We are live on ! Find out more
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
AEP icon
276
American Electric Power
AEP
$73.4B
– –
-17,035
Closed -$795K
AIG icon
277
American International
AIG
$41.4B
– –
-13,201
Closed -$675K
AIV
278
Aimco
AIV
$380M
– –
-150,256
Closed -$522K
AMCX icon
279
AMC Global Media
AMCX
$430M
– –
-11,865
Closed -$801K
AON icon
280
Aon
AON
$76B
– –
-6,857
Closed -$571K
APA icon
281
APA Corp
APA
$12.9B
– –
-2,621
Closed -$226K
ARAY icon
282
Accuray
ARAY
$28.3M
– –
-46,674
Closed -$404K
BIIB icon
283
Biogen
BIIB
$29.6B
– –
-979
Closed -$274K
BJRI icon
284
BJ's Restaurants
BJRI
$1.37B
– –
-25,552
Closed -$793K
BYD icon
285
Boyd Gaming
BYD
$6.43B
– –
-118,544
Closed -$1.35M
CMA
286
DELISTED
Comerica
CMA
– –
-4,811
Closed -$229K
CMCSA icon
287
Comcast
CMCSA
$78.3B
– –
-31,420
Closed -$815K
CRK icon
288
Comstock Resources
CRK
$4.03B
– –
-2,740
Closed -$245K
CTRA
289
DELISTED
Coterra Energy
CTRA
– –
-10,372
Closed -$402K
DG icon
290
Dollar General
DG
$25.4B
– –
-16,150
Closed -$976K
EL icon
291
Estee Lauder
EL
$28.9B
– –
-6,935
Closed -$520K
EOG icon
292
EOG Resources
EOG
$77.5B
– –
-6,356
Closed -$532K
EPAC icon
293
Enerpac Tool Group
EPAC
$1.76B
– –
-11,328
Closed -$413K
EQT icon
294
EQT Corp
EQT
$33.4B
– –
-5,195
Closed -$254K
ES icon
295
Eversource Energy
ES
$28.1B
– –
-29,605
Closed -$1.25M
ETN icon
296
Eaton
ETN
$161B
– –
-8,854
Closed -$673K
EXPE icon
297
Expedia Group
EXPE
$30.9B
– –
-4,060
Closed -$281K
FANG icon
298
Diamondback Energy
FANG
$57.8B
– –
-7,764
Closed -$403K
FCX icon
299
Freeport-McMoran
FCX
$91.3B
– –
-20,229
Closed -$762K
GES
300
DELISTED
Guess Inc
GES
– –
-11,966
Closed -$375K
10 11
12
13 14

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 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.