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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
+1.28%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$214M
AUM Growth
-$44.2M
(-17%)
Cap. Flow
-$37.7M
Cap. Flow
% of AUM
-17.58%
Top 10 Holdings %
Top 10 Hldgs %
7.74%
Holding
612
New
212
Increased
92
Reduced
104
Closed
203
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
EXPR
Express, Inc.
EXPR
|
+$1.96M |
| 2 |
HA
Hawaiian Holdings, Inc.
HA
|
+$1.77M |
| 3 |
Norwegian Cruise Line
NCLH
|
+$1.74M |
| 4 |
BWLD
Buffalo Wild Wings, Inc.
BWLD
|
+$1.61M |
| 5 |
TJX Companies
TJX
|
+$1.56M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
IPG
Interpublic Group of Companies
IPG
|
+$2.13M |
| 2 |
HIMX
Himax Technologies
HIMX
|
+$2.11M |
| 3 |
Southwest Airlines
LUV
|
+$2.1M |
| 4 |
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
|
+$2.08M |
| 5 |
MXIM
Maxim Integrated Products
MXIM
|
+$2.08M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 21.02% |
| 2 | Financials | 18% |
| 3 | Industrials | 15.76% |
| 4 | Healthcare | 12.97% |
| 5 | Technology | 7.56% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AVDL
226
DELISTED
Avadel Pharmaceuticals
AVDL
| $261K | 0.12% |
+24,232
| New | +$258K |
|
|
TSE
227
DELISTED
Trinseo
TSE
| $258K | 0.12% |
+6,091
| New | +$268K |
|
228
Jones Lang LaSalle
JLL
$14.8B
| $254K | 0.12% |
+2,527
| New | +$290K |
|
229
Waste Management
WM
$95.1B
| $254K | 0.12% |
+3,890
| New | +$235K |
|
|
STJ
230
DELISTED
St Jude Medical
STJ
| $253K | 0.12% |
3,262
-7,714
| -70% | -$550K |
|
|
TRQ
231
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $252K | 0.12% |
7,660
-8,105
| -51% | -$235K |
|
|
FISV
232
Fiserv Inc
FISV
$26.7B
| $250K | 0.12% |
+4,694
| New | +$242K |
|
|
DCT
233
DELISTED
DCT Industrial Trust Inc.
DCT
| $247K | 0.12% |
+5,241
| New | +$223K |
|
234
Bank OZK
OZK
$5.46B
| $246K | 0.11% |
+6,706
| New | +$264K |
|
235
Macy's
M
$6.12B
| $245K | 0.11% |
+7,344
| New | +$263K |
|
236
MarketAxess Holdings
MKTX
$4.05B
| $243K | 0.11% |
+1,708
| New | +$227K |
|
|
SHPG
237
DELISTED
Shire pic
SHPG
| $243K | 0.11% |
1,345
-3,413
| -72% | -$616K |
|
238
Abercrombie & Fitch
ANF
$4.05B
| $242K | 0.11% |
13,816
-51,928
| -79% | -$1.24M |
|
239
Exelixis
EXEL
$14B
| $242K | 0.11% |
+31,047
| New | +$179K |
|
|
XLNX
240
DELISTED
Xilinx Inc
XLNX
| $240K | 0.11% |
+5,272
| New | +$241K |
|
|
TSRO
241
DELISTED
TESARO, Inc.
TSRO
| $240K | 0.11% |
+2,946
| New | +$131K |
|
|
THS
242
DELISTED
Treehouse Foods
THS
| $239K | 0.11% |
+2,414
| New | +$223K |
|
243
Advance Auto Parts
AAP
$3.21B
| $238K | 0.11% |
+1,477
| New | +$228K |
|
|
MSCC
244
DELISTED
Microsemi Corp
MSCC
| $238K | 0.11% |
+7,581
| New | +$259K |
|
245
Woodward
WWD
$24.7B
| $237K | 0.11% |
+4,218
| New | +$233K |
|
246
US Foods
USFD
$20.9B
| $233K | 0.11% |
+9,569
| New | +$234K |
|
247
Citizens Financial Group
CFG
$30.2B
| $232K | 0.11% |
11,869
-394
| -3% | -$8.75K |
|
248
Lam Research
LRCX
$396B
| $232K | 0.11% |
+28,260
| New | +$227K |
|
|
WRK
249
DELISTED
WestRock Company
WRK
| $232K | 0.11% |
+6,117
| New | +$229K |
|
250
Atlanta Braves Holdings Series B
BATRK
$3.22B
| $229K | 0.11% |
+16,265
| New | +$243K |
|
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Quantitative Systematic Strategies's Q2 2016 Portfolio in Review
As of Q2 2016, Quantitative Systematic Strategies held 612 positions worth $214M, down 17% from $258M the previous quarter. Its ten largest holdings account for 7.7% of the portfolio.
Quantitative Systematic Strategies withdrew a net $37.7M in Q2 2016, closing 203 positions and reducing 104 holdings. Its most notable exit was Interpublic Group of Companies, an estimated $2.13M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 21% of assets, up from 18% a quarter earlier, followed by Financials and Industrials.
Against the trend, Quantitative Systematic Strategies opened a new position in Express, Inc. worth $1.68M.
- Quantitative Systematic Strategies's largest Q2 2016 buy was Express, Inc.: 5,851 shares worth $1.68M.
- Quantitative Systematic Strategies added most to Las Vegas Sands in Q2 2016, an estimated $970K increase.
- Quantitative Systematic Strategies's biggest Q2 2016 reduction was Amazon, cutting an estimated $1.63M.
- Quantitative Systematic Strategies fully exited Interpublic Group of Companies in Q2 2016, selling an estimated $2.13M.
- Quantitative Systematic Strategies's ten largest holdings make up 7.7% of its $214M portfolio in Q2 2016.
- Quantitative Systematic Strategies opened 212 new positions and closed 203 in Q2 2016.
- Quantitative Systematic Strategies's portfolio value fell 17% quarter-over-quarter to $214M.
Based on Quantitative Systematic Strategies's 13F filing for Q2 2016, filed 28 Jul 2016.