We are live on ! Find out more
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
UPS icon
76
United Parcel Service
UPS
$98.5B
$1.12M 0.46%
+9,754
New +$1.1M
PRU icon
77
Prudential Financial
PRU
$41.3B
$1.12M 0.46%
10,781
-1,896
-15% -$180K
AZO icon
78
AutoZone
AZO
$48.5B
$1.12M 0.46%
+1,400
New +$1.08M
BRX icon
79
Brixmor Property Group
BRX
$9.94B
$1.12M 0.45%
+46,104
New +$1.15M
IBM icon
80
IBM
IBM
$193B
$1.11M 0.45%
+6,997
New +$1.07M
CTAS icon
81
Cintas
CTAS
$80.6B
$1.1M 0.45%
38,000
-39,368
-51% -$1.11M
AF
82
DELISTED
Astoria Financial Corporation
AF
$1.1M 0.45%
+59,013
New +$940K
ELS icon
83
Equity Lifestyle Properties
ELS
$12.7B
$1.1M 0.45%
+30,952
New +$1.11M
LEA icon
84
Lear
LEA
$7.2B
$1.1M 0.45%
8,277
-9,577
-54% -$1.2M
QEP
85
DELISTED
QEP RESOURCES, INC.
QEP
$1.1M 0.45%
58,638
-6,702
-10% -$122K
CMI icon
86
Cummins
CMI
$91.2B
$1.09M 0.44%
+7,987
New +$1.07M
POT
87
DELISTED
Potash Corp Of Saskatchewan
POT
$1.09M 0.44%
+59,961
New +$1.04M
USB icon
88
US Bancorp
USB
$100B
$1.09M 0.44%
+21,203
New +$1.01M
MAR icon
89
Marriott International
MAR
$97.5B
$1.09M 0.44%
+13,054
New +$982K
NXPI icon
90
NXP Semiconductors
NXPI
$70.4B
$1.08M 0.44%
+11,028
New +$1.1M
CMCSA icon
91
Comcast
CMCSA
$84B
$1.08M 0.44%
30,856
+7,828
+34% +$261K
YELP icon
92
Yelp
YELP
$1.36B
$1.08M 0.44%
27,918
+12,963
+87% +$479K
DOV icon
93
Dover
DOV
$28.9B
$1.07M 0.44%
+17,697
New +$1.02M
MET icon
94
MetLife
MET
$60B
$1.07M 0.44%
22,404
-3,561
-14% -$163K
UDR icon
95
UDR
UDR
$12.8B
$1.07M 0.44%
+29,964
New +$1.03M
SFLY
96
DELISTED
Shutterfly, Inc.
SFLY
$1.07M 0.44%
21,628
-3,814
-15% -$185K
DE icon
97
Deere & Co
DE
$164B
$1.07M 0.44%
10,359
+3,329
+47% +$313K
LULU icon
98
lululemon athletica
LULU
$12.9B
$1.07M 0.44%
+16,593
New +$990K
GT icon
99
Goodyear
GT
$2.14B
$1.07M 0.43%
34,243
-8,388
-20% -$259K
EWBC icon
100
East-West Bancorp
EWBC
$18B
$1.06M 0.43%
20,927
+26
+0.1% +$1.16K
2 3
4
5 6

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
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
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.