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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 %
98.06%
Top 10 Hldgs %
16.66%
Holding
198
New
198
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
PCG icon
PG&E
PCG
+$3.58M
2
PVA
PENN VIRGINIA CORP
PVA
+$2.94M
3
EMN icon
Eastman Chemical
EMN
+$2.01M
4
PM icon
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
YHOO
126
DELISTED
Yahoo Inc
YHOO
$387K 0.31%
+9,638
New +$346K
FTR
127
DELISTED
Frontier Communications Corp.
FTR
$387K 0.31%
+5,494
New +$376K
HSY icon
128
Hershey
HSY
$34.9B
$378K 0.31%
+3,872
New +$372K
GES
129
DELISTED
Guess Inc
GES
$375K 0.3%
+11,966
New +$380K
INVX
130
Innovex International
INVX
$1.86B
$372K 0.3%
+3,396
New +$384K
ALTR
131
DELISTED
Altera Corp
ALTR
$369K 0.3%
+11,365
New +$381K
RVTY icon
132
Revvity
RVTY
$12.6B
$357K 0.29%
+8,627
New +$330K
IM
133
DELISTED
Ingram Micro
IM
$343K 0.28%
+14,651
New +$343K
NTUS
134
DELISTED
Natus Medical Inc
NTUS
$336K 0.27%
+15,264
New +$295K
LEN icon
135
Lennar Class A
LEN
$19.8B
$334K 0.27%
+8,828
New +$298K
XOM icon
136
ExxonMobil
XOM
$650B
$325K 0.26%
+3,216
New +$297K
AF
137
DELISTED
Astoria Financial Corporation
AF
$324K 0.26%
+23,168
New +$310K
AEO icon
138
American Eagle Outfitters
AEO
$2.86B
$321K 0.26%
+22,028
New +$327K
RIG icon
139
Transocean
RIG
$5.89B
$319K 0.26%
+6,526
New +$319K
UTEK
140
DELISTED
Ultratech Inc.
UTEK
$313K 0.25%
+10,748
New +$286K
ANN
141
DELISTED
ANN INC
ANN
$307K 0.25%
+8,277
New +$293K
SMTC icon
142
Semtech
SMTC
$12.9B
$306K 0.25%
+12,136
New +$358K
NFX
143
DELISTED
Newfield Exploration
NFX
$301K 0.24%
+12,506
New +$351K
BGC
144
DELISTED
General Cable Corporation
BGC
$300K 0.24%
+10,238
New +$310K
MET icon
145
MetLife
MET
$59.5B
$298K 0.24%
+6,251
New +$280K
TFCFA
146
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$296K 0.24%
+8,433
New +$284K
MLKN icon
147
MillerKnoll
MLKN
$1.46B
$293K 0.24%
+9,899
New +$296K
SGY
148
DELISTED
Stone Energy
SGY
$293K 0.24%
+153
New +$293K
NRF
149
DELISTED
NorthStar Realty Finance Corp.
NRF
$290K 0.23%
+11,113
New +$224K
HSH
150
DELISTED
HILLSHIRE BRANDS CO
HSH
$285K 0.23%
+8,534
New +$277K
4 5
6
7 8

Similar funds

TMNFIC
Tokio Marine & Nichido Fire Insurance Company Tokyo, Japan $9.66M AUM
CCM
Cephei Capital Management Hong Kong $7.39M AUM 60.24% 1-Year Est. Return
GPC
Glen Point Capital London, United Kingdom $4.04M AUM 20.17% 1-Year Est. Return
CBT
Capital Bank & Trust Irvine, California $3.15M AUM 32.15% 1-Year Est. Return
FSCP
Franklin Street Capital Partners New York $21.5M AUM 13.45% 1-Year Est. Return
ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

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.