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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
+157.1%
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 22.4%
2 Financials 18.64%
3 Industrials 15.76%
4 Healthcare 13.49%
5 Technology 8.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PM icon
76
Philip Morris
PM
$284B
$897K 0.42%
9,074
+1,226
+16% +$122K
WELL icon
77
Welltower
WELL
$170B
$888K 0.41%
+11,755
New +$835K
DUK icon
78
Duke Energy
DUK
$93.7B
$884K 0.41%
+10,480
New +$838K
ESRX
79
DELISTED
Express Scripts Holding Company
ESRX
$882K 0.41%
11,651
-7,886
-40% -$580K
AVGO icon
80
Broadcom
AVGO
$1.7T
$878K 0.41%
56,640
-56,180
-50% -$856K
CBOE icon
81
Cboe Global Markets
CBOE
$31.2B
$868K 0.41%
+13,204
New +$846K
NOC icon
82
Northrop Grumman
NOC
$73.2B
$863K 0.4%
3,971
+1,197
+43% +$252K
BERY
83
DELISTED
Berry Global Group, Inc.
BERY
$854K 0.4%
24,631
-1,516
-6% -$51.9K
EWBC icon
84
East-West Bancorp
EWBC
$17.9B
$850K 0.4%
25,389
-15,392
-38% -$555K
CRI icon
85
Carter's
CRI
$1.23B
$847K 0.4%
8,063
+811
+11% +$83.7K
BIG
86
DELISTED
Big Lots, Inc.
BIG
$845K 0.39%
+16,796
New +$796K
KMX icon
87
CarMax
KMX
$8.98B
$830K 0.39%
+17,209
New +$884K
PNR icon
88
Pentair
PNR
$9.61B
$830K 0.39%
21,407
-20,735
-49% -$806K
ADP icon
89
Automatic Data Processing
ADP
$110B
$828K 0.39%
9,292
-5,571
-37% -$492K
AEO icon
90
American Eagle Outfitters
AEO
$2.91B
$828K 0.39%
+52,838
New +$807K
SLM icon
91
SLM Corp
SLM
$5.09B
$828K 0.39%
136,706
+105,695
+341% +$689K
BEN icon
92
Franklin Templeton
BEN
$17.6B
$827K 0.39%
25,473
-8,380
-25% -$304K
MAT icon
93
Mattel
MAT
$4.15B
$827K 0.39%
26,675
-30,633
-53% -$972K
ITCI
94
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$827K 0.39%
+22,102
New +$794K
SFLY
95
DELISTED
Shutterfly, Inc.
SFLY
$827K 0.39%
17,911
+1,506
+9% +$70.6K
EW icon
96
Edwards Lifesciences
EW
$51.8B
$826K 0.39%
25,569
+16,575
+184% +$567K
JBHT icon
97
JB Hunt Transport Services
JBHT
$25.7B
$826K 0.39%
10,351
-7,218
-41% -$596K
EQC
98
DELISTED
Equity Commonwealth
EQC
$825K 0.39%
+28,587
New +$813K
DPZ icon
99
Domino's
DPZ
$11.3B
$814K 0.38%
6,415
+892
+16% +$113K
PRU icon
100
Prudential Financial
PRU
$42.1B
$814K 0.38%
+11,601
New +$876K
2 3
4
5 6

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TMNFIC
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CCM
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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

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 22% of assets, up from 19% 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.