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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 | |
|---|---|---|---|---|---|---|
126
Revvity
RVTY
$12.3B
| $768K | 0.36% |
+14,883
| New | +$782K |
|
127
Assured Guaranty
AGO
$3.74B
| $767K | 0.36% |
31,082
+1,381
| +5% | +$35.6K |
|
128
Lockheed Martin
LMT
$119B
| $766K | 0.36% |
3,109
+345
| +12% | +$81.3K |
|
129
Royal Caribbean
RCL
$76.7B
| $765K | 0.36% |
11,275
-9,720
| -46% | -$744K |
|
130
Alibaba
BABA
$279B
| $764K | 0.36% |
+9,794
| New | +$766K |
|
131
Voya Financial
VOYA
$8.93B
| $762K | 0.36% |
+30,931
| New | +$946K |
|
|
KSU
132
DELISTED
Kansas City Southern
KSU
| $762K | 0.36% |
+8,542
| New | +$778K |
|
133
Ironwood Pharmaceuticals
IRWD
$639M
| $761K | 0.36% |
70,089
+52,238
| +293% | +$510K |
|
|
SWFT
134
DELISTED
Swift Transportation Company
SWFT
| $759K | 0.35% |
50,046
+9,003
| +22% | +$148K |
|
135
Monster Beverage
MNST
$93.6B
| $754K | 0.35% |
+28,650
| New | +$691K |
|
|
CLVS
136
DELISTED
Clovis Oncology, Inc.
CLVS
| $751K | 0.35% |
+49,852
| New | +$729K |
|
137
Meta Platforms (Facebook)
META
$1.59T
| $750K | 0.35% |
6,566
-528
| -7% | -$60.8K |
|
138
Yum! Brands
YUM
$40.7B
| $735K | 0.34% |
+12,365
| New | +$729K |
|
139
Zoetis
ZTS
$31.1B
| $733K | 0.34% |
15,524
-719
| -4% | -$34K |
|
140
Expedia Group
EXPE
$31.3B
| $732K | 0.34% |
7,031
+1,790
| +34% | +$195K |
|
141
MGM Resorts International
MGM
$11.6B
| $732K | 0.34% |
32,187
-3,240
| -9% | -$73.6K |
|
142
Alphabet (Google) Class A
GOOGL
$4.17T
| $728K | 0.34% |
20,940
-37,600
| -64% | -$1.38M |
|
143
Amazon
AMZN
$2.63T
| $726K | 0.34% |
20,300
-48,260
| -70% | -$1.63M |
|
|
WFM
144
DELISTED
Whole Foods Market Inc
WFM
| $713K | 0.33% |
22,686
-42,321
| -65% | -$1.32M |
|
145
Phillips 66
PSX
$84.8B
| $712K | 0.33% |
+8,936
| New | +$730K |
|
146
Merck
MRK
$315B
| $699K | 0.33% |
12,835
-3,327
| -21% | -$177K |
|
147
Walmart Inc
WMT
$870B
| $698K | 0.33% |
+28,884
| New | +$669K |
|
|
MOMO
148
Hello Group
MOMO
$876M
| $689K | 0.32% |
+67,648
| New | +$913K |
|
|
JOYY
149
JOYY Inc
JOYY
$3.65B
| $689K | 0.32% |
+20,197
| New | +$1.01M |
|
150
Omnicom Group
OMC
$22.6B
| $687K | 0.32% |
+8,579
| New | +$713K |
|
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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.