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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 | |
|---|---|---|---|---|---|---|
301
AutoNation
AN
$6.86B
| – | – |
-38,410
| Closed | -$1.82M |
|
302
Alexandria Real Estate Equities
ARE
$8.73B
| – | – |
-2,204
| Closed | -$242K |
|
303
Aramark
ARMK
$15B
| – | – |
-28,994
| Closed | -$793K |
|
304
AptarGroup
ATR
$8.23B
| – | – |
-3,862
| Closed | -$298K |
|
305
Avnet
AVT
$7.38B
| – | – |
-7,001
| Closed | -$284K |
|
306
Ball Corp
BALL
$16.6B
| – | – |
-38,154
| Closed | -$1.55M |
|
307
Brunswick
BC
$5.17B
| – | – |
-4,191
| Closed | -$202K |
|
308
Becton Dickinson
BDX
$42.1B
| – | – |
-2,372
| Closed | -$408K |
|
|
BBT
309
Beacon Financial Corp
BBT
$2.51B
| – | – |
-7,692
| Closed | -$209K |
|
310
Biogen
BIIB
$29.6B
| – | – |
-4,627
| Closed | -$1.42M |
|
311
Brookdale Senior Living
BKD
$3.46B
| – | – |
-69,757
| Closed | -$1.2M |
|
312
Bankunited
BKU
$3.41B
| – | – |
-16,301
| Closed | -$492K |
|
313
Boot Barn
BOOT
$4.48B
| – | – |
-13,177
| Closed | -$146K |
|
314
Camden National
CAC
$907M
| – | – |
-8,889
| Closed | -$279K |
|
315
Caterpillar
CAT
$412B
| – | – |
-9,085
| Closed | -$795K |
|
316
Coca-Cola Europacific Partners
CCEP
$45.8B
| – | – |
-10,424
| Closed | -$407K |
|
317
CF Industries
CF
$19.5B
| – | – |
-9,011
| Closed | -$218K |
|
318
C.H. Robinson
CHRW
$24.2B
| – | – |
-6,742
| Closed | -$474K |
|
319
Cigna
CI
$75.7B
| – | – |
-12,281
| Closed | -$1.61M |
|
320
Colgate-Palmolive
CL
$72.1B
| – | – |
-4,019
| Closed | -$295K |
|
|
CLDT
321
Chatham Lodging
CLDT
$620M
| – | – |
-16,370
| Closed | -$317K |
|
322
Costamare
CMRE
$1.89B
| – | – |
-12,175
| Closed | -$108K |
|
323
CNA Financial
CNA
$14.1B
| – | – |
-19,997
| Closed | -$679K |
|
324
Centene
CNC
$31.5B
| – | – |
-8,532
| Closed | -$288K |
|
325
Carlisle Companies
CSL
$13.4B
| – | – |
-9,317
| Closed | -$951K |
|
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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.