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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 | |
|---|---|---|---|---|---|---|
151
Intel
INTC
$516B
| $716K | 0.29% |
+19,534
| New | +$699K |
|
152
Carter's
CRI
$1.41B
| $709K | 0.29% |
8,055
+4,202
| +109% | +$375K |
|
153
Fortive
FTV
$18.4B
| $701K | 0.29% |
20,567
-2,653
| -11% | -$87.8K |
|
154
Antero Resources
AR
$10.9B
| $698K | 0.28% |
29,146
-19,046
| -40% | -$489K |
|
155
SLB Ltd
SLB
$71.3B
| $697K | 0.28% |
8,275
-17,830
| -68% | -$1.46M |
|
156
ConocoPhillips
COP
$145B
| $696K | 0.28% |
+13,767
| New | +$635K |
|
157
Universal Insurance Holdings
UVE
$1.06B
| $693K | 0.28% |
24,503
-199
| -0.8% | -$4.74K |
|
158
Western Alliance Bancorporation
WAL
$9.11B
| $691K | 0.28% |
14,133
-1,743
| -11% | -$75K |
|
159
Walt Disney
DIS
$166B
| $690K | 0.28% |
+6,598
| New | +$643K |
|
160
Lam Research
LRCX
$399B
| $682K | 0.28% |
+63,630
| New | +$646K |
|
161
McDonald's
MCD
$187B
| $679K | 0.28% |
+5,531
| New | +$649K |
|
162
Carnival Corporation Ltd
CCL
$35.7B
| $676K | 0.28% |
+13,002
| New | +$651K |
|
163
Alphabet (Google) Class C
GOOG
$4.17T
| $676K | 0.28% |
+17,300
| New | +$674K |
|
164
Allison Transmission
ALSN
$9.87B
| $675K | 0.27% |
19,929
-1,317
| -6% | -$41K |
|
165
Cisco
CSCO
$442B
| $675K | 0.27% |
22,150
-21,363
| -49% | -$651K |
|
166
Performance Food Group
PFGC
$17.5B
| $675K | 0.27% |
28,087
+17,664
| +169% | +$419K |
|
167
Coca-Cola
KO
$354B
| $671K | 0.27% |
+16,126
| New | +$671K |
|
168
Oracle
ORCL
$362B
| $671K | 0.27% |
+17,352
| New | +$679K |
|
169
Walmart Inc
WMT
$870B
| $671K | 0.27% |
29,058
-72,423
| -71% | -$1.69M |
|
|
HPP
170
Hudson Pacific Properties
HPP
$783M
| $667K | 0.27% |
2,769
+570
| +26% | +$133K |
|
|
QGENF
171
DELISTED
QIAGEN NV
QGENF
| $666K | 0.27% |
+23,769
| New | +$666K |
|
172
Macerich
MAC
$7.19B
| $642K | 0.26% |
+9,243
| New | +$660K |
|
173
CubeSmart
CUBE
$9.31B
| $640K | 0.26% |
24,200
-4,223
| -15% | -$108K |
|
174
B&G Foods
BGS
$291M
| $636K | 0.26% |
14,499
-1,541
| -10% | -$68.4K |
|
175
Telefônica Brasil
VIV
$22.4B
| $636K | 0.26% |
47,034
+22,127
| +89% | +$297K |
|
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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.