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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
TRLA
251
DELISTED
TRULIA INC (DEL)
TRLA
$202K 0.17%
+6,030
New +$203K
STWD icon
252
Starwood Property Trust
STWD
$6.05B
$201K 0.17%
8,604
-9,792
-53% -$232K
DGI
253
DELISTED
DigitalGlobe Inc.
DGI
$201K 0.17%
+7,137
New +$261K
NOG icon
254
Northern Oil and Gas
NOG
$2.37B
$200K 0.16%
+1,379
New +$200K
CBI
255
DELISTED
Chicago Bridge & Iron Nv
CBI
$200K 0.16%
+2,356
New +$191K
CPHD
256
DELISTED
Cepheid Inc
CPHD
$200K 0.16%
+3,948
New +$201K
MHR
257
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$192K 0.16%
+22,883
New +$184K
ELGX
258
DELISTED
Endologix Inc
ELGX
$189K 0.16%
+1,472
New +$229K
ARWR icon
259
Arrowhead Research
ARWR
$12.2B
$173K 0.14%
11,064
-14,101
-56% -$248K
FTR
260
DELISTED
Frontier Communications Corp.
FTR
$165K 0.14%
1,960
-3,534
-64% -$259K
SKYW icon
261
Skywest
SKYW
$3.82B
$163K 0.13%
+13,245
New +$173K
MNTA
262
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$163K 0.13%
+11,697
New +$198K
CPWR
263
DELISTED
COMPUWARE CORP
CPWR
$127K 0.1%
+12,837
New +$130K
SREV
264
DELISTED
ServiceSource International, Inc.
SREV
$126K 0.1%
+15,853
New +$133K
FIO
265
DELISTED
FUSION-IO INC COM
FIO
$120K 0.1%
+11,540
New +$122K
AMD icon
266
Advanced Micro Devices
AMD
$880B
$119K 0.1%
+30,631
New +$117K
ARRY
267
DELISTED
Array Biopharma Inc
ARRY
$111K 0.09%
+24,924
New +$125K
AKS
268
DELISTED
AK Steel Holding Corp
AKS
$93K 0.08%
+13,314
New +$90.2K
HELI
269
DELISTED
CHC GROUP LTD SHS NEW (CYM)
HELI
$88K 0.07%
+399
New +$107K
SNV
270
DELISTED
Synovus
SNV
$36K 0.03%
+1,518
New +$36.9K
AA icon
271
Alcoa
AA
$11.9B
– –
-6,203
Closed -$157K
AAP icon
272
Advance Auto Parts
AAP
$3.22B
– –
-5,185
Closed -$568K
AAT
273
American Assets Trust
AAT
$1.49B
– –
-28,615
Closed -$912K
ABT icon
274
Abbott
ABT
$175B
– –
-7,232
Closed -$278K
AEO icon
275
American Eagle Outfitters
AEO
$2.86B
– –
-22,028
Closed -$321K
9 10
11
12 13

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FSCP
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RG
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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.