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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 | |
|---|---|---|---|---|---|---|
|
FPO
401
DELISTED
First Potomac Realty Trust
FPO
| $113K | 0.05% |
12,299
+1,892
| +18% | +$16.9K |
|
402
Tandem Diabetes Care
TNDM
$1.14B
| $108K | 0.05% |
1,469
+433
| +42% | +$34.9K |
|
403
Lesaka Technologies
LSAK
$408M
| $104K | 0.05% |
+10,696
| New | +$114K |
|
404
Vince Holding Corp
VNCE
$77.3M
| $101K | 0.05% |
1,853
-859
| -32% | -$50.1K |
|
|
DX
405
Dynex Capital
DX
$2.99B
| $79K | 0.04% |
3,869
+62
| +2% | +$1.25K |
|
406
Mercer International
MERC
$47.2M
| $79K | 0.04% |
10,090
-873
| -8% | -$7.73K |
|
|
BZUN
407
Baozun
BZUN
$142M
| $67K | 0.03% |
+10,524
| New | +$65.1K |
|
|
WFT
408
DELISTED
Weatherford International plc
WFT
| $63K | 0.03% |
11,401
-507
| -4% | -$3.31K |
|
409
NanoViricides
NNVC
$35.4M
| $16K | 0.01% |
500
| – | – |
|
410
ABM Industries
ABM
$2.78B
| – | – |
-45,966
| Closed | -$1.48M |
|
411
AES
AES
$10.6B
| – | – |
-13,246
| Closed | -$154K |
|
|
AHT
412
Ashford Hospitality Trust
AHT
$20.9M
| – | – |
-24
| Closed | -$149K |
|
413
American International
AIG
$41.7B
| – | – |
-4,391
| Closed | -$239K |
|
414
Albemarle
ALB
$13.7B
| – | – |
-3,227
| Closed | -$206K |
|
415
Ambarella
AMBA
$2.99B
| – | – |
-13,068
| Closed | -$587K |
|
416
Ametek
AME
$55B
| – | – |
-7,756
| Closed | -$388K |
|
417
Amkor Technology
AMKR
$16.1B
| – | – |
-26,098
| Closed | -$151K |
|
418
AutoNation
AN
$6.85B
| – | – |
-38,502
| Closed | -$1.85M |
|
419
Antero Resources
AR
$10.9B
| – | – |
-37,508
| Closed | -$935K |
|
420
Autohome
ATHM
$2.45B
| – | – |
-26,930
| Closed | -$751K |
|
421
AngloGold Ashanti
AU
$39.6B
| – | – |
-11,217
| Closed | -$154K |
|
422
Armstrong World Industries
AWI
$6.68B
| – | – |
-32,321
| Closed | -$1.55M |
|
423
Axos Financial
AX
$5.41B
| – | – |
-67,709
| Closed | -$1.45M |
|
424
BlackBerry
BB
$5.05B
| – | – |
-18,821
| Closed | -$151K |
|
425
BGC Group
BGC
$5.58B
| – | – |
-26,740
| Closed | -$156K |
|
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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.