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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
V icon
426
Visa
V
$669B
– –
-33,433
Closed -$2.74M
WCC
427
WESCO International
WCC
$16.1B
– –
-3,682
Closed -$225K
WM icon
428
Waste Management
WM
$95.3B
– –
-9,000
Closed -$569K
WSO icon
429
Watsco Inc
WSO
$14.8B
– –
-3,868
Closed -$542K
XPO icon
430
XPO
XPO
$25.1B
– –
-18,051
Closed -$227K
XRX icon
431
Xerox
XRX
$341M
– –
-25,385
Closed -$681K
XYL icon
432
Xylem
XYL
$27.8B
– –
-10,562
Closed -$548K
YUM icon
433
Yum! Brands
YUM
$40.6B
– –
-36,695
Closed -$2.37M
BECN
434
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-13,282
Closed -$557K
PDCO
435
DELISTED
Patterson Companies, Inc.
PDCO
– –
-27,647
Closed -$1.26M
INFN
436
DELISTED
Infinera Corporation Common Stock
INFN
– –
-10,154
Closed -$90K
SUM
437
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-12,999
Closed -$237K
MRO
438
DELISTED
Marathon Oil Corporation
MRO
– –
-63,547
Closed -$1.01M
LSXMK
439
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
– –
-11,343
Closed -$284K
SLCA
440
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-5,072
Closed -$230K
WRK
441
DELISTED
WestRock Company
WRK
– –
-7,806
Closed -$369K
SIX
442
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-4,608
Closed -$245K
EXPR
443
DELISTED
Express, Inc.
EXPR
– –
-4,696
Closed -$1.09M
GHL
444
DELISTED
Greenhill & Co., Inc.
GHL
– –
-12,234
Closed -$286K
RAD
445
DELISTED
Rite Aid Corporation
RAD
– –
-707
Closed -$107K
CLR
446
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-24,167
Closed -$1.23M
AERI
447
DELISTED
Aerie Pharmaceuticals
AERI
– –
-8,485
Closed -$320K
TMX
448
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-11,910
Closed -$270K
XLNX
449
DELISTED
Xilinx Inc
XLNX
– –
-5,156
Closed -$276K
SC
450
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-12,405
Closed -$148K
16 17
18
19 20

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GPC
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CBT
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FSCP
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ECM
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RG
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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.