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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
Cap. Flow
-$37.7M
Cap. Flow %
-17.58%
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
NCLH icon
Norwegian Cruise Line
NCLH
+$1.74M
4
BWLD
Buffalo Wild Wings, Inc.
BWLD
+$1.61M
5
TJX icon
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
LUV icon
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
TIVO
376
DELISTED
TIVO INC
TIVO
$163K 0.08%
16,501
+758
+5% +$7.33K
ASND icon
377
Ascendis Pharma A/S
ASND
$16.7B
$162K 0.08%
+11,925
New +$184K
DBRG icon
378
DigitalBridge
DBRG
$2.92B
$162K 0.08%
+4,026
New +$192K
LPL icon
379
LG Display
LPL
$3.33B
$162K 0.08%
14,463
+1,462
+11% +$15.8K
UPBD icon
380
Upbound Group
UPBD
$1.22B
$162K 0.08%
13,356
+2,491
+23% +$33.5K
YELL
381
DELISTED
Yellow Corporation Common Stock
YELL
$161K 0.08%
+18,484
New +$165K
MTGE
382
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$161K 0.08%
10,317
-207
-2% -$3.17K
MNR
383
DELISTED
Monmouth Real Estate Investment Corp
MNR
$161K 0.08%
12,334
-316
-2% -$3.82K
BATRA icon
384
Atlanta Braves Holdings Series A
BATRA
$3.52B
$160K 0.07%
+11,016
New +$169K
MEET
385
DELISTED
The Meet Group, Inc. Common Stock
MEET
$160K 0.07%
+29,640
New +$110K
AMCC
386
DELISTED
Applied Micro Circuits Corporation New
AMCC
$159K 0.07%
25,627
+1,459
+6% +$9.31K
CMRE icon
387
Costamare
CMRE
$1.87B
$156K 0.07%
17,563
+6,584
+60% +$62.2K
VNET
388
VNET Group
VNET
$2.19B
$152K 0.07%
+15,659
New +$250K
CSR
389
Centerspace
CSR
$936M
$149K 0.07%
2,272
+180
+9% +$11.7K
AMTG
390
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$144K 0.07%
+10,851
New +$146K
CHS
391
DELISTED
Chicos FAS, Inc.
CHS
$143K 0.07%
13,567
-51,657
-79% -$604K
PBPB
392
DELISTED
Potbelly
PBPB
$137K 0.06%
10,968
-4
-0% -$53
SXC icon
393
SunCoke Energy
SXC
$769M
$136K 0.06%
24,248
-858
-3% -$5.41K
HRTG icon
394
Heritage Insurance Holdings
HRTG
$790M
$130K 0.06%
+11,012
New +$147K
TLRD
395
DELISTED
Tailored Brands, Inc.
TLRD
$129K 0.06%
+10,439
New +$154K
BOOT icon
396
Boot Barn
BOOT
$4.43B
$127K 0.06%
+14,926
New +$118K
BRKL
397
DELISTED
Brookline Bancorp
BRKL
$124K 0.06%
11,467
-1,559
-12% -$17.4K
TVTY
398
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$118K 0.06%
+10,262
New +$120K
KRO icon
399
KRONOS Worldwide
KRO
$765M
$117K 0.05%
22,491
-1,310
-6% -$7.84K
FRPT icon
400
Freshpet
FRPT
$2.79B
$116K 0.05%
12,640
-9,290
-42% -$80.2K
14 15
16
17 18

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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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.