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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
SWN
351
DELISTED
Southwestern Energy Company
SWN
– –
-5,280
Closed -$208K
PXD
352
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-2,207
Closed -$403K
SRC
353
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-12,224
Closed -$536K
NETI
354
DELISTED
Eneti Inc.
NETI
– –
-247
Closed -$269K
NUVA
355
DELISTED
NuVasive, Inc.
NUVA
– –
-16,013
Closed -$518K
BBBY
356
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-2,689
Closed -$216K
SJI
357
DELISTED
South Jersey Industries, Inc.
SJI
– –
-18,396
Closed -$509K
NTUS
358
DELISTED
Natus Medical Inc
NTUS
– –
-15,264
Closed -$336K
RPAI
359
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-53,057
Closed -$677K
NE
360
DELISTED
Noble Corporation
NE
– –
-14,094
Closed -$450K
INXN
361
DELISTED
Interxion Holding N.V.
INXN
– –
-12,855
Closed -$276K
SRCI
362
DELISTED
SRC Energy Inc
SRCI
– –
-85,909
Closed -$792K
VSI
363
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-9,042
Closed -$470K
TFCFA
364
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-8,433
Closed -$296K
SCG
365
DELISTED
Scana
SCG
– –
-15,258
Closed -$716K
EDR
366
DELISTED
Education Realty Trust Inc
EDR
– –
-4,488
Closed -$119K
YGE
367
DELISTED
Yingli Green Energy Holding Comp
YGE
– –
-5,509
Closed -$282K
AF
368
DELISTED
Astoria Financial Corporation
AF
– –
-23,168
Closed -$324K
BEAV
369
DELISTED
B/E Aerospace Inc
BEAV
– –
-3,979
Closed -$248K
TSL
370
DELISTED
Trina Solar Limited
TSL
– –
-60,071
Closed -$842K
NRF
371
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-11,113
Closed -$290K
IM
372
DELISTED
Ingram Micro
IM
– –
-14,651
Closed -$343K
HTWR
373
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-2,900
Closed -$270K
FNFG
374
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-87,560
Closed -$924K
GMCR
375
DELISTED
KEURIG GREEN MTN INC
GMCR
– –
-3,204
Closed -$242K
12 13 14
15
16

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GPC
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CBT
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FSCP
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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.