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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 | |
|---|---|---|---|---|---|---|
376
LXP Industrial Trust
LXP
$3.53B
| – | – |
-3,389
| Closed | -$175K |
|
377
Macy's
M
$6.14B
| – | – |
-35,944
| Closed | -$1.3M |
|
378
ManpowerGroup
MAN
$2.32B
| – | – |
-5,439
| Closed | -$384K |
|
379
Mattel
MAT
$4.14B
| – | – |
-12,273
| Closed | -$378K |
|
380
Microchip Technology
MCHP
$44.2B
| – | – |
-10,586
| Closed | -$328K |
|
381
Moody's
MCO
$82.5B
| – | – |
-10,661
| Closed | -$1.15M |
|
382
Mondelez International
MDLZ
$77.1B
| – | – |
-12,739
| Closed | -$550K |
|
383
Mohawk Industries
MHK
$6.71B
| – | – |
-3,712
| Closed | -$738K |
|
384
Molina Healthcare
MOH
$10.4B
| – | – |
-4,712
| Closed | -$270K |
|
|
MOMO
385
Hello Group
MOMO
$870M
| – | – |
-12,779
| Closed | -$291K |
|
|
MRC
386
DELISTED
MRC Global
MRC
| – | – |
-11,103
| Closed | -$179K |
|
387
Marvell Technology
MRVL
$188B
| – | – |
-17,814
| Closed | -$236K |
|
388
Norwegian Cruise Line
NCLH
$8.59B
| – | – |
-6,918
| Closed | -$257K |
|
389
NextEra Energy
NEE
$187B
| – | – |
-13,076
| Closed | -$404K |
|
390
Newmont
NEM
$101B
| – | – |
-6,797
| Closed | -$265K |
|
391
Northrop Grumman
NOC
$75.8B
| – | – |
-2,533
| Closed | -$541K |
|
392
Nokia
NOK
$54.3B
| – | – |
-16,631
| Closed | -$95K |
|
393
Nomad Foods
NOMD
$1.63B
| – | – |
-22,855
| Closed | -$273K |
|
394
Newell Brands
NWL
$2.14B
| – | – |
-12,173
| Closed | -$633K |
|
395
Oaktree Specialty Lending
OCSL
$1.02B
| – | – |
-7,287
| Closed | -$126K |
|
|
ACH
396
Accendra Health
ACH
$240M
| – | – |
-6,144
| Closed | -$211K |
|
397
ON Semiconductor
ON
$35.1B
| – | – |
-11,388
| Closed | -$138K |
|
398
O'Reilly Automotive
ORLY
$71.4B
| – | – |
-69,915
| Closed | -$1.3M |
|
399
Ovintiv
OVV
$17.3B
| – | – |
-2,632
| Closed | -$133K |
|
400
Pacific Biosciences
PACB
$435M
| – | – |
-11,973
| Closed | -$106K |
|
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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.