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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
(-17%)
Cap. Flow
-$37.7M
Cap. Flow
% of AUM
-17.58%
Top 10 Holdings %
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 |
Norwegian Cruise Line
NCLH
|
+$1.74M |
| 4 |
BWLD
Buffalo Wild Wings, Inc.
BWLD
|
+$1.61M |
| 5 |
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 |
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 | |
|---|---|---|---|---|---|---|
101
Applied Materials
AMAT
$440B
| $809K | 0.38% |
+34,343
| New | +$758K |
|
102
Yelp
YELP
$1.36B
| $809K | 0.38% |
27,722
-9,838
| -26% | -$239K |
|
103
Baxter International
BAX
$11.2B
| $808K | 0.38% |
18,022
-98
| -0.5% | -$4.3K |
|
|
FMBI
104
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $808K | 0.38% |
+46,813
| New | +$842K |
|
|
YHOO
105
DELISTED
Yahoo Inc
YHOO
| $807K | 0.38% |
+21,885
| New | +$808K |
|
106
Electronic Arts
EA
$52.4B
| $805K | 0.38% |
10,918
-327
| -3% | -$23K |
|
107
American Airlines Group
AAL
$9.78B
| $803K | 0.37% |
28,987
-16,686
| -37% | -$564K |
|
108
Eli Lilly
LLY
$1.04T
| $801K | 0.37% |
10,243
+468
| +5% | +$35.2K |
|
|
MON
109
DELISTED
Monsanto Co
MON
| $801K | 0.37% |
7,734
-9,474
| -55% | -$938K |
|
110
Dollar General
DG
$26.5B
| $800K | 0.37% |
+8,534
| New | +$736K |
|
111
PVH
PVH
$3.69B
| $799K | 0.37% |
8,602
+1,618
| +23% | +$152K |
|
|
ATVI
112
DELISTED
Activision Blizzard
ATVI
| $797K | 0.37% |
+20,936
| New | +$769K |
|
113
Caterpillar
CAT
$410B
| $791K | 0.37% |
+10,533
| New | +$789K |
|
114
Eaton
ETN
$158B
| $791K | 0.37% |
13,381
+1,310
| +11% | +$80.5K |
|
115
Burlington
BURL
$22.3B
| $786K | 0.37% |
+11,996
| New | +$704K |
|
|
DRII
116
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $786K | 0.37% |
+26,250
| New | +$594K |
|
117
Roper Technologies
ROP
$34B
| $784K | 0.37% |
+4,647
| New | +$813K |
|
|
GHL
118
DELISTED
Greenhill & Co., Inc.
GHL
| $784K | 0.37% |
48,970
-15,420
| -24% | -$306K |
|
119
Lear
LEA
$7.2B
| $782K | 0.37% |
7,661
+1,996
| +35% | +$224K |
|
|
MIK
120
DELISTED
Michaels Stores, Inc
MIK
| $779K | 0.36% |
+27,956
| New | +$790K |
|
121
Aptiv
APTV
$12.3B
| $776K | 0.36% |
12,372
+4,362
| +54% | +$305K |
|
122
MGIC Investment
MTG
$6.14B
| $776K | 0.36% |
131,012
+51,932
| +66% | +$354K |
|
|
MDVN
123
DELISTED
MEDIVATION, INC.
MDVN
| $772K | 0.36% |
12,667
+7,017
| +124% | +$398K |
|
|
CST
124
DELISTED
CST Brands, Inc.
CST
| $771K | 0.36% |
+18,058
| New | +$715K |
|
125
Steel Dynamics
STLD
$34.4B
| $769K | 0.36% |
32,559
+14,425
| +80% | +$352K |
|
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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.