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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
NUVA
51
DELISTED
NuVasive, Inc.
NUVA
$990K 0.46%
+16,711
New +$903K
ISEE
52
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$990K 0.46%
+19,051
New +$947K
EFX icon
53
Equifax
EFX
$20B
$989K 0.46%
7,865
-3,768
-32% -$456K
DST
54
DELISTED
DST Systems Inc.
DST
$989K 0.46%
+17,314
New +$1.02M
AFSI
55
DELISTED
AmTrust Financial Services, Inc.
AFSI
$988K 0.46%
+40,992
New +$1.04M
AMP icon
56
Ameriprise Financial
AMP
$47.4B
$987K 0.46%
+11,089
New +$1.07M
TSS
57
DELISTED
Total System Services, Inc.
TSS
$983K 0.46%
+19,161
New +$994K
WCC
58
WESCO International
WCC
$16.1B
$982K 0.46%
19,103
-8,184
-30% -$461K
SPNC
59
DELISTED
Spectranetics Corp
SPNC
$982K 0.46%
53,581
-3,629
-6% -$63.9K
FIS icon
60
Fidelity National Information Services
FIS
$21B
$978K 0.46%
13,500
-9,975
-42% -$701K
RHI icon
61
Robert Half
RHI
$4.16B
$978K 0.46%
26,705
-5,484
-17% -$224K
PMT
62
PennyMac Mortgage Investment
PMT
$859M
$973K 0.45%
60,558
+5,825
+11% +$85.3K
AOS icon
63
A.O. Smith
AOS
$8.18B
$970K 0.45%
22,656
-13,470
-37% -$544K
BNY
64
Bank of New York Mellon
BNY
$109B
$968K 0.45%
25,467
+17,610
+224% +$700K
CP icon
65
Canadian Pacific Kansas City
CP
$81.1B
$966K 0.45%
+38,220
New +$1.03M
PNC icon
66
PNC Financial Services
PNC
$101B
$963K 0.45%
+11,987
New +$1.03M
TCF
67
DELISTED
TCF Financial Corporation Common Stock
TCF
$955K 0.45%
+26,141
New +$990K
MHK icon
68
Mohawk Industries
MHK
$6.73B
$952K 0.44%
+5,056
New +$984K
RF icon
69
Regions Financial
RF
$26.3B
$952K 0.44%
+113,071
New +$1.02M
QVCGA
70
DELISTED
QVC Group Inc Series A
QVCGA
$939K 0.44%
+773
New +$972K
AIT icon
71
Applied Industrial Technologies
AIT
$12.6B
$917K 0.43%
+20,906
New +$937K
KHC icon
72
Kraft Heinz
KHC
$30.8B
$905K 0.42%
10,488
+1,282
+14% +$105K
LUMN icon
73
Lumen
LUMN
$6.9B
$903K 0.42%
+31,632
New +$921K
ORLY icon
74
O'Reilly Automotive
ORLY
$71.7B
$903K 0.42%
49,560
+7,755
+19% +$137K
GILD icon
75
Gilead Sciences
GILD
$162B
$899K 0.42%
10,924
+2,765
+34% +$245K
1 2
3
4 5

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TMNFIC
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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.