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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 | |
|---|---|---|---|---|---|---|
351
Fabrinet
FN
$18.6B
| – | – |
-4,694
| Closed | -$206K |
|
352
FNB Corp
FNB
$6.72B
| – | – |
-15,088
| Closed | -$184K |
|
353
Globe Life
GL
$13.3B
| – | – |
-4,713
| Closed | -$299K |
|
354
Gaming and Leisure Properties
GLPI
$12.6B
| – | – |
-8,451
| Closed | -$286K |
|
|
355
Corning
GLW
$134B
| – | – |
-105,219
| Closed | -$2.48M |
|
|
GMS
356
DELISTED
GMS Inc
GMS
| – | – |
-12,914
| Closed | -$290K |
|
357
Global Payments
GPN
$21.3B
| – | – |
-3,282
| Closed | -$250K |
|
|
GRMN
358
Garmin
GRMN
$46.3B
| – | – |
-4,347
| Closed | -$209K |
|
359
Hasbro
HAS
$12.4B
| – | – |
-23,930
| Closed | -$1.9M |
|
360
Home Depot
HD
$324B
| – | – |
-2,896
| Closed | -$371K |
|
361
Hartford Financial Services
HIG
$39B
| – | – |
-7,604
| Closed | -$322K |
|
362
Hewlett Packard
HPE
$63.1B
| – | – |
-22,360
| Closed | -$298K |
|
363
Herc Holdings
HRI
$5.45B
| – | – |
-9,542
| Closed | -$312K |
|
364
Humana
HUM
$47.4B
| – | – |
-1,501
| Closed | -$264K |
|
365
Intuitive Surgical
ISRG
$119B
| – | – |
-13,860
| Closed | -$1.11M |
|
366
Illinois Tool Works
ITW
$79.7B
| – | – |
-8,307
| Closed | -$989K |
|
367
Invesco
IVZ
$13.2B
| – | – |
-16,246
| Closed | -$495K |
|
368
JPMorgan Chase
JPM
$930B
| – | – |
-11,156
| Closed | -$734K |
|
|
JWN
369
DELISTED
Nordstrom
JWN
| – | – |
-27,462
| Closed | -$1.41M |
|
370
Kaiser Aluminum
KALU
$2.95B
| – | – |
-3,104
| Closed | -$267K |
|
371
Kraft Heinz
KHC
$30.1B
| – | – |
-5,248
| Closed | -$465K |
|
372
Lamar Advertising Co
LAMR
$16B
| – | – |
-3,368
| Closed | -$219K |
|
373
Lennox International
LII
$18.7B
| – | – |
-3,938
| Closed | -$615K |
|
374
LKQ Corp
LKQ
$6.32B
| – | – |
-19,249
| Closed | -$679K |
|
375
Eli Lilly
LLY
$1.06T
| – | – |
-13,848
| Closed | -$1.1M |
|
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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.