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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 | |
|---|---|---|---|---|---|---|
|
TCF
276
DELISTED
TCF Financial Corporation
TCF
| $202K | 0.08% |
+10,330
| New | +$170K |
|
277
Mercado Libre
MELI
$91.2B
| $200K | 0.08% |
+1,265
| New | +$209K |
|
278
TIM SA
TIMB
$10.1B
| $196K | 0.08% |
16,308
+2,959
| +22% | +$37.1K |
|
279
Chord Energy
CHRD
$7.82B
| $154K | 0.06% |
+10,201
| New | +$132K |
|
|
NMBL
280
DELISTED
Nimble Storage, Inc.
NMBL
| $140K | 0.06% |
17,794
-115,466
| -87% | -$941K |
|
|
ARIA
281
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $139K | 0.06% |
+11,192
| New | +$135K |
|
282
Valley National Bancorp
VLY
$8.01B
| $122K | 0.05% |
10,468
-2,557
| -20% | -$27.3K |
|
|
BKS
283
DELISTED
Barnes & Noble
BKS
| $115K | 0.05% |
+10,108
| New | +$116K |
|
284
Annaly Capital Management
NLY
$16.7B
| $107K | 0.04% |
+2,680
| New | +$109K |
|
|
ARRY
285
DELISTED
Array Biopharma Inc
ARRY
| $105K | 0.04% |
12,120
-47,869
| -80% | -$352K |
|
286
BioCryst Pharmaceuticals
BCRX
$2.38B
| $88K | 0.04% |
+13,772
| New | +$71.7K |
|
287
Lattice Semiconductor
LSCC
$18.9B
| $75K | 0.03% |
+10,302
| New | +$71.6K |
|
288
VEON
VEON
$3.6B
| $70K | 0.03% |
+741
| New | +$64.1K |
|
289
NanoViricides
NNVC
$35.2M
| $11K | ﹤0.01% |
500
| – | – |
|
290
American Airlines Group
AAL
$8.96B
| – | – |
-7,548
| Closed | -$270K |
|
291
ABM Industries
ABM
$2.77B
| – | – |
-12,353
| Closed | -$486K |
|
292
Accenture
ACN
$84.9B
| – | – |
-8,306
| Closed | -$1.02M |
|
293
Analog Devices
ADI
$185B
| – | – |
-4,132
| Closed | -$263K |
|
294
Archer Daniels Midland
ADM
$41.6B
| – | – |
-5,832
| Closed | -$242K |
|
295
Automatic Data Processing
ADP
$97.1B
| – | – |
-9,452
| Closed | -$824K |
|
296
Aflac
AFL
$63.3B
| – | – |
-22,456
| Closed | -$804K |
|
297
Alaska Air
ALK
$4.99B
| – | – |
-19,943
| Closed | -$1.3M |
|
298
Applied Materials
AMAT
$447B
| – | – |
-50,743
| Closed | -$1.5M |
|
299
American Tower
AMT
$76.7B
| – | – |
-7,269
| Closed | -$825K |
|
300
Amazon
AMZN
$2.51T
| – | – |
-7,780
| Closed | -$323K |
|
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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.