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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 | |
|---|---|---|---|---|---|---|
201
Abbott
ABT
$175B
| $363K | 0.17% |
+9,417
| New | +$375K |
|
|
FITB
202
Fifth Third Bancorp
FITB
$52.3B
| $360K | 0.17% |
21,024
-66,243
| -76% | -$1.19M |
|
|
MNK
203
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $335K | 0.16% |
+5,598
| New | +$342K |
|
|
WUBA
204
DELISTED
58.com Inc
WUBA
| $331K | 0.15% |
+7,209
| New | +$372K |
|
205
Neurocrine Biosciences
NBIX
$17.4B
| $321K | 0.15% |
+7,077
| New | +$326K |
|
206
United Parks & Resorts
PRKS
$2.13B
| $312K | 0.15% |
+21,897
| New | +$396K |
|
|
KLXI
207
DELISTED
KLX Inc.
KLXI
| $307K | 0.14% |
+11,856
| New | +$326K |
|
|
DCH
208
Dauch Corp
DCH
$1.35B
| $302K | 0.14% |
+20,389
| New | +$318K |
|
|
ANH
209
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $302K | 0.14% |
+64,722
| New | +$303K |
|
210
Pacira BioSciences
PCRX
$1.01B
| $299K | 0.14% |
+7,971
| New | +$392K |
|
211
Newmont
NEM
$102B
| $296K | 0.14% |
7,858
-22,365
| -74% | -$740K |
|
212
Akamai
AKAM
$18.1B
| $290K | 0.14% |
+5,313
| New | +$280K |
|
|
CAVM
213
DELISTED
Cavium, Inc.
CAVM
| $290K | 0.14% |
7,547
-16,953
| -69% | -$838K |
|
214
Brunswick
BC
$5.33B
| $280K | 0.13% |
6,282
+853
| +16% | +$40.4K |
|
215
Camden National
CAC
$907M
| $277K | 0.13% |
+9,932
| New | +$282K |
|
216
DuPont de Nemours
DD
$18.9B
| $273K | 0.13% |
+2,185
| New | +$287K |
|
217
Union Pacific
UNP
$174B
| $270K | 0.13% |
+3,122
| New | +$264K |
|
|
ARRS
218
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $270K | 0.13% |
+13,105
| New | +$297K |
|
219
CF Industries
CF
$19.6B
| $269K | 0.13% |
11,059
+3,413
| +45% | +$101K |
|
|
STI
220
DELISTED
SunTrust Banks, Inc.
STI
| $268K | 0.13% |
+6,701
| New | +$274K |
|
221
Semtech
SMTC
$12.8B
| $265K | 0.12% |
+11,389
| New | +$259K |
|
|
MLNX
222
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $265K | 0.12% |
+5,647
| New | +$268K |
|
223
Everest Group
EG
$14.8B
| $264K | 0.12% |
+1,521
| New | +$280K |
|
224
PepsiCo
PEP
$185B
| $263K | 0.12% |
+2,553
| New | +$263K |
|
|
NVRO
225
DELISTED
NEVRO CORP.
NVRO
| $263K | 0.12% |
3,674
-602
| -14% | -$40.9K |
|
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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.