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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 | |
|---|---|---|---|---|---|---|
1
RTX Corp
RTX
$262B
| $1.79M | 0.84% |
28,314
-5,884
| -17% | -$377K |
|
|
EXPR
2
DELISTED
Express, Inc.
EXPR
| $1.68M | 0.78% |
+5,851
| New | +$1.96M |
|
3
Trane Technologies
TT
$105B
| $1.67M | 0.78% |
27,035
-7,845
| -22% | -$505K |
|
4
Boston Scientific
BSX
$63.9B
| $1.66M | 0.78% |
72,159
+32,448
| +82% | +$702K |
|
5
T-Mobile US
TMUS
$207B
| $1.65M | 0.77% |
+37,968
| New | +$1.56M |
|
6
Honeywell
HON
$73.8B
| $1.65M | 0.77% |
16,002
-4,878
| -23% | -$501K |
|
7
lululemon athletica
LULU
$12.9B
| $1.64M | 0.76% |
+22,816
| New | +$1.51M |
|
8
Bristol-Myers Squibb
BMY
$124B
| $1.61M | 0.75% |
22,113
+8,559
| +63% | +$605K |
|
|
BWLD
9
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $1.61M | 0.75% |
+11,373
| New | +$1.61M |
|
10
Allegion
ALLE
$12B
| $1.61M | 0.75% |
23,411
-360
| -2% | -$23.9K |
|
11
Visa
V
$672B
| $1.6M | 0.75% |
20,919
+7,793
| +59% | +$610K |
|
12
Las Vegas Sands
LVS
$30B
| $1.59M | 0.74% |
36,450
+20,758
| +132% | +$970K |
|
13
Tapestry
TPR
$29B
| $1.58M | 0.74% |
39,305
-12,950
| -25% | -$510K |
|
|
HA
14
DELISTED
Hawaiian Holdings, Inc.
HA
| $1.57M | 0.73% |
+41,915
| New | +$1.77M |
|
15
Sherwin-Williams
SHW
$78.9B
| $1.57M | 0.73% |
16,221
+1,167
| +8% | +$114K |
|
|
16
TJX Companies
TJX
$172B
| $1.56M | 0.73% |
+40,894
| New | +$1.56M |
|
17
General Motors
GM
$74.1B
| $1.55M | 0.72% |
54,936
-11,189
| -17% | -$340K |
|
|
18
Norwegian Cruise Line
NCLH
$8.87B
| $1.44M | 0.67% |
+36,552
| New | +$1.74M |
|
19
Best Buy
BBY
$18.4B
| $1.4M | 0.66% |
+45,981
| New | +$1.45M |
|
20
Chevron
CVX
$384B
| $1.37M | 0.64% |
13,232
+6,299
| +91% | +$634K |
|
21
Whirlpool
WHR
$2.41B
| $1.23M | 0.58% |
+7,508
| New | +$1.32M |
|
22
Hasbro
HAS
$12.6B
| $1.23M | 0.57% |
+14,778
| New | +$1.25M |
|
23
Affiliated Managers Group
AMG
$9.16B
| $1.14M | 0.53% |
8,102
-1,453
| -15% | -$238K |
|
|
ALXN
24
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.11M | 0.52% |
+9,723
| New | +$1.38M |
|
|
CAA
25
DELISTED
CalAtlantic Group, Inc.
CAA
| $1.1M | 0.52% |
+30,475
| New | +$1.07M |
|
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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.