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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
LNW
126
DELISTED
Light & Wonder
LNW
$954K 0.39%
68,396
-23,398
-25% -$320K
WFC icon
127
Wells Fargo
WFC
$262B
$950K 0.39%
+17,319
New +$871K
PGR icon
128
Progressive
PGR
$119B
$949K 0.39%
26,727
+566
+2% +$18.7K
BDN
129
Brandywine Realty Trust
BDN
$533M
$930K 0.38%
+57,361
New +$878K
OPLN
130
Openlane
OPLN
$4.2B
$929K 0.38%
57,630
+2,383
+4% +$38K
CVS icon
131
CVS Health
CVS
$138B
$903K 0.37%
+11,430
New +$925K
DFS
132
DELISTED
Discover Financial Services
DFS
$902K 0.37%
12,547
-4,886
-28% -$311K
KDP icon
133
Keurig Dr Pepper
KDP
$41.1B
$889K 0.36%
+9,776
New +$857K
AVGO icon
134
Broadcom
AVGO
$1.89T
$888K 0.36%
+49,370
New +$855K
AJG icon
135
Arthur J. Gallagher & Co
AJG
$62.3B
$886K 0.36%
17,088
-794
-4% -$39.9K
EOG icon
136
EOG Resources
EOG
$76.7B
$872K 0.36%
+8,610
New +$838K
MTG icon
137
MGIC Investment
MTG
$6.14B
$857K 0.35%
83,256
-58,085
-41% -$524K
COST icon
138
Costco
COST
$411B
$853K 0.35%
5,291
-6,312
-54% -$964K
NTRS icon
139
Northern Trust
NTRS
$21.9B
$846K 0.34%
9,549
-4,522
-32% -$359K
CME icon
140
CME Group
CME
$90.1B
$830K 0.34%
7,180
-3,651
-34% -$406K
ZBH icon
141
Zimmer Biomet
ZBH
$17.2B
$825K 0.34%
8,211
-869
-10% -$93.1K
KRC icon
142
Kilroy Realty
KRC
$4.49B
$804K 0.33%
11,190
-13,421
-55% -$960K
RBA icon
143
RB Global
RBA
$20.6B
$800K 0.33%
23,558
+16,549
+236% +$601K
AVB icon
144
AvalonBay Communities
AVB
$27B
$790K 0.32%
4,496
-1,089
-19% -$184K
TMO icon
145
Thermo Fisher Scientific
TMO
$196B
$771K 0.31%
5,446
-921
-14% -$136K
IRWD icon
146
Ironwood Pharmaceuticals
IRWD
$639M
$758K 0.31%
59,402
-32,252
-35% -$407K
IPG
147
DELISTED
Interpublic Group of Companies
IPG
$757K 0.31%
32,013
-13,144
-29% -$304K
BA icon
148
Boeing
BA
$164B
$729K 0.3%
+4,684
New +$684K
AXP icon
149
American Express
AXP
$238B
$728K 0.3%
9,844
+4,321
+78% +$299K
ITT icon
150
ITT
ITT
$17.3B
$719K 0.29%
18,701
-1,196
-6% -$45.1K
4 5
6
7 8

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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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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.