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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 | |
|---|---|---|---|---|---|---|
76
Advance Auto Parts
AAP
$3.23B
| $568K | 0.46% |
+5,185
| New | +$515K |
|
|
X
77
DELISTED
US Steel
X
| $556K | 0.45% |
+18,847
| New | +$486K |
|
|
QVCGA
78
DELISTED
QVC Group Inc Series A
QVCGA
| $553K | 0.45% |
+459
| New | +$511K |
|
79
United Parks & Resorts
PRKS
$2.05B
| $544K | 0.44% |
+19,351
| New | +$576K |
|
|
SRC
80
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $536K | 0.43% |
+12,224
| New | +$539K |
|
81
EOG Resources
EOG
$77.9B
| $532K | 0.43% |
+6,356
| New | +$545K |
|
|
XEC
82
DELISTED
CIMAREX ENERGY CO
XEC
| $532K | 0.43% |
+5,212
| New | +$528K |
|
83
Valero Energy
VLO
$91.8B
| $524K | 0.42% |
+10,586
| New | +$446K |
|
|
AIV
84
Aimco
AIV
$374M
| $522K | 0.42% |
+150,256
| New | +$539K |
|
|
TRNX
85
DELISTED
TORNIER N V SHARES (NLD)
TRNX
| $521K | 0.42% |
+28,542
| New | +$538K |
|
86
Estee Lauder
EL
$28.7B
| $520K | 0.42% |
+6,935
| New | +$502K |
|
|
INFN
87
DELISTED
Infinera Corporation Common Stock
INFN
| $519K | 0.42% |
+53,308
| New | +$530K |
|
|
NUVA
88
DELISTED
NuVasive, Inc.
NUVA
| $518K | 0.42% |
+16,013
| New | +$481K |
|
|
DCH
89
Dauch Corp
DCH
$1.3B
| $516K | 0.42% |
+25,590
| New | +$489K |
|
90
Align Technology
ALGN
$11.9B
| $512K | 0.41% |
+8,967
| New | +$483K |
|
91
Halliburton
HAL
$27.5B
| $510K | 0.41% |
+10,074
| New | +$521K |
|
92
Public Service Enterprise Group
PEG
$39.7B
| $509K | 0.41% |
+15,892
| New | +$526K |
|
|
SJI
93
DELISTED
South Jersey Industries, Inc.
SJI
| $509K | 0.41% |
+18,396
| New | +$526K |
|
94
Akamai
AKAM
$17.5B
| $501K | 0.41% |
+10,667
| New | +$503K |
|
95
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $500K | 0.4% |
+2,720
| New | +$481K |
|
96
Cheniere Energy
LNG
$57B
| $495K | 0.4% |
+11,486
| New | +$457K |
|
97
Oceaneering
OII
$4.89B
| $481K | 0.39% |
+6,137
| New | +$498K |
|
|
VSI
98
DELISTED
Vitamin Shoppe Inc.
VSI
| $470K | 0.38% |
+9,042
| New | +$447K |
|
99
C.H. Robinson
CHRW
$24.3B
| $467K | 0.38% |
+8,004
| New | +$471K |
|
|
NE
100
DELISTED
Noble Corporation
NE
| $450K | 0.36% |
+14,094
| New | +$468K |
|
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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.