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
OXY icon
326
Occidental Petroleum
OXY
$57.3B
– –
-2,999
Closed -$272K
PARA
327
DELISTED
Paramount Global Class B
PARA
– –
-13,246
Closed -$843K
PEG icon
328
Public Service Enterprise Group
PEG
$39.8B
– –
-15,892
Closed -$509K
PII icon
329
Polaris
PII
$4.13B
– –
-1,797
Closed -$262K
RGS icon
330
Regis Corp
RGS
$68.8M
– –
-2,171
Closed -$634K
RIG icon
331
Transocean
RIG
$5.89B
– –
-6,526
Closed -$319K
SAIA icon
332
Saia
SAIA
$11.3B
– –
-35,132
Closed -$1.12M
SMTC icon
333
Semtech
SMTC
$12.9B
– –
-12,136
Closed -$306K
SPY icon
334
State Street SPDR S&P 500 ETF Trust
SPY
$777B
– –
-2,720
Closed -$500K
TER icon
335
Teradyne
TER
$58.5B
– –
-23,373
Closed -$411K
UAA icon
336
Under Armour
UAA
$2.87B
– –
-43,954
Closed -$949K
VLO icon
337
Valero Energy
VLO
$90.6B
– –
-10,586
Closed -$524K
VNO icon
338
Vornado Realty Trust
VNO
$7.34B
– –
-3,111
Closed -$204K
VOD icon
339
Vodafone
VOD
$35.1B
– –
-6,825
Closed -$272K
VTRS icon
340
Viatris
VTRS
$20.1B
– –
-6,233
Closed -$267K
WBA
341
DELISTED
Walgreens Boots Alliance
WBA
– –
-20,194
Closed -$1.17M
WERN icon
342
Werner Enterprises
WERN
$2.63B
– –
-45,938
Closed -$1.14M
WFC icon
343
Wells Fargo
WFC
$261B
– –
-9,226
Closed -$420K
WHR icon
344
Whirlpool
WHR
$2.31B
– –
-1,572
Closed -$247K
X
345
DELISTED
US Steel
X
– –
-18,847
Closed -$556K
XOM icon
346
ExxonMobil
XOM
$650B
– –
-3,216
Closed -$325K
PRKS icon
347
United Parks & Resorts
PRKS
$2.08B
– –
-19,351
Closed -$544K
INVX
348
Innovex International
INVX
$1.86B
– –
-3,396
Closed -$372K
QVCGA
349
DELISTED
QVC Group Inc Series A
QVCGA
– –
-459
Closed -$553K
INFN
350
DELISTED
Infinera Corporation Common Stock
INFN
– –
-53,308
Closed -$519K
12 13
14
15 16

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.