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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
XOM icon
151
ExxonMobil
XOM
$640B
$687K 0.32%
+7,433
New +$657K
SIOX
152
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
$682K 0.32%
+6,591
New +$659K
LVNTA
153
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$674K 0.31%
+18,280
New +$695K
NMBL
154
DELISTED
Nimble Storage, Inc.
NMBL
$674K 0.31%
85,738
-17,428
-17% -$136K
WSM icon
155
Williams-Sonoma
WSM
$26.2B
$640K 0.3%
24,568
+1,584
+7% +$43.4K
PVG
156
DELISTED
PRETIUM RESOURCES INC.
PVG
$622K 0.29%
+56,818
New +$450K
GFI icon
157
Gold Fields
GFI
$30.1B
$620K 0.29%
+126,216
New +$526K
PG icon
158
Procter & Gamble
PG
$347B
$619K 0.29%
7,381
+4,045
+121% +$332K
LNG icon
159
Cheniere Energy
LNG
$56B
$616K 0.29%
16,639
+7,151
+75% +$251K
C icon
160
Citigroup
C
$222B
$611K 0.29%
14,506
+7,961
+122% +$352K
MET icon
161
MetLife
MET
$60B
$609K 0.28%
17,421
+2,363
+16% +$92.2K
PDCO
162
DELISTED
Patterson Companies, Inc.
PDCO
$608K 0.28%
12,785
+3,886
+44% +$179K
SPWR
163
DELISTED
SunPower Corporation Common Stock
SPWR
$603K 0.28%
60,573
+9,588
+19% +$113K
WDR
164
DELISTED
Waddell & Reed Financial, Inc.
WDR
$603K 0.28%
+35,461
New +$724K
WMB icon
165
Williams Companies
WMB
$91.1B
$602K 0.28%
+28,792
New +$578K
SBUX icon
166
Starbucks
SBUX
$119B
$601K 0.28%
10,600
+602
+6% +$34.2K
CSTE icon
167
Caesarstone
CSTE
$76.8M
$600K 0.28%
+17,564
New +$650K
HAPN
168
Happen Inc
HAPN
$2.17B
$600K 0.28%
+26,432
New +$762K
MGA icon
169
Magna International
MGA
$18.4B
$600K 0.28%
17,182
-27,620
-62% -$1.11M
RDN icon
170
Radian Group
RDN
$5.08B
$600K 0.28%
60,667
-485
-0.8% -$5.71K
TECK icon
171
Teck Resources
TECK
$28B
$600K 0.28%
+47,809
New +$494K
VRTX icon
172
Vertex Pharmaceuticals
VRTX
$120B
$600K 0.28%
+7,059
New +$610K
MMM icon
173
3M
MMM
$88.1B
$599K 0.28%
4,178
-751
-15% -$106K
CSL icon
174
Carlisle Companies
CSL
$13.3B
$581K 0.27%
+5,637
New +$572K
HABT
175
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$580K 0.27%
+35,429
New +$614K
5 6
7
8 9

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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.