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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 | |
|---|---|---|---|---|---|---|
|
1
PG&E
PCG
$39.9B
| $3.52M | 2.85% |
+87,285
| New | +$3.58M |
|
|
PVA
2
DELISTED
PENN VIRGINIA CORP
PVA
| $3.12M | 2.52% |
+324,678
| New | +$2.94M |
|
|
3
Eastman Chemical
EMN
$7.93B
| $2.07M | 1.68% |
+25,933
| New | +$2.01M |
|
|
4
Philip Morris
PM
$303B
| $1.85M | 1.5% |
+21,390
| New | +$1.87M |
|
|
GTAT
5
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $1.84M | 1.49% |
+208,877
| New | +$1.85M |
|
6
Bristol-Myers Squibb
BMY
$124B
| $1.75M | 1.42% |
+32,817
| New | +$1.67M |
|
|
HES
7
DELISTED
Hess
HES
| $1.65M | 1.34% |
+20,010
| New | +$1.63M |
|
|
RVBD
8
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $1.61M | 1.31% |
+89,445
| New | +$1.45M |
|
9
Alphabet (Google) Class C
GOOG
$4.17T
| $1.6M | 1.29% |
+57,615
| New | +$1.46M |
|
10
Monolithic Power Systems
MPWR
$68.7B
| $1.57M | 1.27% |
+45,924
| New | +$1.47M |
|
11
Kilroy Realty
KRC
$4.49B
| $1.52M | 1.23% |
+30,210
| New | +$1.55M |
|
|
LNW
12
DELISTED
Light & Wonder
LNW
| $1.48M | 1.2% |
+88,042
| New | +$1.55M |
|
|
MGAM
13
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
| $1.45M | 1.18% |
+46,335
| New | +$1.44M |
|
|
EGN
14
DELISTED
Energen
EGN
| $1.44M | 1.16% |
+20,494
| New | +$1.54M |
|
|
RDC
15
DELISTED
Rowan Companies Plc
RDC
| $1.41M | 1.14% |
+40,420
| New | +$1.44M |
|
16
Ralph Lauren
RL
$23B
| $1.4M | 1.14% |
+7,956
| New | +$1.36M |
|
17
Gilead Sciences
GILD
$162B
| $1.35M | 1.09% |
+17,955
| New | +$1.25M |
|
18
Boyd Gaming
BYD
$6.44B
| $1.35M | 1.09% |
+118,544
| New | +$1.4M |
|
19
Ingredion
INGR
$6.46B
| $1.28M | 1.04% |
+18,817
| New | +$1.27M |
|
20
Eversource Energy
ES
$28B
| $1.25M | 1.02% |
+29,605
| New | +$1.24M |
|
21
Trinity Industries
TRN
$2.87B
| $1.2M | 0.97% |
+60,252
| New | +$1.09M |
|
|
CBST
22
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $1.19M | 0.96% |
+17,413
| New | +$1.13M |
|
23
GameStop
GME
$9.69B
| $1.18M | 0.96% |
+95,796
| New | +$1.23M |
|
|
WBA
24
DELISTED
Walgreens Boots Alliance
WBA
| $1.17M | 0.95% |
+20,194
| New | +$1.17M |
|
25
Werner Enterprises
WERN
$2.75B
| $1.14M | 0.92% |
+45,938
| New | +$1.09M |
|
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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.