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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 | |
|---|---|---|---|---|---|---|
301
Comtech Telecommunications
CMTL
$54.2M
| $178K | 0.08% |
14,377
-3,106
| -18% | -$65.2K |
|
302
Iovance Biotherapeutics
IOVA
$2.33B
| $178K | 0.08% |
+22,452
| New | +$141K |
|
303
Micron Technology
MU
$1.13T
| $178K | 0.08% |
+13,523
| New | +$154K |
|
|
AAIC
304
DELISTED
Arlington Asset Investment Corp.
AAIC
| $177K | 0.08% |
13,785
+1,831
| +15% | +$23.7K |
|
305
Marvell Technology
MRVL
$188B
| $176K | 0.08% |
18,636
-55,926
| -75% | -$559K |
|
|
RDEN
306
DELISTED
ELIZABETH ARDEN INC
RDEN
| $176K | 0.08% |
+12,863
| New | +$128K |
|
307
Xerox
XRX
$328M
| $175K | 0.08% |
+7,079
| New | +$186K |
|
|
SFS
308
DELISTED
Smart & Final Stores, Inc.
SFS
| $175K | 0.08% |
11,867
-25,711
| -68% | -$402K |
|
|
HRG
309
DELISTED
HRG Group, Inc.
HRG
| $175K | 0.08% |
+13,078
| New | +$180K |
|
310
National CineMedia
NCMI
$353M
| $174K | 0.08% |
1,171
+170
| +17% | +$24.5K |
|
311
Valley National Bancorp
VLY
$7.84B
| $173K | 0.08% |
19,373
+4,544
| +31% | +$42.5K |
|
312
Azenta
AZTA
$1.28B
| $172K | 0.08% |
15,700
+1,084
| +7% | +$11.4K |
|
313
3D Systems Corp
DDD
$428M
| $172K | 0.08% |
+12,667
| New | +$183K |
|
|
BGC
314
DELISTED
General Cable Corporation
BGC
| $172K | 0.08% |
13,681
-385
| -3% | -$5.32K |
|
|
EJ
315
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $172K | 0.08% |
+26,453
| New | +$171K |
|
316
Diamondrock Hospitality Co
DRH
$2.59B
| $171K | 0.08% |
+19,043
| New | +$175K |
|
317
Gray Television
GTN
$395M
| $171K | 0.08% |
15,718
+2,792
| +22% | +$32.9K |
|
|
NXGN
318
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $171K | 0.08% |
+14,755
| New | +$198K |
|
|
CVA
319
DELISTED
Covanta Holding Corporation
CVA
| $171K | 0.08% |
+10,536
| New | +$174K |
|
|
EVER
320
DELISTED
Everbank Financial Corp
EVER
| $171K | 0.08% |
11,809
+1,591
| +16% | +$23.6K |
|
321
Metallus
MTUS
$860M
| $170K | 0.08% |
17,985
+54
| +0.3% | +$563 |
|
322
GoPro
GPRO
$123M
| $169K | 0.08% |
15,659
-142,647
| -90% | -$1.58M |
|
323
Kinross Gold
KGC
$28.2B
| $169K | 0.08% |
+33,599
| New | +$160K |
|
324
MBIA
MBI
$297M
| $169K | 0.08% |
+24,760
| New | +$184K |
|
325
Enviri
NVRI
$636M
| $169K | 0.08% |
26,275
-2,669
| -9% | -$17.4K |
|
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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.