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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
+4.04%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$122M
AUM Growth
-$1.79M
Cap. Flow
-$3.49M
Cap. Flow %
-2.87%
Top 10 Hldgs %
10.81%
Holding
398
New
200
Increased
26
Reduced
46
Closed
126

Top Buys

Rank Stock Value
1
ALGN icon
Align Technology
ALGN
+$1.73M
2
SUNE
SUNEDISON, INC COM
SUNE
+$1.67M
3
ARRS
ARRIS International plc Ordinary Shares
ARRS
+$1.42M
4
MNK
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
+$1.31M
5
RBCN
Rubicon Technology, Inc.
RBCN
+$1.3M

Top Sells

Rank Stock Value
1
PVA
PENN VIRGINIA CORP
PVA
+$4.02M
2
PCG icon
PG&E
PCG
+$3.47M
3
GTAT
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
+$1.84M
4
EMN icon
Eastman Chemical
EMN
+$1.66M
5
HES
Hess
HES
+$1.65M

Sector Composition

Rank Sector Weight
1 Technology 14.27%
2 Industrials 12.49%
3 Healthcare 12.38%
4 Financials 11.47%
5 Energy 11.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JASO
226
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$226K 0.19%
+22,433
New +$226K
AFFX
227
DELISTED
Affymetrix Inc
AFFX
$225K 0.18%
+33,817
New +$273K
NDAQ icon
228
Nasdaq
NDAQ
$51.1B
$223K 0.18%
+18,237
New +$236K
FTI icon
229
TechnipFMC
FTI
$30.3B
$221K 0.18%
+5,670
New +$215K
KO icon
230
Coca-Cola
KO
$349B
$221K 0.18%
5,683
-4,196
-42% -$162K
RL icon
231
Ralph Lauren
RL
$22.1B
$221K 0.18%
1,399
-6,557
-82% -$1.06M
BRSL
232
Brightstar Lottery PLC
BRSL
$1.9B
$220K 0.18%
+16,045
New +$248K
ACN icon
233
Accenture
ACN
$84.9B
$219K 0.18%
+2,773
New +$228K
A icon
234
Agilent Technologies
A
$39.5B
$218K 0.18%
+5,575
New +$230K
PVH icon
235
PVH
PVH
$3.59B
$218K 0.18%
+1,762
New +$217K
STI
236
DELISTED
SunTrust Banks, Inc.
STI
$214K 0.18%
+5,477
New +$209K
CMRX
237
DELISTED
Chimerix, Inc.
CMRX
$212K 0.17%
+9,413
New +$190K
CERN
238
DELISTED
Cerner Corp
CERN
$212K 0.17%
+3,771
New +$218K
CRR
239
DELISTED
Carbo Ceramics Inc.
CRR
$211K 0.17%
+1,548
New +$183K
TRN icon
240
Trinity Industries
TRN
$2.92B
$210K 0.17%
8,181
-52,071
-86% -$1.2M
WM icon
241
Waste Management
WM
$95.3B
$210K 0.17%
+5,109
New +$214K
PF
242
DELISTED
Pinnacle Foods, Inc.
PF
$210K 0.17%
+7,103
New +$199K
MTW icon
243
Manitowoc
MTW
$503M
$209K 0.17%
+7,474
New +$192K
RAD
244
DELISTED
Rite Aid Corporation
RAD
$209K 0.17%
1,625
-863
-35% -$105K
CNR
245
DELISTED
Cornerstone Building Brands, Inc.
CNR
$205K 0.17%
+11,992
New +$214K
HIG icon
246
Hartford Financial Services
HIG
$39B
$204K 0.17%
5,862
+1,697
+41% +$59K
FST
247
DELISTED
FOREST OIL CORPORATION
FST
$204K 0.17%
+107,401
New +$290K
ARE icon
248
Alexandria Real Estate Equities
ARE
$8.73B
$203K 0.17%
2,825
-7,471
-73% -$525K
WYNN icon
249
Wynn Resorts
WYNN
$10B
$203K 0.17%
+931
New +$205K
KRFT
250
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$202K 0.17%
+3,634
New +$197K
8 9
10
11 12

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CCM
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GPC
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CBT
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FSCP
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ECM
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RG
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SH
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Quantitative Systematic Strategies's Q1 2014 Portfolio in Review

As of Q1 2014, Quantitative Systematic Strategies held 398 positions worth $122M, down 1.4% from $124M the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Quantitative Systematic Strategies's Q1 2014 filing shows 200 new, 26 increased, 46 reduced and 126 closed positions. Its largest new stake was SUNEDISON, INC COM: 100,361 shares worth $1.89M. The largest sale was PENN VIRGINIA CORP, an estimated $4.02M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 7.5% a quarter earlier, followed by Industrials and Healthcare.

  • Quantitative Systematic Strategies's largest Q1 2014 buy was SUNEDISON, INC COM: 100,361 shares worth $1.89M.
  • Quantitative Systematic Strategies added most to Align Technology in Q1 2014, an estimated $1.73M increase.
  • Quantitative Systematic Strategies's biggest Q1 2014 reduction was PENN VIRGINIA CORP, cutting an estimated $4.02M.
  • Quantitative Systematic Strategies fully exited GT ADVANCED TECHNOLOGIES INC COM STK (DE) in Q1 2014, selling an estimated $1.84M.
  • Quantitative Systematic Strategies's ten largest holdings make up 11% of its $122M portfolio in Q1 2014.
  • Quantitative Systematic Strategies opened 200 new positions and closed 126 in Q1 2014.
  • Quantitative Systematic Strategies's portfolio value fell 1.4% quarter-over-quarter to $122M.

Based on Quantitative Systematic Strategies's 13F filing for Q1 2014, filed 7 Apr 2014.