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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
Cap. Flow
-$39.3M
Cap. Flow %
-15.99%
Top 10 Hldgs %
8.56%
Holding
491
New
126
Increased
67
Reduced
95
Closed
202

Top Buys

Rank Stock Value
1
TGT icon
Target
TGT
+$2.15M
2
DD icon
DuPont de Nemours
DD
+$1.84M
3
WY icon
Weyerhaeuser
WY
+$1.74M
4
EQR icon
Equity Residential
EQR
+$1.6M
5
WHR icon
Whirlpool
WHR
+$1.59M

Top Sells

Rank Stock Value
1
V icon
Visa
V
+$2.74M
2
GLW icon
Corning
GLW
+$2.48M
3
YUM icon
Yum! Brands
YUM
+$2.37M
4
TSN icon
Tyson Foods
TSN
+$2.27M
5
TJX icon
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
PARA
401
DELISTED
Paramount Global Class B
PARA
– –
-13,386
Closed -$730K
PEP icon
402
PepsiCo
PEP
$184B
– –
-4,687
Closed -$505K
PM icon
403
Philip Morris
PM
$298B
– –
-3,261
Closed -$319K
PNR icon
404
Pentair
PNR
$10B
– –
-12,612
Closed -$534K
PVH icon
405
PVH
PVH
$3.59B
– –
-13,076
Closed -$1.4M
RGA icon
406
Reinsurance Group of America
RGA
$15.3B
– –
-3,183
Closed -$341K
RUN icon
407
Sunrun
RUN
$2.48B
– –
-104,673
Closed -$654K
SAFT icon
408
Safety Insurance
SAFT
$1.07B
– –
-7,085
Closed -$473K
SBAC icon
409
SBA Communications
SBAC
$18.5B
– –
-2,812
Closed -$314K
SHO icon
410
Sunstone Hotel Investors
SHO
$2.17B
– –
-26,277
Closed -$333K
SO icon
411
Southern Company
SO
$109B
– –
-10,152
Closed -$528K
SRPT icon
412
Sarepta Therapeutics
SRPT
$1.68B
– –
-3,312
Closed -$202K
STZ icon
413
Constellation Brands
STZ
$22.1B
– –
-1,358
Closed -$222K
SU icon
414
Suncor Energy
SU
$78.4B
– –
-21,137
Closed -$585K
SUI icon
415
Sun Communities
SUI
$14.8B
– –
-6,291
Closed -$500K
SWK icon
416
Stanley Black & Decker
SWK
$13.6B
– –
-8,198
Closed -$998K
SYNA icon
417
Synaptics
SYNA
$4.59B
– –
-14,822
Closed -$843K
TAP icon
418
Molson Coors Class B
TAP
$7.51B
– –
-3,976
Closed -$432K
THG icon
419
Hanover Insurance
THG
$7.49B
– –
-8,404
Closed -$634K
TRV icon
420
Travelers Companies
TRV
$78.5B
– –
-7,242
Closed -$825K
TSE
421
DELISTED
Trinseo
TSE
– –
-8,222
Closed -$471K
TSN icon
422
Tyson Foods
TSN
$20B
– –
-30,371
Closed -$2.27M
TT icon
423
Trane Technologies
TT
$106B
– –
-12,446
Closed -$836K
UA icon
424
Under Armour Class C
UA
$2.81B
– –
-8,678
Closed -$292K
ULTA icon
425
Ulta Beauty
ULTA
$20.5B
– –
-985
Closed -$234K
15 16
17
18 19

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CCM
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GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
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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.