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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
JCI icon
1
Johnson Controls International
JCI
$86.9B
$2.34M 0.95%
56,192
+26,660
+90% +$1.17M
AME icon
2
Ametek
AME
$54.3B
$2.19M 0.89%
45,018
+15,069
+50% +$714K
TGT icon
3
Target
TGT
$62.6B
$2.16M 0.88%
+29,760
New +$2.15M
RPAI
4
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$2.14M 0.87%
140,535
+20,181
+17% +$311K
HON icon
5
Honeywell
HON
$73.8B
$2.11M 0.86%
20,157
-4,839
-19% -$492K
GM icon
6
General Motors
GM
$74.1B
$2.1M 0.86%
59,849
+25,275
+73% +$850K
ABT icon
7
Abbott
ABT
$175B
$2.05M 0.84%
53,577
+7,042
+15% +$279K
MSFT icon
8
Microsoft
MSFT
$2.9T
$2.03M 0.83%
32,226
-5,090
-14% -$306K
GOOGL icon
9
Alphabet (Google) Class A
GOOGL
$4.17T
$1.95M 0.79%
48,480
-21,040
-30% -$841K
QCOM icon
10
Qualcomm
QCOM
$185B
$1.94M 0.79%
29,314
+12,140
+71% +$816K
DD icon
11
DuPont de Nemours
DD
$18.9B
$1.93M 0.78%
+13,242
New +$1.84M
HDS
12
DELISTED
HD Supply Holdings, Inc.
HDS
$1.9M 0.77%
44,446
+35,488
+396% +$1.31M
SHW icon
13
Sherwin-Williams
SHW
$78.9B
$1.84M 0.75%
20,349
+13,917
+216% +$1.23M
BSX icon
14
Boston Scientific
BSX
$63.9B
$1.81M 0.74%
83,517
-11,548
-12% -$252K
DCT
15
DELISTED
DCT Industrial Trust Inc.
DCT
$1.8M 0.73%
38,016
+14,246
+60% +$657K
SPGI icon
16
S&P Global
SPGI
$127B
$1.78M 0.73%
16,403
+282
+2% +$33.7K
GGP
17
DELISTED
GGP Inc.
GGP
$1.78M 0.73%
72,681
-2,842
-4% -$72.7K
TWX
18
DELISTED
Time Warner Inc
TWX
$1.76M 0.72%
18,157
+5,701
+46% +$508K
WHR icon
19
Whirlpool
WHR
$2.41B
$1.75M 0.71%
+9,580
New +$1.59M
MJN
20
DELISTED
Mead Johnson Nutrition Company
MJN
$1.74M 0.71%
24,531
+11,389
+87% +$849K
DKS icon
21
Dick's Sporting Goods
DKS
$18.8B
$1.74M 0.71%
33,140
+5,830
+21% +$334K
BRO icon
22
Brown & Brown
BRO
$22.2B
$1.73M 0.71%
+77,284
New +$1.57M
SHPG
23
DELISTED
Shire pic
SHPG
$1.72M 0.7%
10,144
+2,857
+39% +$506K
WY icon
24
Weyerhaeuser
WY
$17.2B
$1.71M 0.7%
+56,409
New +$1.74M
DAL icon
25
Delta Air Lines
DAL
$54.9B
$1.69M 0.69%
+34,305
New +$1.56M
1
2 3 4 5

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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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SH
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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.