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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
Cap. Flow
-$37.7M
Cap. Flow %
-17.58%
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
NCLH icon
Norwegian Cruise Line
NCLH
+$1.74M
4
BWLD
Buffalo Wild Wings, Inc.
BWLD
+$1.61M
5
TJX icon
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
LUV icon
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
UAA icon
526
Under Armour
UAA
$3.1B
– –
-42,592
Closed -$1.81M
UIS icon
527
Unisys
UIS
$248M
– –
-18,735
Closed -$149K
UNM icon
528
Unum
UNM
$14B
– –
-19,279
Closed -$603K
UTHR icon
529
United Therapeutics
UTHR
$26.2B
– –
-2,089
Closed -$230K
VIAV icon
530
Viavi Solutions
VIAV
$10.4B
– –
-22,108
Closed -$151K
VIPS icon
531
Vipshop
VIPS
$7.05B
– –
-12,872
Closed -$162K
VIV icon
532
Telefônica Brasil
VIV
$22.4B
– –
-12,299
Closed -$158K
VNDA icon
533
Vanda Pharmaceuticals
VNDA
$322M
– –
-18,677
Closed -$150K
WAB icon
534
Wabtec
WAB
$49B
– –
-16,728
Closed -$1.32M
WCN
535
Waste Connections
WCN
$42.7B
– –
-6,675
Closed -$287K
WEN icon
536
Wendy's
WEN
$1.41B
– –
-13,748
Closed -$149K
WRB icon
537
W.R. Berkley
WRB
$26.8B
– –
-47,655
Closed -$793K
XYL icon
538
Xylem
XYL
$27.6B
– –
-15,414
Closed -$633K
ZION icon
539
Zions Bancorporation
ZION
$10.2B
– –
-11,427
Closed -$281K
ZWS icon
540
Zurn Elkay Water Solutions
ZWS
$7.92B
– –
-142,432
Closed -$1.39M
VSA
541
VisionSys AI
VSA
$10.3M
– –
-5
Closed -$129K
INFN
542
DELISTED
Infinera Corporation Common Stock
INFN
– –
-12,096
Closed -$191K
SWN
543
DELISTED
Southwestern Energy Company
SWN
– –
-172,078
Closed -$1.33M
SRC
544
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-26,572
Closed -$1.34M
PACW
545
DELISTED
PacWest Bancorp
PACW
– –
-40,282
Closed -$1.5M
VMW
546
DELISTED
VMware, Inc
VMW
– –
-29,194
Closed -$1.52M
CFMS
547
DELISTED
Conformis, Inc. Common Stock
CFMS
– –
-595
Closed -$153K
NPTN
548
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-11,559
Closed -$160K
CNR
549
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-10,978
Closed -$151K
MIC
550
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-6,213
Closed -$415K
20 21
22
23 24

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TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.