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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 | |
|---|---|---|---|---|---|---|
26
KeyCorp
KEY
$24.8B
| $1.1M | 0.51% |
101,809
-37,390
| -27% | -$446K |
|
27
Biogen
BIIB
$29.2B
| $1.09M | 0.51% |
4,575
+1,681
| +58% | +$443K |
|
28
United Airlines
UAL
$38.1B
| $1.09M | 0.51% |
26,799
+4,649
| +21% | +$220K |
|
29
Progressive
PGR
$119B
| $1.08M | 0.51% |
33,205
+26,781
| +417% | +$886K |
|
30
Oracle
ORCL
$362B
| $1.06M | 0.5% |
+26,232
| New | +$1.05M |
|
31
First American
FAF
$7.19B
| $1.05M | 0.49% |
+26,766
| New | +$998K |
|
|
BECN
32
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $1.05M | 0.49% |
+23,814
| New | +$1.03M |
|
33
Mastercard
MA
$470B
| $1.04M | 0.49% |
+11,314
| New | +$1.08M |
|
34
Arthur J. Gallagher & Co
AJG
$62.3B
| $1.04M | 0.49% |
22,420
+11,823
| +112% | +$548K |
|
|
SIVB
35
DELISTED
SVB Financial Group
SIVB
| $1.03M | 0.48% |
11,140
-4,757
| -30% | -$487K |
|
36
Invesco
IVZ
$13.5B
| $1.03M | 0.48% |
41,447
-8,945
| -18% | -$265K |
|
37
CME Group
CME
$90.1B
| $1.03M | 0.48% |
+10,693
| New | +$1.01M |
|
|
FL
38
DELISTED
Foot Locker
FL
| $1.02M | 0.48% |
18,605
-14,274
| -43% | -$828K |
|
|
OPLN
39
Openlane
OPLN
$4.2B
| $1.02M | 0.48% |
+65,633
| New | +$982K |
|
40
Stanley Black & Decker
SWK
$13.9B
| $1.02M | 0.48% |
9,431
+4,867
| +107% | +$541K |
|
41
TIM SA
TIMB
$10.5B
| $1.01M | 0.47% |
97,419
-33,537
| -26% | -$344K |
|
42
Synchrony
SYF
$23.7B
| $1.01M | 0.47% |
40,596
+32,458
| +399% | +$945K |
|
43
Copart
CPRT
$25.2B
| $1M | 0.47% |
167,112
-116,712
| -41% | -$656K |
|
|
WP
44
DELISTED
Worldpay, Inc.
WP
| $1M | 0.47% |
+18,203
| New | +$984K |
|
|
FNFG
45
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $1M | 0.47% |
104,471
-47,369
| -31% | -$488K |
|
46
JetBlue
JBLU
$1.92B
| $999K | 0.47% |
60,649
-1,616
| -3% | -$30K |
|
47
BioMarin Pharmaceuticals
BMRN
$11.3B
| $996K | 0.47% |
12,716
+9,405
| +284% | +$800K |
|
48
Aflac
AFL
$62.9B
| $992K | 0.46% |
+28,306
| New | +$966K |
|
49
Medtronic
MDT
$105B
| $991K | 0.46% |
+11,598
| New | +$938K |
|
50
Western Alliance Bancorporation
WAL
$9.11B
| $991K | 0.46% |
30,705
-12,727
| -29% | -$447K |
|
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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.