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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
MON
26
DELISTED
Monsanto Co
MON
$1.68M 0.69%
16,023
+3,468
+28% +$356K
KMX icon
27
CarMax
KMX
$8.15B
$1.66M 0.68%
25,992
+20,573
+380% +$1.15M
EQR icon
28
Equity Residential
EQR
$25.6B
$1.66M 0.68%
+26,050
New +$1.6M
MRK icon
29
Merck
MRK
$315B
$1.65M 0.67%
29,342
-24,646
-46% -$1.44M
APC
30
DELISTED
Anadarko Petroleum
APC
$1.64M 0.67%
23,447
-957
-4% -$62.2K
ORI icon
31
Old Republic International
ORI
$10.1B
$1.63M 0.66%
85,513
+54,823
+179% +$987K
TPR icon
32
Tapestry
TPR
$29B
$1.56M 0.63%
44,483
-6,580
-13% -$240K
TMUS icon
33
T-Mobile US
TMUS
$207B
$1.55M 0.63%
26,698
-22,657
-46% -$1.19M
GD icon
34
General Dynamics
GD
$101B
$1.54M 0.63%
8,879
+3,000
+51% +$491K
CSX icon
35
CSX Corp
CSX
$92.8B
$1.49M 0.61%
123,069
-61,602
-33% -$691K
BERY
36
DELISTED
Berry Global Group, Inc.
BERY
$1.46M 0.6%
32,336
+2,703
+9% +$116K
STAY
37
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$1.44M 0.59%
89,035
+68,268
+329% +$1.02M
SAVE
38
DELISTED
Spirit Airlines, Inc.
SAVE
$1.44M 0.58%
24,941
-14,928
-37% -$769K
DECK icon
39
Deckers Outdoor
DECK
$14.2B
$1.43M 0.58%
+154,914
New +$1.49M
AAP icon
40
Advance Auto Parts
AAP
$3.35B
$1.42M 0.58%
8,350
-3,381
-29% -$532K
HAR
41
DELISTED
Harman International Industries
HAR
$1.4M 0.57%
+12,582
New +$1.21M
LUV icon
42
Southwest Airlines
LUV
$23.3B
$1.37M 0.56%
27,363
-21,536
-44% -$966K
PXD
43
DELISTED
Pioneer Natural Resource Co.
PXD
$1.35M 0.55%
7,429
-878
-11% -$161K
BABA icon
44
Alibaba
BABA
$279B
$1.33M 0.54%
15,254
-234
-2% -$22.5K
UAL icon
45
United Airlines
UAL
$38.1B
$1.33M 0.54%
+18,159
New +$1.16M
FIVE icon
46
Five Below
FIVE
$11.3B
$1.3M 0.53%
+32,718
New +$1.29M
VOYA icon
47
Voya Financial
VOYA
$8.93B
$1.3M 0.53%
32,926
-11,544
-26% -$407K
ESRX
48
DELISTED
Express Scripts Holding Company
ESRX
$1.28M 0.52%
+18,506
New +$1.33M
BG icon
49
Bunge Global
BG
$24B
$1.27M 0.52%
+17,885
New +$1.19M
RCL icon
50
Royal Caribbean
RCL
$76.7B
$1.27M 0.52%
+15,293
New +$1.2M
1
2
3 4 5

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CCM
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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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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.