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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
BONA
601
DELISTED
BONA FILM GROUP LTD SPONSORED ADS
BONA
– –
-11,226
Closed -$152K
ATML
602
DELISTED
ATMEL CORP
ATML
– –
-19,123
Closed -$156K
AFFX
603
DELISTED
Affymetrix Inc
AFFX
– –
-11,451
Closed -$160K
BBL
604
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-16,274
Closed -$162K
UN
605
DELISTED
Unilever NV New York Registry Shares
UN
– –
-5,404
Closed -$246K
FTR
606
DELISTED
Frontier Communications Corp.
FTR
– –
-1,952
Closed -$165K
REXX
607
DELISTED
Rex Energy Corporation
REXX
– –
-2,006
Closed -$17K
SPLS
608
DELISTED
Staples Inc
SPLS
– –
-13,687
Closed -$151K
WWAV
609
DELISTED
The WhiteWave Foods Company
WWAV
– –
-5,162
Closed -$208K
QLIK
610
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
– –
-55,043
Closed -$1.59M
RKUS
611
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
– –
-14,771
Closed -$151K
TCF
612
DELISTED
TCF Financial Corporation
TCF
– –
-12,594
Closed -$155K
21 22 23 24
25

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GPC
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CBT
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FSCP
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ECM
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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.