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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 | |
|---|---|---|---|---|---|---|
|
476
Southwest Airlines
LUV
$23.3B
| – | – |
-46,692
| Closed | -$2.1M |
|
477
LXP Industrial Trust
LXP
$3.55B
| – | – |
-3,480
| Closed | -$148K |
|
478
LyondellBasell Industries
LYB
$20.1B
| – | – |
-9,582
| Closed | -$823K |
|
479
Microchip Technology
MCHP
$46.2B
| – | – |
-54,392
| Closed | -$1.33M |
|
480
McKesson
MCK
$95.3B
| – | – |
-8,281
| Closed | -$1.31M |
|
|
MITT
481
TPG Mortgage Investment Trust
MITT
$235M
| – | – |
-3,890
| Closed | -$151K |
|
|
CALY
482
Callaway Golf Company
CALY
$3.3B
| – | – |
-16,403
| Closed | -$151K |
|
|
MPT
483
Medical Properties Trust
MPT
$2.88B
| – | – |
-11,732
| Closed | -$152K |
|
484
Microsoft
MSFT
$2.9T
| – | – |
-28,856
| Closed | -$1.59M |
|
485
Navient
NAVI
$809M
| – | – |
-14,592
| Closed | -$175K |
|
486
NOV
NOV
$7.3B
| – | – |
-26,663
| Closed | -$832K |
|
487
NVIDIA
NVDA
$5.14T
| – | – |
-941,760
| Closed | -$842K |
|
488
Newell Brands
NWL
$2.29B
| – | – |
-14,266
| Closed | -$633K |
|
489
NXP Semiconductors
NXPI
$70.4B
| – | – |
-3,171
| Closed | -$259K |
|
490
New York Times
NYT
$11.8B
| – | – |
-12,027
| Closed | -$152K |
|
491
Oaktree Specialty Lending
OCSL
$1.04B
| – | – |
-10,191
| Closed | -$154K |
|
|
ODP
492
DELISTED
ODP
ODP
| – | – |
-2,382
| Closed | -$176K |
|
493
OFG Bancorp
OFG
$2.2B
| – | – |
-19,379
| Closed | -$137K |
|
494
Olin
OLN
$2.76B
| – | – |
-84,833
| Closed | -$1.48M |
|
495
Outfront Media
OUT
$5.62B
| – | – |
-13,042
| Closed | -$264K |
|
496
Pacific Biosciences
PACB
$429M
| – | – |
-17,242
| Closed | -$150K |
|
497
Pfizer
PFE
$141B
| – | – |
-68,099
| Closed | -$1.94M |
|
498
Pultegroup
PHM
$24.1B
| – | – |
-21,182
| Closed | -$391K |
|
499
Polaris
PII
$4.22B
| – | – |
-6,170
| Closed | -$600K |
|
500
Public Storage
PSA
$54.7B
| – | – |
-4,897
| Closed | -$1.35M |
|
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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.