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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 | |
|---|---|---|---|---|---|---|
451
Franco-Nevada
FNV
$41.3B
| – | – |
-6,336
| Closed | -$396K |
|
|
FSP
452
Franklin Street Properties
FSP
$45.9M
| – | – |
-14,373
| Closed | -$152K |
|
453
GATX Corp
GATX
$6.4B
| – | – |
-27,871
| Closed | -$1.33M |
|
454
General Dynamics
GD
$101B
| – | – |
-3,129
| Closed | -$411K |
|
455
Global Net Lease
GNL
$1.93B
| – | – |
-5,964
| Closed | -$151K |
|
456
Graphic Packaging
GPK
$3.29B
| – | – |
-12,102
| Closed | -$156K |
|
457
Goldman Sachs
GS
$324B
| – | – |
-2,955
| Closed | -$462K |
|
458
Home Depot
HD
$330B
| – | – |
-5,849
| Closed | -$780K |
|
|
HES
459
DELISTED
Hess
HES
| – | – |
-7,720
| Closed | -$394K |
|
|
HIMX
460
Himax Technologies
HIMX
$2.38B
| – | – |
-184,227
| Closed | -$2.11M |
|
461
Herbalife
HLF
$1.26B
| – | – |
-29,382
| Closed | -$901K |
|
462
HSBC
HSBC
$354B
| – | – |
-21,386
| Closed | -$599K |
|
463
IBM
IBM
$193B
| – | – |
-9,954
| Closed | -$1.41M |
|
464
IMAX
IMAX
$2.16B
| – | – |
-8,376
| Closed | -$258K |
|
|
IPG
465
DELISTED
Interpublic Group of Companies
IPG
| – | – |
-93,167
| Closed | -$2.13M |
|
466
ITT
ITT
$17.3B
| – | – |
-36,327
| Closed | -$1.35M |
|
467
Jack in the Box
JACK
$272M
| – | – |
-10,193
| Closed | -$657K |
|
468
Johnson & Johnson
JNJ
$615B
| – | – |
-17,664
| Closed | -$1.93M |
|
|
K
469
DELISTED
Kellanova
K
| – | – |
-3,397
| Closed | -$245K |
|
470
Kinder Morgan
KMI
$72.3B
| – | – |
-35,928
| Closed | -$641K |
|
471
Coca-Cola
KO
$354B
| – | – |
-16,954
| Closed | -$789K |
|
472
Kohl's
KSS
$2.16B
| – | – |
-41,871
| Closed | -$1.93M |
|
473
Liberty Global Class C
LBTYK
$3.44B
| – | – |
-20,712
| Closed | -$678K |
|
474
Lowe's Companies
LOW
$115B
| – | – |
-2,866
| Closed | -$218K |
|
475
Liquidity Services
LQDT
$1.2B
| – | – |
-11,305
| Closed | -$61K |
|
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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.