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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
MU icon
51
Micron Technology
MU
$1.08T
$1.26M 0.51%
56,785
+44,236
+353% +$831K
PNRA
52
DELISTED
Panera Bread Co
PNRA
$1.26M 0.51%
+6,087
New +$1.23M
ELV icon
53
Elevance Health
ELV
$84.4B
$1.26M 0.51%
+8,696
New +$1.16M
RSPP
54
DELISTED
RSP Permian, Inc.
RSPP
$1.24M 0.5%
27,654
+18,010
+187% +$745K
ROK icon
55
Rockwell Automation
ROK
$51B
$1.23M 0.5%
+9,086
New +$1.16M
NSC icon
56
Norfolk Southern
NSC
$74.3B
$1.22M 0.5%
+11,177
New +$1.13M
SITC icon
57
SITE Centers
SITC
$224M
$1.18M 0.48%
+60,845
New +$1.22M
MA icon
58
Mastercard
MA
$470B
$1.18M 0.48%
11,367
-702
-6% -$72.7K
BAX icon
59
Baxter International
BAX
$11.2B
$1.17M 0.48%
26,480
-4,093
-13% -$189K
UNP icon
60
Union Pacific
UNP
$174B
$1.17M 0.48%
11,196
-2,820
-20% -$277K
TRIP icon
61
TripAdvisor
TRIP
$1.61B
$1.17M 0.47%
+24,841
New +$1.37M
ZTS icon
62
Zoetis
ZTS
$31.1B
$1.16M 0.47%
21,699
+163
+0.8% +$8.29K
LYB icon
63
LyondellBasell Industries
LYB
$20.1B
$1.15M 0.47%
+13,420
New +$1.13M
GILD icon
64
Gilead Sciences
GILD
$162B
$1.15M 0.47%
15,937
+1,040
+7% +$77.3K
LSXMA
65
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$1.15M 0.47%
+46,119
New +$1.15M
PRGO icon
66
Perrigo
PRGO
$1.45B
$1.15M 0.47%
13,930
-1,877
-12% -$163K
BAC icon
67
Bank of America
BAC
$432B
$1.14M 0.46%
51,635
+19,966
+63% +$385K
ALB icon
68
Albemarle
ALB
$13.9B
$1.14M 0.46%
+13,092
New +$1.11M
RAI
69
DELISTED
Reynolds American Inc
RAI
$1.14M 0.46%
20,289
+15,060
+288% +$799K
KEY icon
70
KeyCorp
KEY
$24.9B
$1.14M 0.46%
62,694
-3,984
-6% -$62.8K
WDC icon
71
Western Digital
WDC
$192B
$1.14M 0.46%
+21,949
New +$1.01M
RDN icon
72
Radian Group
RDN
$5.08B
$1.13M 0.46%
62,787
-11,891
-16% -$179K
AET
73
DELISTED
Aetna Inc
AET
$1.13M 0.46%
+9,045
New +$1.08M
EBAY icon
74
eBay
EBAY
$49.3B
$1.13M 0.46%
37,523
+28,078
+297% +$829K
AGO icon
75
Assured Guaranty
AGO
$3.74B
$1.12M 0.46%
29,597
-9,051
-23% -$304K
1 2
3
4 5

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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
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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.