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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 | |
|---|---|---|---|---|---|---|
326
Cognizant
CTSH
$20.3B
| – | – |
-5,014
| Closed | -$272K |
|
327
Cenovus Energy
CVE
$55.4B
| – | – |
-74,119
| Closed | -$1.06M |
|
328
Chevron
CVX
$387B
| – | – |
-15,559
| Closed | -$1.58M |
|
329
Dollar General
DG
$25.4B
| – | – |
-5,225
| Closed | -$363K |
|
|
DHC
330
Diversified Healthcare Trust
DHC
$2.24B
| – | – |
-14,430
| Closed | -$334K |
|
331
D.R. Horton
DHI
$39.9B
| – | – |
-16,543
| Closed | -$499K |
|
332
Domino's
DPZ
$10.7B
| – | – |
-8,817
| Closed | -$1.34M |
|
333
Diamondrock Hospitality Co
DRH
$2.59B
| – | – |
-34,946
| Closed | -$313K |
|
334
Darden Restaurants
DRI
$22.2B
| – | – |
-3,721
| Closed | -$227K |
|
335
DTE Energy
DTE
$30.8B
| – | – |
-2,603
| Closed | -$206K |
|
336
Duke Energy
DUK
$101B
| – | – |
-16,976
| Closed | -$1.36M |
|
337
Consolidated Edison
ED
$41.6B
| – | – |
-7,272
| Closed | -$555K |
|
338
Equifax
EFX
$19.6B
| – | – |
-7,776
| Closed | -$1.04M |
|
339
Everest Group
EG
$14.9B
| – | – |
-1,054
| Closed | -$201K |
|
340
Eastman Chemical
EMN
$7.77B
| – | – |
-9,194
| Closed | -$610K |
|
341
Ericsson
ERIC
$30.6B
| – | – |
-16,256
| Closed | -$115K |
|
342
Element Solutions
ESI
$9.33B
| – | – |
-11,063
| Closed | -$90K |
|
343
Entergy
ETR
$54B
| – | – |
-7,496
| Closed | -$290K |
|
344
Edwards Lifesciences
EW
$48.3B
| – | – |
-41,823
| Closed | -$1.66M |
|
345
Extra Space Storage
EXR
$30.7B
| – | – |
-6,752
| Closed | -$546K |
|
346
First American
FAF
$7.03B
| – | – |
-16,389
| Closed | -$646K |
|
347
First Hawaiian
FHB
$3.49B
| – | – |
-8,186
| Closed | -$218K |
|
348
Fair Isaac
FICO
$28B
| – | – |
-6,527
| Closed | -$817K |
|
|
FITB
349
Fifth Third Bancorp
FITB
$51.8B
| – | – |
-23,354
| Closed | -$474K |
|
350
Flex
FLEX
$46.9B
| – | – |
-13,937
| Closed | -$141K |
|
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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.