We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
BBT
426
Beacon Financial Corp
BBT
$2.49B
| – | – |
-16,540
| Closed | -$448K |
|
427
Buckle
BKE
$2.19B
| – | – |
-43,687
| Closed | -$1.49M |
|
428
Bloomin' Brands
BLMN
$695M
| – | – |
-95,841
| Closed | -$1.6M |
|
429
Cheesecake Factory
CAKE
$4.22B
| – | – |
-11,523
| Closed | -$611K |
|
430
Cracker Barrel
CBRL
$1.15B
| – | – |
-8,640
| Closed | -$1.32M |
|
431
CBIZ
CBZ
$2.16B
| – | – |
-10,207
| Closed | -$104K |
|
432
Chemours
CC
$2.68B
| – | – |
-20,588
| Closed | -$149K |
|
433
Celanese
CE
$5.21B
| – | – |
-3,361
| Closed | -$222K |
|
434
Ceco Environmental
CECO
$4.68B
| – | – |
-10,353
| Closed | -$64K |
|
435
Church & Dwight Co
CHD
$22.7B
| – | – |
-5,920
| Closed | -$273K |
|
436
Chord Energy
CHRD
$7.82B
| – | – |
-15,632
| Closed | -$113K |
|
437
Ciena
CIEN
$57.8B
| – | – |
-12,212
| Closed | -$230K |
|
438
Comcast
CMCSA
$81.1B
| – | – |
-31,198
| Closed | -$949K |
|
439
ConocoPhillips
COP
$148B
| – | – |
-15,763
| Closed | -$632K |
|
440
Salesforce
CRM
$129B
| – | – |
-3,656
| Closed | -$272K |
|
441
Constellium
CSTM
$4.05B
| – | – |
-29,138
| Closed | -$152K |
|
442
CareTrust REIT
CTRE
$10.1B
| – | – |
-11,914
| Closed | -$150K |
|
443
Dominion Energy
D
$62.7B
| – | – |
-9,944
| Closed | -$743K |
|
|
DENN
444
DELISTED
Denny's
DENN
| – | – |
-14,736
| Closed | -$151K |
|
|
DFS
445
DELISTED
Discover Financial Services
DFS
| – | – |
-29,371
| Closed | -$1.48M |
|
446
Delek US
DK
$4.04B
| – | – |
-29,288
| Closed | -$436K |
|
447
Entegris
ENTG
$20.7B
| – | – |
-11,376
| Closed | -$154K |
|
448
FedEx
FDX
$74.8B
| – | – |
-5,177
| Closed | -$837K |
|
449
Flex
FLEX
$47.3B
| – | – |
-17,215
| Closed | -$155K |
|
450
Fabrinet
FN
$18.7B
| – | – |
-23,886
| Closed | -$778K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.