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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
RICE
476
DELISTED
Rice Energy Inc.
RICE
– –
-12,203
Closed -$307K
PTHN
477
DELISTED
Patheon N.V.
PTHN
– –
-9,312
Closed -$276K
WFM
478
DELISTED
Whole Foods Market Inc
WFM
– –
-52,067
Closed -$1.46M
KATE
479
DELISTED
Kate Spade & Company
KATE
– –
-16,470
Closed -$285K
YHOO
480
DELISTED
Yahoo Inc
YHOO
– –
-30,478
Closed -$1.3M
INVN
481
DELISTED
Invensense Inc
INVN
– –
-10,812
Closed -$77K
ENH
482
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-18,409
Closed -$1.21M
CYNO
483
DELISTED
Cynosure, Inc. Class A
CYNO
– –
-4,901
Closed -$248K
EQY
484
DELISTED
Equity One
EQY
– –
-25,802
Closed -$796K
AWH
485
DELISTED
Allied World Assurance Co Hld Lt
AWH
– –
-25,283
Closed -$1.02M
DISH
486
DELISTED
DISH Network Corp.
DISH
– –
-6,583
Closed -$362K
GRA
487
DELISTED
W.R. Grace & Co.
GRA
– –
-4,690
Closed -$344K
DST
488
DELISTED
DST Systems Inc.
DST
– –
-12,178
Closed -$714K
BCR
489
DELISTED
CR Bard Inc.
BCR
– –
-1,272
Closed -$285K
RHT
490
DELISTED
Red Hat Inc
RHT
– –
-2,584
Closed -$208K
CIT
491
DELISTED
CIT Group Inc.
CIT
– –
-6,936
Closed -$248K
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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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.