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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 | |
|---|---|---|---|---|---|---|
|
UCB
201
United Community Banks
UCB
$4.13B
| $508K | 0.21% |
17,228
+7,262
| +73% | +$182K |
|
|
RDS.A
202
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $508K | 0.21% |
+9,302
| New | +$479K |
|
203
Hyatt Hotels
H
$17.2B
| $504K | 0.21% |
+9,008
| New | +$476K |
|
204
Cboe Global Markets
CBOE
$30.1B
| $493K | 0.2% |
6,697
-1,746
| -21% | -$120K |
|
205
Morgan Stanley
MS
$337B
| $488K | 0.2% |
+11,578
| New | +$438K |
|
|
TWNK
206
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $487K | 0.2% |
+37,695
| New | +$457K |
|
207
Hilton Worldwide
HLT
$72.4B
| $479K | 0.2% |
+5,864
| New | +$431K |
|
208
Copart
CPRT
$25B
| $472K | 0.19% |
68,000
-34,728
| -34% | -$236K |
|
|
AMTD
209
DELISTED
TD Ameritrade Holding Corp
AMTD
| $469K | 0.19% |
+10,769
| New | +$418K |
|
210
Regions Financial
RF
$25.9B
| $468K | 0.19% |
33,037
-33,858
| -51% | -$418K |
|
211
Wabtec
WAB
$50B
| $458K | 0.19% |
5,480
-568
| -9% | -$46.8K |
|
212
Fastenal
FAST
$52.4B
| $450K | 0.18% |
+38,128
| New | +$418K |
|
|
CELG
213
DELISTED
Celgene Corp
CELG
| $448K | 0.18% |
3,828
+1,132
| +42% | +$126K |
|
214
Halliburton
HAL
$28B
| $435K | 0.18% |
+8,050
| New | +$401K |
|
|
XL
215
DELISTED
XL Group Ltd.
XL
| $430K | 0.18% |
11,543
-42,846
| -79% | -$1.54M |
|
216
Allegion
ALLE
$13.3B
| $428K | 0.17% |
6,613
-4,782
| -42% | -$317K |
|
217
Starwood Property Trust
STWD
$6.06B
| $423K | 0.17% |
+19,183
| New | +$423K |
|
|
PVTB
218
DELISTED
PrivateBancorp Inc
PVTB
| $422K | 0.17% |
+7,832
| New | +$377K |
|
219
Abercrombie & Fitch
ANF
$4.09B
| $419K | 0.17% |
+34,821
| New | +$517K |
|
220
Devon Energy
DVN
$53B
| $416K | 0.17% |
+9,051
| New | +$400K |
|
221
Verizon
VZ
$185B
| $416K | 0.17% |
+7,739
| New | +$387K |
|
222
SLM Corp
SLM
$4.67B
| $410K | 0.17% |
37,374
-6,575
| -15% | -$59K |
|
|
EQC
223
DELISTED
Equity Commonwealth
EQC
| $409K | 0.17% |
+13,567
| New | +$402K |
|
224
PayPal
PYPL
$49B
| $408K | 0.17% |
+10,218
| New | +$411K |
|
|
STOR
225
DELISTED
STORE Capital Corporation
STOR
| $408K | 0.17% |
16,581
-684
| -4% | -$17.7K |
|
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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.