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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
+6.4%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$246M
AUM Growth
-$27.4M
(-10%)
Cap. Flow
-$39.3M
Cap. Flow
% of AUM
-15.99%
Top 10 Holdings %
Top 10 Hldgs %
8.56%
Holding
491
New
126
Increased
67
Reduced
95
Closed
202
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Target
TGT
|
+$2.15M |
| 2 |
DuPont de Nemours
DD
|
+$1.84M |
| 3 |
Weyerhaeuser
WY
|
+$1.74M |
| 4 |
Equity Residential
EQR
|
+$1.6M |
| 5 |
Whirlpool
WHR
|
+$1.59M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Visa
V
|
+$2.74M |
| 2 |
Corning
GLW
|
+$2.48M |
| 3 |
Yum! Brands
YUM
|
+$2.37M |
| 4 |
Tyson Foods
TSN
|
+$2.27M |
| 5 |
TJX Companies
TJX
|
+$2.18M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.52% |
| 2 | Consumer Discretionary | 14.81% |
| 3 | Industrials | 14.68% |
| 4 | Real Estate | 11.83% |
| 5 | Healthcare | 10.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
INFO
226
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $405K | 0.17% |
11,522
-6,090
| -35% | -$219K |
|
227
Enovis
ENOV
$1.47B
| $403K | 0.16% |
6,526
+1,196
| +22% | +$70.7K |
|
228
Center Bancorp
CNOB
$1.6B
| $389K | 0.16% |
+14,973
| New | +$325K |
|
229
Liberty Global Class A
LBTYA
$3.48B
| $387K | 0.16% |
12,567
-1,811
| -13% | -$57.2K |
|
230
SPX Corp
SPXC
$11.1B
| $378K | 0.15% |
+15,885
| New | +$348K |
|
|
ALXN
231
DELISTED
Alexion Pharmaceuticals
ALXN
| $370K | 0.15% |
2,998
-382
| -11% | -$46.7K |
|
|
232
TJX Companies
TJX
$169B
| $358K | 0.15% |
9,456
-57,738
| -86% | -$2.18M |
|
233
Affiliated Managers Group
AMG
$9.15B
| $352K | 0.14% |
2,447
-2,114
| -46% | -$307K |
|
234
Bristol-Myers Squibb
BMY
$126B
| $346K | 0.14% |
+5,868
| New | +$321K |
|
235
Blackstone Mortgage Trust
BXMT
$2.78B
| $344K | 0.14% |
+11,380
| New | +$339K |
|
236
Kemper
KMPR
$1.63B
| $344K | 0.14% |
+7,681
| New | +$311K |
|
|
CHL
237
DELISTED
China Mobile Limited
CHL
| $344K | 0.14% |
6,559
-13,297
| -67% | -$747K |
|
|
SGEN
238
DELISTED
Seagen Inc. Common Stock
SGEN
| $340K | 0.14% |
6,391
+913
| +17% | +$54.9K |
|
|
PEI
239
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $340K | 0.14% |
1,202
+145
| +14% | +$43.3K |
|
|
BHI
240
DELISTED
Baker Hughes
BHI
| $333K | 0.14% |
+5,149
| New | +$306K |
|
241
Lockheed Martin
LMT
$132B
| $331K | 0.13% |
+1,322
| New | +$330K |
|
242
iRhythm Holdings
IRTC
$3.53B
| $329K | 0.13% |
+11,331
| New | +$305K |
|
243
Expedia Group
EXPE
$30.8B
| $323K | 0.13% |
2,836
-5,407
| -66% | -$659K |
|
|
SWFT
244
DELISTED
Swift Transportation Company
SWFT
| $315K | 0.13% |
12,932
-2,576
| -17% | -$60.1K |
|
245
Snap-on
SNA
$21B
| $312K | 0.13% |
+1,815
| New | +$295K |
|
246
Roper Technologies
ROP
$36.3B
| $309K | 0.13% |
+1,687
| New | +$303K |
|
|
XOG
247
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $306K | 0.12% |
+15,346
| New | +$326K |
|
|
CLGX
248
DELISTED
Corelogic, Inc.
CLGX
| $305K | 0.12% |
+8,254
| New | +$319K |
|
249
Altria Group
MO
$120B
| $301K | 0.12% |
4,442
+1,134
| +34% | +$73K |
|
250
SL Green Realty
SLG
$3.79B
| $301K | 0.12% |
+2,936
| New | +$298K |
|
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Quantitative Systematic Strategies's Q4 2016 Portfolio in Review
As of Q4 2016, Quantitative Systematic Strategies held 491 positions worth $246M, down 10% from $273M the previous quarter. Its ten largest holdings account for 8.6% of the portfolio.
Quantitative Systematic Strategies withdrew a net $39.3M in Q4 2016, closing 202 positions and reducing 95 holdings. Its most notable exit was Visa, an estimated $2.74M position sold in full.
By sector, the portfolio is most concentrated in Financials at 17% of assets, up from 16% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Quantitative Systematic Strategies opened a new position in Target worth $2.16M.
- Quantitative Systematic Strategies's largest Q4 2016 buy was Target: 29,760 shares worth $2.16M.
- Quantitative Systematic Strategies added most to HD Supply Holdings, Inc. in Q4 2016, an estimated $1.31M increase.
- Quantitative Systematic Strategies's biggest Q4 2016 reduction was TJX Companies, cutting an estimated $2.18M.
- Quantitative Systematic Strategies fully exited Visa in Q4 2016, selling an estimated $2.74M.
- Quantitative Systematic Strategies's ten largest holdings make up 8.6% of its $246M portfolio in Q4 2016.
- Quantitative Systematic Strategies opened 126 new positions and closed 202 in Q4 2016.
- Quantitative Systematic Strategies's portfolio value fell 10% quarter-over-quarter to $246M.
Based on Quantitative Systematic Strategies's 13F filing for Q4 2016, filed 26 Jan 2017.