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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 | |
|---|---|---|---|---|---|---|
176
TripAdvisor
TRIP
$1.61B
| $579K | 0.27% |
+9,067
| New | +$588K |
|
177
Delta Air Lines
DAL
$54.9B
| $567K | 0.26% |
+15,641
| New | +$665K |
|
178
Hewlett Packard
HPE
$63.7B
| $558K | 0.26% |
53,984
+29,685
| +122% | +$302K |
|
|
NBL
179
DELISTED
Noble Energy, Inc.
NBL
| $555K | 0.26% |
+15,475
| New | +$544K |
|
180
Universal Insurance Holdings
UVE
$1.06B
| $552K | 0.26% |
30,647
-7,753
| -20% | -$140K |
|
|
CLGX
181
DELISTED
Corelogic, Inc.
CLGX
| $521K | 0.24% |
+13,660
| New | +$499K |
|
182
Provident Financial Services
PFS
$3.13B
| $512K | 0.24% |
26,690
-9,254
| -26% | -$184K |
|
|
IMMU
183
DELISTED
Immunomedics Inc
IMMU
| $497K | 0.23% |
+217,000
| New | +$725K |
|
|
RPTP
184
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $495K | 0.23% |
+92,474
| New | +$474K |
|
185
AutoZone
AZO
$48.5B
| $485K | 0.23% |
612
-146
| -19% | -$112K |
|
186
Illinois Tool Works
ITW
$78.8B
| $455K | 0.21% |
4,465
-2,841
| -39% | -$297K |
|
187
SPX Corp
SPXC
$11B
| $455K | 0.21% |
31,096
-56,997
| -65% | -$904K |
|
188
Hershey
HSY
$35B
| $446K | 0.21% |
+3,989
| New | +$373K |
|
|
LNW
189
DELISTED
Light & Wonder
LNW
| $443K | 0.21% |
49,582
-15,499
| -24% | -$146K |
|
|
GMS
190
DELISTED
GMS Inc
GMS
| $422K | 0.2% |
+19,518
| New | +$431K |
|
191
Integra LifeSciences
IART
$1.46B
| $402K | 0.19% |
+10,308
| New | +$371K |
|
192
Safety Insurance
SAFT
$1.06B
| $400K | 0.19% |
6,546
-1,242
| -16% | -$72.7K |
|
193
Archer Daniels Midland
ADM
$42.1B
| $399K | 0.19% |
+9,562
| New | +$381K |
|
194
McDonald's
MCD
$187B
| $379K | 0.18% |
3,173
-11,847
| -79% | -$1.48M |
|
|
ISBC
195
DELISTED
Investors Bancorp, Inc.
ISBC
| $379K | 0.18% |
34,497
+21,351
| +162% | +$247K |
|
|
FCH
196
DELISTED
Felcor Lodging Trust
FCH
| $379K | 0.18% |
60,420
+41,626
| +221% | +$292K |
|
197
Canadian Solar
CSIQ
$1.05B
| $378K | 0.18% |
25,421
+5,435
| +27% | +$94.1K |
|
198
Nike
NKE
$62.6B
| $378K | 0.18% |
+6,856
| New | +$391K |
|
199
S&P Global
SPGI
$127B
| $376K | 0.18% |
+3,545
| New | +$380K |
|
|
CELG
200
DELISTED
Celgene Corp
CELG
| $366K | 0.17% |
3,702
-9,738
| -72% | -$1.01M |
|
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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.