
975
DELISTED
Lions Gate Entertainment
LGF
– –
-9,376
Closed -$304K
37 38
39
40 41

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CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
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RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
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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.