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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
+7.94%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$124M
AUM Growth
–
Cap. Flow
+$121M
Cap. Flow
% of AUM
98.06%
Top 10 Holdings %
Top 10 Hldgs %
16.66%
Holding
198
New
198
Increased
–
Reduced
–
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PG&E
PCG
|
+$3.58M |
| 2 |
PVA
PENN VIRGINIA CORP
PVA
|
+$2.94M |
| 3 |
Eastman Chemical
EMN
|
+$2.01M |
| 4 |
Philip Morris
PM
|
+$1.87M |
| 5 |
GTAT
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
|
+$1.85M |
Top Sells
No sells this quarter
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 18.35% |
| 2 | Consumer Discretionary | 16.82% |
| 3 | Healthcare | 8.64% |
| 4 | Technology | 7.49% |
| 5 | Utilities | 7.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
Brown & Brown
BRO
$22.3B
| $795K | 0.64% |
+51,156
| New | +$811K |
|
52
Norwegian Cruise Line
NCLH
$8.59B
| $795K | 0.64% |
+22,550
| New | +$732K |
|
|
CFN
53
DELISTED
CAREFUSION CORPORATION
CFN
| $795K | 0.64% |
+19,889
| New | +$773K |
|
54
BJ's Restaurants
BJRI
$1.37B
| $793K | 0.64% |
+25,552
| New | +$735K |
|
|
SRCI
55
DELISTED
SRC Energy Inc
SRCI
| $792K | 0.64% |
+85,909
| New | +$846K |
|
56
KB Home
KBH
$3.41B
| $791K | 0.64% |
+43,652
| New | +$750K |
|
|
CIVI
57
DELISTED
Civitas Resources
CIVI
| $779K | 0.63% |
+161
| New | +$863K |
|
|
KOG
58
DELISTED
KODIAK OIL & GAS CORP
KOG
| $779K | 0.63% |
+70,141
| New | +$839K |
|
|
CRZO
59
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $772K | 0.62% |
+17,356
| New | +$738K |
|
60
Freeport-McMoran
FCX
$91.3B
| $762K | 0.62% |
+20,229
| New | +$717K |
|
61
OGE Energy
OGE
$10.2B
| $752K | 0.61% |
+22,233
| New | +$796K |
|
62
Itron
ITRI
$3.72B
| $744K | 0.6% |
+17,953
| New | +$762K |
|
|
AGN
63
DELISTED
Allergan plc
AGN
| $730K | 0.59% |
+4,405
| New | +$689K |
|
|
SCG
64
DELISTED
Scana
SCG
| $716K | 0.58% |
+15,258
| New | +$714K |
|
|
GPOR
65
DELISTED
Gulfport Energy Corp.
GPOR
| $680K | 0.55% |
+11,099
| New | +$672K |
|
|
RPAI
66
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $677K | 0.55% |
+53,057
| New | +$719K |
|
67
American International
AIG
$41.4B
| $675K | 0.55% |
+13,201
| New | +$658K |
|
68
Eaton
ETN
$161B
| $673K | 0.54% |
+8,854
| New | +$630K |
|
69
Alexandria Real Estate Equities
ARE
$8.74B
| $657K | 0.53% |
+10,296
| New | +$661K |
|
70
Entergy
ETR
$54B
| $653K | 0.53% |
+20,638
| New | +$658K |
|
71
Regis Corp
RGS
$72M
| $634K | 0.51% |
+2,171
| New | +$653K |
|
72
Capri Holdings
CPRI
$1.78B
| $614K | 0.5% |
+7,558
| New | +$596K |
|
73
Chipotle Mexican Grill
CMG
$41.1B
| $601K | 0.49% |
+56,500
| New | +$575K |
|
74
H&R Block
HRB
$5.06B
| $596K | 0.48% |
+20,471
| New | +$581K |
|
75
Aon
AON
$76B
| $571K | 0.46% |
+6,857
| New | +$543K |
|
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Quantitative Systematic Strategies's Q4 2013 Portfolio in Review
Q4 2013 is the first quarter with a 13F filing on record for Quantitative Systematic Strategies, which disclosed 198 positions worth $124M. Its ten largest holdings account for 17% of the portfolio.
Its largest position is PG&E: 87,285 shares worth $3.52M.
By sector, the portfolio is most concentrated in Energy at 18% of assets, followed by Consumer Discretionary and Healthcare.
- Quantitative Systematic Strategies's largest Q4 2013 buy was PG&E: 87,285 shares worth $3.52M.
- Quantitative Systematic Strategies's ten largest holdings make up 17% of its $124M portfolio in Q4 2013.
- Quantitative Systematic Strategies disclosed 198 positions in Q4 2013, its first 13F filing on record.
Based on Quantitative Systematic Strategies's 13F filing for Q4 2013, filed 13 Feb 2014.