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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
AMSG
976
DELISTED
Amsurg Corp
AMSG
– –
-3,955
Closed -$306K
ININ
977
DELISTED
Interactive Intelligence Group, inc.
ININ
– –
-9,582
Closed -$303K
CVT
978
DELISTED
CVENT, INC.
CVT
– –
-8,640
Closed -$303K
CPHD
979
DELISTED
Cepheid Inc
CPHD
– –
-8,227
Closed -$301K
PGND
980
DELISTED
PRESS GANEY HOLDINGS INC COM STK (DE)
PGND
– –
-9,575
Closed -$303K
FCS
981
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
– –
-14,542
Closed -$302K
STR
982
DELISTED
QUESTAR CORP
STR
– –
-15,222
Closed -$302K
EMC
983
DELISTED
EMC CORPORATION
EMC
– –
-12,559
Closed -$323K
SGNT
984
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
– –
-19,090
Closed -$303K
MESG
985
DELISTED
XURA INC COM (DE)
MESG
– –
-9,101
Closed -$219K
MKTO
986
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-17,014
Closed -$483K
FMER
987
DELISTED
FIRSTMERIT CORP
FMER
– –
-37,169
Closed -$703K
SQI
988
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
– –
-10,563
Closed -$139K
TAL
989
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
– –
-19,736
Closed -$313K
CPGX
990
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
– –
-15,493
Closed -$303K
BXLT
991
DELISTED
BAXALTA INC COM STK (DE)
BXLT
– –
-18,066
Closed -$706K
SNDK
992
DELISTED
SANDISK CORP
SNDK
– –
-4,032
Closed -$307K
JAH
993
DELISTED
JARDEN CORPORATION
JAH
– –
-5,549
Closed -$315K
CNL
994
DELISTED
CLECO CRP (HOLDING CO)
CNL
– –
-5,780
Closed -$303K
YOKU
995
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
– –
-11,373
Closed -$307K
HNT
996
DELISTED
HEALTH NET INC
HNT
– –
-6,309
Closed -$434K
PRE
997
DELISTED
PARTNERRE LTD
PRE
– –
-2,173
Closed -$304K
DMND
998
DELISTED
DIAMOND FOODS, INC.
DMND
– –
-7,958
Closed -$309K
KING
999
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
– –
-17,100
Closed -$306K
SWI
1000
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
– –
-5,149
Closed -$303K
38 39
40
41 42

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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.