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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
GDP
376
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
– –
-23,973
Closed -$400K
ALTR
377
DELISTED
Altera Corp
ALTR
– –
-11,365
Closed -$369K
TRNX
378
DELISTED
TORNIER N V SHARES (NLD)
TRNX
– –
-28,542
Closed -$521K
ANN
379
DELISTED
ANN INC
ANN
– –
-8,277
Closed -$307K
AEC
380
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
– –
-13,553
Closed -$219K
RVBD
381
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
– –
-89,445
Closed -$1.61M
CFN
382
DELISTED
CAREFUSION CORPORATION
CFN
– –
-19,889
Closed -$795K
TQNT
383
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
– –
-30,369
Closed -$253K
MGAM
384
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
– –
-46,335
Closed -$1.45M
TIBX
385
DELISTED
TIBCO SOFTWARE INC
TIBX
– –
-18,074
Closed -$410K
GTAT
386
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
– –
-208,877
Closed -$1.84M
BEAM
387
DELISTED
BEAM INC COM STK (DE)
BEAM
– –
-14,679
Closed -$995K
TWGP
388
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
– –
-20,114
Closed -$63K
ESV
389
DELISTED
Ensco Rowan plc
ESV
– –
-3,710
Closed -$844K
TYC
390
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-9,404
Closed -$405K
FWLT
391
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
– –
-12,531
Closed -$409K
DISH
392
DELISTED
DISH Network Corp.
DISH
– –
-4,720
Closed -$273K
SGY
393
DELISTED
Stone Energy
SGY
– –
-153
Closed -$293K
LXK
394
DELISTED
Lexmark Intl Inc
LXK
– –
-6,941
Closed -$245K
FGL
395
DELISTED
Fidelity & Guaranty Life
FGL
– –
-21,446
Closed -$403K
POM
396
DELISTED
PEPCO HOLDINGS, INC.
POM
– –
-53,914
Closed -$1.03M
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.