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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 | |
|---|---|---|---|---|---|---|
501
PayPal
PYPL
$49B
| – | – |
-14,505
| Closed | -$566K |
|
502
Quad
QUAD
$441M
| – | – |
-11,753
| Closed | -$156K |
|
503
RH
RH
$3.31B
| – | – |
-18,430
| Closed | -$748K |
|
504
Sunrun
RUN
$2.61B
| – | – |
-24,270
| Closed | -$157K |
|
|
SAGE
505
DELISTED
Sage Therapeutics
SAGE
| – | – |
-7,280
| Closed | -$228K |
|
|
SEM
506
DELISTED
Select Medical
SEM
| – | – |
-24,108
| Closed | -$151K |
|
|
SF
507
Stifel
SF
$12B
| – | – |
-17,217
| Closed | -$228K |
|
508
Signet Jewelers
SIG
$3.52B
| – | – |
-2,951
| Closed | -$360K |
|
509
SLB Ltd
SLB
$71.3B
| – | – |
-18,979
| Closed | -$1.41M |
|
510
Southern Company
SO
$108B
| – | – |
-14,735
| Closed | -$755K |
|
511
Scorpio Tankers
STNG
$3.9B
| – | – |
-1,004
| Closed | -$58K |
|
512
Sensient Technologies
SXT
$4.79B
| – | – |
-9,280
| Closed | -$593K |
|
513
Synaptics
SYNA
$4.71B
| – | – |
-2,667
| Closed | -$208K |
|
514
Sysco
SYY
$39.3B
| – | – |
-35,469
| Closed | -$1.66M |
|
515
AT&T
T
$160B
| – | – |
-8,399
| Closed | -$249K |
|
516
Trip.com Group
TCOM
$26.8B
| – | – |
-22,956
| Closed | -$1.02M |
|
517
TE Connectivity
TEL
$58.5B
| – | – |
-21,657
| Closed | -$1.34M |
|
518
Terex
TEX
$7.66B
| – | – |
-60,921
| Closed | -$1.51M |
|
519
Teleflex
TFX
$5.97B
| – | – |
-8,497
| Closed | -$1.33M |
|
520
Titan Machinery
TITN
$448M
| – | – |
-11,015
| Closed | -$128K |
|
521
TriNet
TNET
$2.76B
| – | – |
-72,784
| Closed | -$1.04M |
|
522
Tronox
TROX
$1.06B
| – | – |
-25,522
| Closed | -$169K |
|
523
Tractor Supply
TSCO
$15.4B
| – | – |
-11,505
| Closed | -$209K |
|
524
Tower Semiconductor
TSEM
$28.2B
| – | – |
-11,962
| Closed | -$149K |
|
525
Tyson Foods
TSN
$20.1B
| – | – |
-10,812
| Closed | -$730K |
|
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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.