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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 | |
|---|---|---|---|---|---|---|
101
IBM
IBM
$194B
| $427K | 0.35% |
+2,398
| New | +$414K |
|
102
Wells Fargo
WFC
$261B
| $420K | 0.34% |
+9,226
| New | +$398K |
|
103
Enerpac Tool Group
EPAC
$1.75B
| $413K | 0.33% |
+11,328
| New | +$431K |
|
104
McKesson
MCK
$95.8B
| $411K | 0.33% |
+2,555
| New | +$392K |
|
105
Regions Financial
RF
$26B
| $411K | 0.33% |
+41,720
| New | +$402K |
|
106
Teradyne
TER
$57.8B
| $411K | 0.33% |
+23,373
| New | +$395K |
|
107
Western Digital
WDC
$194B
| $411K | 0.33% |
+6,499
| New | +$363K |
|
|
TIBX
108
DELISTED
TIBCO SOFTWARE INC
TIBX
| $410K | 0.33% |
+18,074
| New | +$442K |
|
109
W.R. Berkley
WRB
$27.2B
| $409K | 0.33% |
+31,938
| New | +$410K |
|
|
FWLT
110
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
| $409K | 0.33% |
+12,531
| New | +$367K |
|
111
Goldman Sachs
GS
$317B
| $407K | 0.33% |
+2,313
| New | +$381K |
|
112
Starwood Property Trust
STWD
$6.04B
| $407K | 0.33% |
+18,396
| New | +$389K |
|
113
Coca-Cola
KO
$349B
| $406K | 0.33% |
+9,879
| New | +$390K |
|
114
Microchip Technology
MCHP
$43.9B
| $406K | 0.33% |
+18,250
| New | +$383K |
|
|
APC
115
DELISTED
Anadarko Petroleum
APC
| $405K | 0.33% |
+5,115
| New | +$459K |
|
|
TYC
116
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $405K | 0.33% |
+9,404
| New | +$366K |
|
117
Accuray
ARAY
$28.2M
| $404K | 0.33% |
+46,674
| New | +$362K |
|
118
Huntington Bancshares
HBAN
$35.1B
| $404K | 0.33% |
+42,194
| New | +$379K |
|
119
Diamondback Energy
FANG
$58B
| $403K | 0.33% |
+7,764
| New | +$386K |
|
|
PXD
120
DELISTED
Pioneer Natural Resource Co.
PXD
| $403K | 0.33% |
+2,207
| New | +$425K |
|
|
FGL
121
DELISTED
Fidelity & Guaranty Life
FGL
| $403K | 0.33% |
+21,446
| New | +$406K |
|
|
CTRA
122
DELISTED
Coterra Energy
CTRA
| $402K | 0.33% |
+10,372
| New | +$370K |
|
123
Home Depot
HD
$324B
| $402K | 0.33% |
+4,905
| New | +$382K |
|
|
GDP
124
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $400K | 0.32% |
+23,973
| New | +$514K |
|
125
Prothena Corp
PRTA
$446M
| $388K | 0.31% |
+14,551
| New | +$365K |
|
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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.