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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 | |
|---|---|---|---|---|---|---|
|
PRTY
326
DELISTED
Party City Holdco Inc.
PRTY
| $169K | 0.08% |
12,260
+1,913
| +18% | +$26.4K |
|
|
P
327
DELISTED
Pandora Media Inc
P
| $169K | 0.08% |
13,463
-8,309
| -38% | -$86.3K |
|
|
MPSX
328
DELISTED
Multi Packaging Solutions Intl.
MPSX
| $169K | 0.08% |
+12,789
| New | +$199K |
|
329
Ally Financial
ALLY
$13.3B
| $168K | 0.08% |
+10,521
| New | +$182K |
|
330
Bank of America
BAC
$430B
| $168K | 0.08% |
12,729
-7,457
| -37% | -$105K |
|
331
Itaú Unibanco
ITUB
$91.9B
| $168K | 0.08% |
+40,539
| New | +$156K |
|
332
Rayonier Advanced Materials
RYAM
$571M
| $168K | 0.08% |
12,952
-2,901
| -18% | -$35.5K |
|
333
Zumiez
ZUMZ
$316M
| $168K | 0.08% |
+11,930
| New | +$190K |
|
|
MRC
334
DELISTED
MRC Global
MRC
| $167K | 0.08% |
+12,260
| New | +$170K |
|
335
Nomad Foods
NOMD
$1.62B
| $167K | 0.08% |
20,766
+3,981
| +24% | +$35.1K |
|
336
Old National Bancorp
ONB
$9.97B
| $167K | 0.08% |
13,628
+1,182
| +9% | +$15K |
|
337
Vera Bradley
VRA
$105M
| $167K | 0.08% |
+11,805
| New | +$191K |
|
|
SNR
338
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $167K | 0.08% |
15,641
+610
| +4% | +$6.49K |
|
|
BPFH
339
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $167K | 0.08% |
14,580
+1,443
| +11% | +$17.4K |
|
|
LQ
340
DELISTED
La Quinta Holdings Inc.
LQ
| $167K | 0.08% |
+14,731
| New | +$176K |
|
|
INVN
341
DELISTED
Invensense Inc
INVN
| $167K | 0.08% |
+28,026
| New | +$194K |
|
|
APOL
342
DELISTED
Apollo Education Group Inc Class A
APOL
| $167K | 0.08% |
+18,474
| New | +$159K |
|
|
STL
343
DELISTED
Sterling Bancorp
STL
| $167K | 0.08% |
+10,700
| New | +$172K |
|
|
FDC
344
DELISTED
First Data Corporation
FDC
| $167K | 0.08% |
15,200
+3,337
| +28% | +$40.1K |
|
345
Kearny Financial
KRNY
$569M
| $166K | 0.08% |
13,601
+1,229
| +10% | +$15.8K |
|
|
MFA
346
MFA Financial
MFA
$919M
| $166K | 0.08% |
+5,773
| New | +$162K |
|
347
Nokia
NOK
$55B
| $166K | 0.08% |
+30,036
| New | +$170K |
|
348
Rithm Capital
RITM
$5.03B
| $166K | 0.08% |
12,355
-1,110
| -8% | -$14.3K |
|
349
Sportsman's Warehouse
SPWH
$44.9M
| $166K | 0.08% |
+20,525
| New | +$205K |
|
|
TWO
350
Two Harbors Investment
TWO
$1.27B
| $166K | 0.08% |
2,432
-115
| -5% | -$7.57K |
|
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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.