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
GLPI icon
301
Gaming and Leisure Properties
GLPI
$12.6B
– –
-5,156
Closed -$261K
GRMN
302
Garmin
GRMN
$46.3B
– –
-5,121
Closed -$239K
GS icon
303
Goldman Sachs
GS
$317B
– –
-2,313
Closed -$407K
HBAN icon
304
Huntington Bancshares
HBAN
$35.3B
– –
-42,194
Closed -$404K
HD icon
305
Home Depot
HD
$324B
– –
-4,905
Closed -$402K
HES
306
DELISTED
Hess
HES
– –
-20,010
Closed -$1.65M
HPQ icon
307
HP
HPQ
$22.4B
– –
-83,004
Closed -$1.06M
HRL icon
308
Hormel Foods
HRL
$13.8B
– –
-35,548
Closed -$802K
HRB icon
309
H&R Block
HRB
$5.06B
– –
-20,471
Closed -$596K
HSY icon
310
Hershey
HSY
$34.9B
– –
-3,872
Closed -$378K
IPI icon
311
Intrepid Potash
IPI
$463M
– –
-1,058
Closed -$167K
ITRI icon
312
Itron
ITRI
$3.72B
– –
-17,953
Closed -$744K
KRC icon
313
Kilroy Realty
KRC
$4.46B
– –
-30,210
Closed -$1.52M
LEN icon
314
Lennar Class A
LEN
$19.8B
– –
-8,828
Closed -$334K
LNG icon
315
Cheniere Energy
LNG
$57B
– –
-11,486
Closed -$495K
LNW
316
DELISTED
Light & Wonder
LNW
– –
-88,042
Closed -$1.48M
LOW icon
317
Lowe's Companies
LOW
$113B
– –
-20,210
Closed -$995K
MCK icon
318
McKesson
MCK
$96.5B
– –
-2,555
Closed -$411K
MLKN icon
319
MillerKnoll
MLKN
$1.46B
– –
-9,899
Closed -$293K
MPWR icon
320
Monolithic Power Systems
MPWR
$68.6B
– –
-45,924
Closed -$1.57M
MTB icon
321
M&T Bank
MTB
$35.6B
– –
-7,543
Closed -$878K
NKE icon
322
Nike
NKE
$60.8B
– –
-25,382
Closed -$999K
OGE icon
323
OGE Energy
OGE
$10.2B
– –
-22,233
Closed -$752K
OII icon
324
Oceaneering
OII
$4.79B
– –
-6,137
Closed -$481K
ORCL icon
325
Oracle
ORCL
$346B
– –
-6,342
Closed -$241K
11 12
13
14 15

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.