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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
BRCM
1001
DELISTED
BROADCOM CORP CL-A
BRCM
– –
-5,054
Closed -$294K
SYA
1002
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
– –
-9,547
Closed -$304K
STRZA
1003
DELISTED
Starz - Series A
STRZA
– –
-9,280
Closed -$315K
ASCMA
1004
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
– –
-12,261
Closed -$208K
AWH
1005
DELISTED
Allied World Assurance Co Hld Lt
AWH
– –
-8,201
Closed -$309K
XL
1006
DELISTED
XL Group Ltd.
XL
– –
-17,579
Closed -$700K
TYC
1007
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-9,366
Closed -$315K
DISH
1008
DELISTED
DISH Network Corp.
DISH
– –
-8,023
Closed -$461K
IIP
1009
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
– –
-20,981
Closed -$135K
HOT
1010
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
– –
-4,413
Closed -$309K
MBT
1011
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-164,290
Closed -$1M
UFS
1012
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-8,154
Closed -$303K
GRA
1013
DELISTED
W.R. Grace & Co.
GRA
– –
-4,114
Closed -$412K
NAVG
1014
DELISTED
Navigators Group Inc
NAVG
– –
-7,416
Closed -$324K
BBOX
1015
DELISTED
Black Box Corp
BBOX
– –
-13,670
Closed -$130K
BCR
1016
DELISTED
CR Bard Inc.
BCR
– –
-1,587
Closed -$302K
NDRM
1017
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
– –
-18,124
Closed -$307K
AIRM
1018
DELISTED
Air Methods Corp
AIRM
– –
-7,289
Closed -$306K
FDML
1019
DELISTED
Federal-Mogul Holdings Corporation
FDML
– –
-18,431
Closed -$127K
EDE
1020
DELISTED
Empire District Electric
EDE
– –
-10,585
Closed -$302K
LXK
1021
DELISTED
Lexmark Intl Inc
LXK
– –
-30,045
Closed -$992K
DRII
1022
DELISTED
DIAMOND RESORTS INTL, INC
DRII
– –
-12,111
Closed -$310K
WIBC
1023
DELISTED
WILSHIRE BANCORP INC
WIBC
– –
-58,824
Closed -$693K
DWRE
1024
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
– –
-5,597
Closed -$303K
TWC
1025
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-1,629
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.