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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
OCLR
576
DELISTED
Oclaro Inc.
OCLR
– –
-47,889
Closed -$256K
MITL
577
DELISTED
Mitel Networks Corporation
MITL
– –
-13,570
Closed -$111K
KS
578
DELISTED
KapStone Paper and Pack Corp.
KS
– –
-11,974
Closed -$163K
JASO
579
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-17,524
Closed -$152K
KND
580
DELISTED
Kindred Healthcare
KND
– –
-12,516
Closed -$152K
CAFD
581
DELISTED
8point3 Energy Partners LP
CAFD
– –
-10,535
Closed -$155K
TWX
582
DELISTED
Time Warner Inc
TWX
– –
-21,389
Closed -$1.55M
RSO
583
DELISTED
Resource Capital Corp.
RSO
– –
-14,647
Closed -$164K
WIN
584
DELISTED
Windstream Holdings Inc
WIN
– –
-3,947
Closed -$149K
TIME
585
DELISTED
Time Inc.
TIME
– –
-10,460
Closed -$161K
AGU
586
DELISTED
Agrium
AGU
– –
-14,664
Closed -$1.31M
SCLN
587
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
– –
-15,612
Closed -$152K
MYCC
588
DELISTED
ClubCorp Holdings, Inc.
MYCC
– –
-11,281
Closed -$157K
MJN
589
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-16,090
Closed -$1.37M
SBY
590
DELISTED
Silver Bay Realty Trust Corp.
SBY
– –
-10,729
Closed -$156K
ZLTQ
591
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-7,702
Closed -$206K
VA
592
DELISTED
Virgin America Inc.
VA
– –
-13,426
Closed -$517K
RAX
593
DELISTED
Rackspace Hosting Inc
RAX
– –
-62,975
Closed -$1.35M
VTAE
594
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
– –
-24,301
Closed -$157K
DANG
595
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
– –
-21,156
Closed -$151K
WPG
596
DELISTED
Washington Prime Group Inc.
WPG
– –
-1,779
Closed -$151K
TUMI
597
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-49,238
Closed -$1.32M
IHS
598
DELISTED
IHS INC CL-A COM STK
IHS
– –
-11,951
Closed -$1.48M
HTS
599
DELISTED
HATTERAS FINANCIAL CORP
HTS
– –
-10,921
Closed -$154K
MHFI
600
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
– –
-21,044
Closed -$2.08M
21 22 23
24
25

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CCM
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GPC
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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
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SH
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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.