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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 | |
|---|---|---|---|---|---|---|
151
Nabors Industries
NBR
$1.25B
| $283K | 0.23% |
+335
| New | +$284K |
|
|
YGE
152
DELISTED
Yingli Green Energy Holding Comp
YGE
| $282K | 0.23% |
+5,509
| New | +$336K |
|
153
Expedia Group
EXPE
$30.9B
| $281K | 0.23% |
+4,060
| New | +$239K |
|
154
Abbott
ABT
$175B
| $278K | 0.23% |
+7,232
| New | +$267K |
|
|
REXX
155
DELISTED
Rex Energy Corporation
REXX
| $278K | 0.23% |
+1,422
| New | +$293K |
|
|
INXN
156
DELISTED
Interxion Holding N.V.
INXN
| $276K | 0.22% |
+12,855
| New | +$290K |
|
157
Biogen
BIIB
$29.6B
| $274K | 0.22% |
+979
| New | +$253K |
|
|
DISH
158
DELISTED
DISH Network Corp.
DISH
| $273K | 0.22% |
+4,720
| New | +$242K |
|
159
Citigroup
C
$221B
| $272K | 0.22% |
+5,226
| New | +$264K |
|
160
Occidental Petroleum
OXY
$57.3B
| $272K | 0.22% |
+2,999
| New | +$274K |
|
161
Prudential Financial
PRU
$40.9B
| $272K | 0.22% |
+2,971
| New | +$254K |
|
162
Vodafone
VOD
$35.1B
| $272K | 0.22% |
+6,825
| New | +$257K |
|
163
Arrowhead Research
ARWR
$12.2B
| $271K | 0.22% |
+25,165
| New | +$201K |
|
|
HTWR
164
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
| $270K | 0.22% |
+2,900
| New | +$245K |
|
|
NETI
165
DELISTED
Eneti Inc.
NETI
| $269K | 0.22% |
+247
| New | +$268K |
|
166
Viatris
VTRS
$20.1B
| $267K | 0.22% |
+6,233
| New | +$256K |
|
167
KBR
KBR
$4.61B
| $265K | 0.21% |
+8,524
| New | +$283K |
|
168
Polaris
PII
$4.13B
| $262K | 0.21% |
+1,797
| New | +$241K |
|
169
Gaming and Leisure Properties
GLPI
$12.6B
| $261K | 0.21% |
+5,156
| New | +$245K |
|
170
Antero Resources
AR
$10.9B
| $260K | 0.21% |
+4,133
| New | +$231K |
|
171
Invesco
IVZ
$13.2B
| $256K | 0.21% |
+7,054
| New | +$239K |
|
172
EQT Corp
EQT
$33.4B
| $254K | 0.21% |
+5,195
| New | +$245K |
|
173
Booking.com
BKNG
$134B
| $253K | 0.2% |
+5,475
| New | +$244K |
|
|
TQNT
174
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
| $253K | 0.2% |
+30,369
| New | +$242K |
|
|
RAD
175
DELISTED
Rite Aid Corporation
RAD
| $251K | 0.2% |
+2,488
| New | +$265K |
|
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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.