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Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
Turnover
0%
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
+157.1%
10 Year Est. Return
–
AUM
$214M
AUM Growth
-$44.2M
(-17%)
Cap. Flow
-$37.7M
Cap. Flow % of AUM
Cap. Flow %
-17.58%
Top 10 Holdings %
Top 10 Hldgs %
7.74%
Holding
612
New
212
Increased
92
Reduced
104
Closed
203
Avg Time Held
0.3
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
EXPR
Express, Inc.
EXPR
|
+$1.96M |
| 2 |
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 |
Interpublic Group of Companies
IPG
|
+$2.13M |
| 2 |
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 | 22.4% |
| 2 | Financials | 18.64% |
| 3 | Industrials | 15.76% |
| 4 | Healthcare | 13.49% |
| 5 | Technology | 8.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
RTX Corp
RTX
$258B
| $1.79M | 0.84% |
28,314
-5,884
| -17% | -$377K |
2014 Q4
6 quarters
|
|
|
EXPR
2
DELISTED
Express, Inc.
EXPR
| $1.68M | 0.78% |
+5,851
| New | +$1.96M |
2016 Q2
0 quarters
|
|
3
Trane Technologies
TT
$97.9B
| $1.67M | 0.78% |
27,035
-7,845
| -22% | -$505K |
2014 Q1
9 quarters
|
|
4
Boston Scientific
BSX
$66.2B
| $1.66M | 0.78% |
72,159
+32,448
| +82% | +$702K |
2014 Q1
9 quarters
|
|
5
T-Mobile US
TMUS
$157B
| $1.65M | 0.77% |
+37,968
| New | +$1.56M |
2016 Q2
0 quarters
|
|
6
Honeywell
HON
$70.1B
| $1.65M | 0.77% |
16,002
-4,878
| -23% | -$501K |
2014 Q1
9 quarters
|
|
7
lululemon athletica
LULU
$11.5B
| $1.64M | 0.76% |
+22,816
| New | +$1.51M |
2016 Q2
0 quarters
|
|
8
Bristol-Myers Squibb
BMY
$126B
| $1.62M | 0.75% |
22,113
+8,559
| +63% | +$605K |
2014 Q4
6 quarters
|
|
|
BWLD
9
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $1.61M | 0.75% |
+11,373
| New | +$1.61M |
2016 Q2
0 quarters
|
|
10
Allegion
ALLE
$15.2B
| $1.61M | 0.75% |
23,411
-360
| -2% | -$23.9K |
2015 Q2
4 quarters
|
|
11
Visa
V
$766B
| $1.6M | 0.75% |
20,919
+7,793
| +59% | +$610K |
2015 Q2
4 quarters
|
|
12
Las Vegas Sands
LVS
$23.1B
| $1.59M | 0.74% |
36,450
+20,758
| +132% | +$970K |
2016 Q1
1 quarter
|
|
13
Tapestry
TPR
$21.9B
| $1.58M | 0.74% |
39,305
-12,950
| -25% | -$510K |
2015 Q3
3 quarters
|
|
|
14
DELISTED
Hawaiian Holdings, Inc.
HA
| $1.57M | 0.73% |
+41,915
| New | +$1.77M |
2016 Q2
0 quarters
|
|
15
Sherwin-Williams
SHW
$81.8B
| $1.57M | 0.73% |
16,221
+1,167
| +8% | +$114K |
2015 Q3
3 quarters
|
|
|
16
TJX Companies
TJX
$160B
| $1.56M | 0.73% |
+40,894
| New | +$1.56M |
2016 Q2
0 quarters
|
|
17
General Motors
GM
$64.5B
| $1.55M | 0.72% |
54,936
-11,189
| -17% | -$340K |
2014 Q4
6 quarters
|
|
|
18
Norwegian Cruise Line
NCLH
$6.93B
| $1.44M | 0.67% |
+36,552
| New | +$1.74M |
2016 Q2
0 quarters
|
|
19
Best Buy
BBY
$20.9B
| $1.4M | 0.66% |
+45,981
| New | +$1.45M |
2016 Q2
0 quarters
|
|
20
Chevron
CVX
$457B
| $1.37M | 0.64% |
13,232
+6,299
| +91% | +$634K |
2016 Q1
1 quarter
|
|
21
Whirlpool
WHR
$1.83B
| $1.23M | 0.58% |
+7,508
| New | +$1.32M |
2016 Q2
0 quarters
|
|
22
Hasbro
HAS
$16.6B
| $1.23M | 0.57% |
+14,778
| New | +$1.25M |
2016 Q2
0 quarters
|
|
23
Affiliated Managers Group
AMG
$9.9B
| $1.14M | 0.53% |
8,102
-1,453
| -15% | -$238K |
2015 Q3
3 quarters
|
|
|
ALXN
24
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.11M | 0.52% |
+9,723
| New | +$1.38M |
2016 Q2
0 quarters
|
|
|
CAA
25
DELISTED
CalAtlantic Group, Inc.
CAA
| $1.1M | 0.52% |
+30,475
| New | +$1.07M |
2016 Q2
0 quarters
|
|
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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 22% of assets, up from 19% 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.