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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
SFUN
551
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-530
Closed -$155K
MXIM
552
DELISTED
Maxim Integrated Products
MXIM
– –
-56,776
Closed -$2.08M
CHMA
553
DELISTED
Chiasma, Inc. Common Stock
CHMA
– –
-10,845
Closed -$94K
TPCO
554
DELISTED
Tribune Publishing Company Common Stock
TPCO
– –
-10,458
Closed -$81K
GNMK
555
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-35,260
Closed -$181K
HMSY
556
DELISTED
HMS Holdings Corp.
HMSY
– –
-10,781
Closed -$149K
FIT
557
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-12,144
Closed -$164K
VER
558
DELISTED
VEREIT, Inc.
VER
– –
-3,416
Closed -$151K
WMGI
559
DELISTED
Wright Medical Group Inc
WMGI
– –
-10,510
Closed -$175K
CBL
560
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-13,152
Closed -$155K
INWK
561
DELISTED
InnerWorkings, Inc.
INWK
– –
-10,592
Closed -$83K
SMRT
562
DELISTED
Stein Mart Inc
SMRT
– –
-11,839
Closed -$87K
ENT
563
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
-733
Closed -$152K
GNC
564
DELISTED
GNC Holdings, Inc.
GNC
– –
-10,010
Closed -$317K
SSI
565
DELISTED
Stage Stores Inc
SSI
– –
-20,115
Closed -$159K
JMEI
566
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-11,697
Closed -$753K
RTN
567
DELISTED
Raytheon Company
RTN
– –
-7,236
Closed -$895K
AVX
568
DELISTED
AVX Corporation
AVX
– –
-10,519
Closed -$132K
GWR
569
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-4,380
Closed -$277K
ASNA
570
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-575
Closed -$123K
NRE
571
DELISTED
NorthStar Realty Europe Corp.
NRE
– –
-12,785
Closed -$150K
BKS
572
DELISTED
Barnes & Noble
BKS
– –
-12,136
Closed -$151K
HZNP
573
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-18,551
Closed -$298K
TFCFA
574
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-7,910
Closed -$221K
ITG
575
DELISTED
Investment Technology Group Inc
ITG
– –
-40,585
Closed -$893K
21 22
23
24 25

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GPC
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CBT
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FSCP
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RG
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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.