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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 | |
|---|---|---|---|---|---|---|
276
Wolverine World Wide
WWW
$1.52B
| $209K | 0.1% |
+10,436
| New | +$195K |
|
|
VISN
277
Vistance Networks Inc
VISN
$2.7B
| $208K | 0.1% |
+6,840
| New | +$203K |
|
278
LivaNova
LIVN
$4.26B
| $208K | 0.1% |
+4,274
| New | +$216K |
|
279
ON Semiconductor
ON
$34.8B
| $206K | 0.1% |
23,696
-2,428
| -9% | -$23.1K |
|
|
TRST
280
Trustco Bank Corp NY
TRST
$975M
| $206K | 0.1% |
6,615
-2,263
| -25% | -$71.7K |
|
281
Molson Coors Class B
TAP
$7.49B
| $205K | 0.1% |
2,080
-484
| -19% | -$47.6K |
|
282
Huntsman Corp
HUN
$2.28B
| $204K | 0.1% |
+15,113
| New | +$222K |
|
|
LHO
283
DELISTED
LaSalle Hotel Properties
LHO
| $204K | 0.1% |
+8,764
| New | +$207K |
|
|
TGI
284
DELISTED
Triumph Group
TGI
| $203K | 0.09% |
+5,950
| New | +$215K |
|
|
RAI
285
DELISTED
Reynolds American Inc
RAI
| $200K | 0.09% |
+3,783
| New | +$190K |
|
|
RAD
286
DELISTED
Rite Aid Corporation
RAD
| $197K | 0.09% |
1,286
+301
| +31% | +$47.5K |
|
|
CYS
287
DELISTED
CYS Investments Inc.
CYS
| $188K | 0.09% |
22,651
+1,760
| +8% | +$14.5K |
|
|
ILG
288
DELISTED
ILG, Inc Common Stock
ILG
| $187K | 0.09% |
12,110
+1,389
| +13% | +$19.8K |
|
289
BioCryst Pharmaceuticals
BCRX
$2.4B
| $186K | 0.09% |
+63,918
| New | +$198K |
|
290
Veeco
VECO
$3.34B
| $186K | 0.09% |
+11,553
| New | +$206K |
|
|
MTOR
291
DELISTED
MERITOR, Inc.
MTOR
| $185K | 0.09% |
26,396
+7,438
| +39% | +$61.3K |
|
292
Huntington Bancshares
HBAN
$35.2B
| $184K | 0.09% |
21,583
-138,055
| -86% | -$1.36M |
|
|
PIR
293
DELISTED
Pier 1 Imports, Inc.
PIR
| $184K | 0.09% |
+1,707
| New | +$206K |
|
294
FNB Corp
FNB
$6.66B
| $183K | 0.09% |
14,875
+3,111
| +26% | +$40.3K |
|
|
TWTR
295
DELISTED
Twitter, Inc.
TWTR
| $182K | 0.09% |
10,793
-70,197
| -87% | -$1.1M |
|
|
BRCD
296
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $182K | 0.09% |
+20,051
| New | +$180K |
|
297
Jabil
JBL
$33.8B
| $181K | 0.08% |
+10,169
| New | +$185K |
|
298
Brookdale Senior Living
BKD
$3.51B
| $180K | 0.08% |
+11,679
| New | +$204K |
|
299
Invesco Mortgage Capital
IVR
$783M
| $179K | 0.08% |
1,323
+26
| +2% | +$3.5K |
|
|
ISIL
300
DELISTED
Intersil Corp
ISIL
| $179K | 0.08% |
13,675
+2,328
| +21% | +$30.3K |
|
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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.