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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 | |
|---|---|---|---|---|---|---|
351
Applied Optoelectronics
AAOI
$8.99B
| $165K | 0.08% |
15,881
+5,645
| +55% | +$63.8K |
|
352
uniQure
QURE
$2.71B
| $165K | 0.08% |
+23,299
| New | +$279K |
|
353
Stellantis
STLA
$16.7B
| $165K | 0.08% |
+27,529
| New | +$199K |
|
|
XYZ
354
Block Inc
XYZ
$45.5B
| $165K | 0.08% |
+17,727
| New | +$200K |
|
|
MRTX
355
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $165K | 0.08% |
+30,004
| New | +$478K |
|
|
MNDT
356
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $165K | 0.08% |
+10,282
| New | +$166K |
|
357
Match Group
MTCH
$8.72B
| $164K | 0.08% |
11,289
-2,604
| -19% | -$34.2K |
|
358
Northwest Bancshares
NWBI
$2.24B
| $164K | 0.08% |
+11,437
| New | +$162K |
|
359
Sabesp
SBS
$20.1B
| $164K | 0.08% |
+94,751
| New | +$138K |
|
360
Tempest Therapeutics
TPST
$15M
| $164K | 0.08% |
+10
| New | +$228K |
|
|
CNH
361
CNH Industrial
CNH
$13.2B
| $164K | 0.08% |
+26,506
| New | +$163K |
|
|
SPPI
362
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $164K | 0.08% |
24,942
+1,039
| +4% | +$7.34K |
|
|
NUAN
363
DELISTED
Nuance Communications, Inc.
NUAN
| $164K | 0.08% |
+12,331
| New | +$183K |
|
364
Daktronics
DAKT
$957M
| $163K | 0.08% |
26,338
+14,868
| +130% | +$112K |
|
365
Evertec
EVTC
$1.79B
| $163K | 0.08% |
10,611
-512
| -5% | -$7.4K |
|
|
RDUS
366
DELISTED
Radius Recycling
RDUS
| $163K | 0.08% |
10,384
-739
| -7% | -$13.1K |
|
|
RWT
367
Redwood Trust
RWT
$614M
| $163K | 0.08% |
11,975
+21
| +0.2% | +$282 |
|
|
SGMO
368
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $163K | 0.08% |
+28,176
| New | +$180K |
|
369
SiriusPoint
SPNT
$2.91B
| $163K | 0.08% |
14,397
+654
| +5% | +$7.43K |
|
|
TOUR
370
Tuniu
TOUR
$55.9M
| $163K | 0.08% |
1,941
+536
| +38% | +$51.6K |
|
371
Vishay Intertechnology
VSH
$6.26B
| $163K | 0.08% |
13,594
+1,090
| +9% | +$13.6K |
|
|
MNTA
372
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $163K | 0.08% |
15,394
-2,674
| -15% | -$27.6K |
|
|
TVPT
373
DELISTED
Travelport Worldwide Limited
TVPT
| $163K | 0.08% |
13,091
+1,943
| +17% | +$26.1K |
|
|
BETR
374
DELISTED
Amplify Snack Brands, Inc.
BETR
| $163K | 0.08% |
11,438
+1,237
| +12% | +$17.1K |
|
|
NRF
375
DELISTED
NorthStar Realty Finance Corp.
NRF
| $163K | 0.08% |
14,481
-100,608
| -87% | -$1.29M |
|
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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.