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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
(-10%)
Cap. Flow
-$39.3M
Cap. Flow
% of AUM
-15.99%
Top 10 Holdings %
Top 10 Hldgs %
8.56%
Holding
491
New
126
Increased
67
Reduced
95
Closed
202
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Target
TGT
|
+$2.15M |
| 2 |
DuPont de Nemours
DD
|
+$1.84M |
| 3 |
Weyerhaeuser
WY
|
+$1.74M |
| 4 |
Equity Residential
EQR
|
+$1.6M |
| 5 |
Whirlpool
WHR
|
+$1.59M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Visa
V
|
+$2.74M |
| 2 |
Corning
GLW
|
+$2.48M |
| 3 |
Yum! Brands
YUM
|
+$2.37M |
| 4 |
Tyson Foods
TSN
|
+$2.27M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
Revvity
RVTY
$12.3B
| $1.06M | 0.43% |
20,345
+551
| +3% | +$28.8K |
|
102
Integra LifeSciences
IART
$1.46B
| $1.05M | 0.43% |
24,480
-1,826
| -7% | -$74.2K |
|
|
NBL
103
DELISTED
Noble Energy, Inc.
NBL
| $1.03M | 0.42% |
27,004
-10,628
| -28% | -$395K |
|
104
PNC Financial Services
PNC
$101B
| $1.03M | 0.42% |
8,892
+77
| +0.9% | +$8.01K |
|
|
SE
105
DELISTED
Spectra Energy Corp Wi
SE
| $1.03M | 0.42% |
24,982
+764
| +3% | +$31.7K |
|
106
Welltower
WELL
$173B
| $1.03M | 0.42% |
15,613
+2,929
| +23% | +$194K |
|
107
EQT Corp
EQT
$33.8B
| $1.02M | 0.42% |
28,703
-1,659
| -5% | -$61.6K |
|
|
SRC
108
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $1.02M | 0.42% |
21,429
+6,533
| +44% | +$332K |
|
109
Verisk Analytics
VRSK
$25.2B
| $1.02M | 0.42% |
+12,529
| New | +$1.03M |
|
|
SEE
110
DELISTED
Sealed Air
SEE
| $1.02M | 0.42% |
22,469
+91
| +0.4% | +$4.18K |
|
|
DRE
111
DELISTED
Duke Realty Corp.
DRE
| $1.01M | 0.41% |
+38,744
| New | +$988K |
|
112
Regency Centers
REG
$15.1B
| $1.01M | 0.41% |
14,839
+5,275
| +55% | +$367K |
|
113
Mid-America Apartment Communities
MAA
$15.3B
| $1M | 0.41% |
+10,366
| New | +$953K |
|
114
Televisa
TV
$1.49B
| $1M | 0.41% |
+47,313
| New | +$1.09M |
|
115
Vertex Pharmaceuticals
VRTX
$120B
| $1M | 0.41% |
+13,428
| New | +$1.09M |
|
|
LLTC
116
DELISTED
Linear Technology Corp
LLTC
| $1M | 0.41% |
+15,976
| New | +$973K |
|
117
Vornado Realty Trust
VNO
$7.24B
| $999K | 0.41% |
12,015
+356
| +3% | +$28K |
|
118
US Foods
USFD
$21.2B
| $998K | 0.41% |
36,602
-25,038
| -41% | -$601K |
|
119
Highwoods Properties
HIW
$3.58B
| $996K | 0.41% |
+19,774
| New | +$968K |
|
120
Occidental Petroleum
OXY
$57.2B
| $986K | 0.4% |
+13,765
| New | +$978K |
|
|
BNY
121
Bank of New York Mellon
BNY
$109B
| $980K | 0.4% |
20,709
-4,466
| -18% | -$201K |
|
122
Electronic Arts
EA
$52.4B
| $968K | 0.39% |
12,077
-2,391
| -17% | -$192K |
|
123
Fidelity National Information Services
FIS
$21B
| $965K | 0.39% |
12,537
+254
| +2% | +$19.4K |
|
124
Cheniere Energy
LNG
$56B
| $964K | 0.39% |
+22,958
| New | +$927K |
|
125
Dominion Energy
D
$62.5B
| $960K | 0.39% |
+12,472
| New | +$919K |
|
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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.