We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
X
251
DELISTED
US Steel
X
| $295K | 0.12% |
+8,535
| New | +$228K |
|
|
LADR
252
Ladder Capital
LADR
$1.22B
| $288K | 0.12% |
+21,051
| New | +$282K |
|
|
ATVI
253
DELISTED
Activision Blizzard
ATVI
| $282K | 0.11% |
7,737
+195
| +3% | +$7.8K |
|
|
CSC
254
DELISTED
Computer Sciences
CSC
| $276K | 0.11% |
4,613
-4,623
| -50% | -$267K |
|
|
KCG
255
DELISTED
KCG Holdings, Inc.
KCG
| $264K | 0.11% |
19,880
-480
| -2% | -$6.75K |
|
|
SPNC
256
DELISTED
Spectranetics Corp
SPNC
| $263K | 0.11% |
10,642
-397
| -4% | -$9.34K |
|
|
SIVB
257
DELISTED
SVB Financial Group
SIVB
| $263K | 0.11% |
+1,542
| New | +$221K |
|
|
NUVA
258
DELISTED
NuVasive, Inc.
NUVA
| $261K | 0.11% |
3,882
+14
| +0.4% | +$902 |
|
|
ANSS
259
DELISTED
Ansys
ANSS
| $254K | 0.1% |
+2,745
| New | +$253K |
|
260
Best Buy
BBY
$17.8B
| $246K | 0.1% |
5,706
-27,850
| -83% | -$1.18M |
|
|
IBKC
261
DELISTED
IBERIABANK Corp
IBKC
| $244K | 0.1% |
+2,899
| New | +$222K |
|
262
Medtronic
MDT
$105B
| $238K | 0.1% |
+3,329
| New | +$262K |
|
263
Synchrony
SYF
$23.3B
| $237K | 0.1% |
+6,563
| New | +$210K |
|
264
Meta Platforms (Facebook)
META
$1.54T
| $227K | 0.09% |
1,962
-10,173
| -84% | -$1.25M |
|
|
GAP
265
The Gap Inc
GAP
$6.8B
| $227K | 0.09% |
+10,000
| New | +$257K |
|
266
Bio-Rad Laboratories Class A
BIO
$8.47B
| $223K | 0.09% |
1,220
-5,684
| -82% | -$969K |
|
|
SAGE
267
DELISTED
Sage Therapeutics
SAGE
| $223K | 0.09% |
4,457
-451
| -9% | -$21.3K |
|
|
CLVS
268
DELISTED
Clovis Oncology, Inc.
CLVS
| $223K | 0.09% |
+5,067
| New | +$178K |
|
269
Dollar Tree
DLTR
$22.6B
| $216K | 0.09% |
+2,792
| New | +$225K |
|
270
ZTO Express
ZTO
$18.3B
| $214K | 0.09% |
+17,219
| New | +$248K |
|
271
Dana Inc
DAN
$2.97B
| $212K | 0.09% |
11,162
-7,280
| -39% | -$122K |
|
|
ANH
272
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $209K | 0.09% |
40,269
+17,698
| +78% | +$89.4K |
|
273
Smart Sand
SND
$207M
| $206K | 0.08% |
+12,635
| New | +$168K |
|
274
JetBlue
JBLU
$1.86B
| $202K | 0.08% |
9,135
-2,373
| -21% | -$46.9K |
|
|
NVRO
275
DELISTED
NEVRO CORP.
NVRO
| $202K | 0.08% |
2,772
-960
| -26% | -$82.2K |
|
Similar funds
TMNFIC
CCM
GPC
CBT
FSCP
ECM
RG
SH
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.