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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
ZTS icon
151
Zoetis
ZTS
$31.1B
$715K 0.28%
16,243
-14,982
-48% -$636K
LLY icon
152
Eli Lilly
LLY
$1.04T
$702K 0.27%
9,775
+1,249
+15% +$94.5K
PVH icon
153
PVH
PVH
$3.69B
$691K 0.27%
+6,984
New +$550K
UVE icon
154
Universal Insurance Holdings
UVE
$1.06B
$689K 0.27%
38,400
+21,809
+131% +$404K
MMM icon
155
3M
MMM
$88.1B
$687K 0.27%
4,929
-1,236
-20% -$159K
LBTYK icon
156
Liberty Global Class C
LBTYK
$3.44B
$678K 0.26%
20,712
+400
+2% +$12.2K
CVX icon
157
Chevron
CVX
$384B
$660K 0.26%
+6,933
New +$606K
JACK icon
158
Jack in the Box
JACK
$272M
$657K 0.25%
+10,193
New +$717K
KMI icon
159
Kinder Morgan
KMI
$72.3B
$641K 0.25%
35,928
-46,284
-56% -$757K
WSM icon
160
Williams-Sonoma
WSM
$26.2B
$640K 0.25%
+22,984
New +$623K
NWL icon
161
Newell Brands
NWL
$2.29B
$633K 0.25%
+14,266
New +$559K
XYL icon
162
Xylem
XYL
$27.6B
$633K 0.25%
15,414
+4,565
+42% +$168K
COP icon
163
ConocoPhillips
COP
$145B
$632K 0.24%
+15,763
New +$599K
LEA icon
164
Lear
LEA
$7.2B
$632K 0.24%
5,665
+2,244
+66% +$238K
LMT icon
165
Lockheed Martin
LMT
$119B
$616K 0.24%
+2,764
New +$595K
CAKE icon
166
Cheesecake Factory
CAKE
$4.26B
$611K 0.24%
11,523
+4,963
+76% +$246K
SFS
167
DELISTED
Smart & Final Stores, Inc.
SFS
$610K 0.24%
37,578
-13,347
-26% -$216K
AZO icon
168
AutoZone
AZO
$48.5B
$608K 0.24%
758
-137
-15% -$104K
LNW
169
DELISTED
Light & Wonder
LNW
$604K 0.23%
65,081
+17,017
+35% +$127K
STJ
170
DELISTED
St Jude Medical
STJ
$604K 0.23%
10,976
+6,106
+125% +$333K
MTG icon
171
MGIC Investment
MTG
$6.14B
$603K 0.23%
+79,080
New +$566K
UNM icon
172
Unum
UNM
$14B
$603K 0.23%
19,279
+10,185
+112% +$299K
APTV icon
173
Aptiv
APTV
$12.3B
$600K 0.23%
8,010
+3,311
+70% +$227K
MET icon
174
MetLife
MET
$60B
$600K 0.23%
+15,058
New +$563K
PII icon
175
Polaris
PII
$4.22B
$600K 0.23%
+6,170
New +$535K
5 6
7
8 9

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TMNFIC
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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.