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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 | |
|---|---|---|---|---|---|---|
|
TCO
176
DELISTED
Taubman Centers Inc.
TCO
| $635K | 0.26% |
8,730
-1,954
| -18% | -$142K |
|
177
Werner Enterprises
WERN
$2.65B
| $620K | 0.25% |
+22,734
| New | +$586K |
|
178
Allstate
ALL
$65.6B
| $614K | 0.25% |
8,272
+4,352
| +111% | +$306K |
|
|
FMBI
179
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $614K | 0.25% |
24,324
+3,355
| +16% | +$74.1K |
|
180
Ameriprise Financial
AMP
$46.7B
| $613K | 0.25% |
5,578
+1,061
| +23% | +$112K |
|
181
AB InBev
BUD
$155B
| $604K | 0.25% |
5,756
+3,251
| +130% | +$364K |
|
|
SBNY
182
DELISTED
Signature Bank
SBNY
| $604K | 0.25% |
4,041
-2,307
| -36% | -$315K |
|
183
Citigroup
C
$220B
| $602K | 0.25% |
+10,130
| New | +$547K |
|
184
Huntington Bancshares
HBAN
$35.1B
| $585K | 0.24% |
44,707
+28,182
| +171% | +$328K |
|
|
NYRT
185
DELISTED
New York REIT, Inc.
NYRT
| $579K | 0.24% |
5,741
+1,254
| +28% | +$120K |
|
|
PDCE
186
DELISTED
PDC Energy, Inc.
PDCE
| $566K | 0.23% |
7,679
-7,485
| -49% | -$515K |
|
187
Assurant
AIZ
$13.5B
| $560K | 0.23% |
6,045
+634
| +12% | +$55.4K |
|
188
Artisan Partners
APAM
$2.75B
| $548K | 0.22% |
18,504
-32,640
| -64% | -$931K |
|
|
JBTM
189
JBT Marel
JBTM
$6.98B
| $539K | 0.22% |
+6,355
| New | +$518K |
|
190
Unum
UNM
$13.7B
| $538K | 0.22% |
+12,286
| New | +$492K |
|
|
CMA
191
DELISTED
Comerica
CMA
| $537K | 0.22% |
+7,901
| New | +$463K |
|
192
FedEx
FDX
$74.6B
| $536K | 0.22% |
2,867
-4,200
| -59% | -$771K |
|
|
FL
193
DELISTED
Foot Locker
FL
| $534K | 0.22% |
+7,539
| New | +$536K |
|
194
Rexford Industrial Realty
REXR
$8.17B
| $531K | 0.22% |
+23,015
| New | +$505K |
|
195
Parker-Hannifin
PH
$123B
| $525K | 0.21% |
+3,743
| New | +$498K |
|
|
PX
196
DELISTED
Praxair Inc
PX
| $523K | 0.21% |
+4,452
| New | +$529K |
|
197
Labcorp
LH
$23.9B
| $521K | 0.21% |
+4,732
| New | +$526K |
|
198
M&T Bank
MTB
$35.5B
| $521K | 0.21% |
3,348
-881
| -21% | -$119K |
|
|
TSS
199
DELISTED
Total System Services, Inc.
TSS
| $511K | 0.21% |
10,385
+1,764
| +20% | +$86.7K |
|
200
Phillips 66
PSX
$85.7B
| $510K | 0.21% |
5,896
+83
| +1% | +$6.9K |
|
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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.