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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 | |
|---|---|---|---|---|---|---|
|
UNIT
251
Uniti Group
UNIT
$2.68B
| $229K | 0.11% |
+8,110
| New | +$201K |
|
252
FMC
FMC
$1.47B
| $226K | 0.11% |
+5,737
| New | +$225K |
|
253
Lincoln National
LNC
$7.86B
| $226K | 0.11% |
5,952
-17,794
| -75% | -$755K |
|
254
AMC Global Media
AMCX
$435M
| $225K | 0.11% |
+3,927
| New | +$250K |
|
255
Ralph Lauren
RL
$22.4B
| $224K | 0.1% |
+2,526
| New | +$235K |
|
|
KCG
256
DELISTED
KCG Holdings, Inc.
KCG
| $224K | 0.1% |
17,181
+4,100
| +31% | +$54.4K |
|
|
AIV
257
Aimco
AIV
$378M
| $223K | 0.1% |
+38,615
| New | +$214K |
|
|
AEL
258
DELISTED
American Equity Investment Life Holding Company
AEL
| $222K | 0.1% |
15,984
-2,639
| -14% | -$39.9K |
|
|
SBNY
259
DELISTED
Signature Bank
SBNY
| $222K | 0.1% |
+1,803
| New | +$241K |
|
|
FNSR
260
DELISTED
Finisar Corp
FNSR
| $222K | 0.1% |
+12,814
| New | +$219K |
|
|
XL
261
DELISTED
XL Group Ltd.
XL
| $221K | 0.1% |
+6,869
| New | +$234K |
|
262
Qorvo
QRVO
$7.77B
| $220K | 0.1% |
+4,031
| New | +$201K |
|
263
CVS Health
CVS
$136B
| $218K | 0.1% |
+2,293
| New | +$229K |
|
264
eBay
EBAY
$48.1B
| $218K | 0.1% |
+9,366
| New | +$226K |
|
|
PX
265
DELISTED
Praxair Inc
PX
| $218K | 0.1% |
+1,972
| New | +$224K |
|
|
SC
266
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $216K | 0.1% |
20,969
-128,305
| -86% | -$1.49M |
|
|
HTZ
267
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $216K | 0.1% |
+22,773
| New | +$855K |
|
|
IBKC
268
DELISTED
IBERIABANK Corp
IBKC
| $215K | 0.1% |
3,629
-25,767
| -88% | -$1.5M |
|
|
ELGX
269
DELISTED
Endologix Inc
ELGX
| $215K | 0.1% |
+1,743
| New | +$200K |
|
|
LM
270
DELISTED
Legg Mason, Inc.
LM
| $214K | 0.1% |
7,335
-38,579
| -84% | -$1.25M |
|
|
INXN
271
DELISTED
Interxion Holding N.V.
INXN
| $214K | 0.1% |
+5,934
| New | +$210K |
|
|
RDUS
272
DELISTED
Radius Health, Inc.
RDUS
| $213K | 0.1% |
+5,769
| New | +$204K |
|
273
Sarepta Therapeutics
SRPT
$1.67B
| $211K | 0.1% |
+11,293
| New | +$209K |
|
|
NSTG
274
DELISTED
NanoString Technologies, Inc.
NSTG
| $211K | 0.1% |
+16,872
| New | +$245K |
|
|
KRA
275
DELISTED
Kraton Corporation
KRA
| $211K | 0.1% |
+7,813
| New | +$191K |
|
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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.