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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
CNQR
26
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$754K 0.62%
+7,728
New +$873K
BAS
27
DELISTED
Basis Energy Services, Inc.
BAS
$746K 0.61%
+49
New +$571K
CPRI icon
28
Capri Holdings
CPRI
$1.86B
$745K 0.61%
8,025
+467
+6% +$42.2K
SBNY
29
DELISTED
Signature Bank
SBNY
$745K 0.61%
+6,082
New +$743K
RHT
30
DELISTED
Red Hat Inc
RHT
$741K 0.61%
+14,145
New +$816K
SEE
31
DELISTED
Sealed Air
SEE
$730K 0.6%
+23,158
New +$755K
PAY
32
DELISTED
Verifone Systems Inc
PAY
$718K 0.59%
+21,517
New +$638K
CY
33
DELISTED
Cypress Semiconductor
CY
$718K 0.59%
+70,967
New +$718K
DNY
34
DELISTED
DONNELLEY R R & SONS CO
DNY
$717K 0.59%
+40,372
New +$717K
TSCO icon
35
Tractor Supply
TSCO
$15.4B
$709K 0.58%
+50,090
New +$708K
CAB
36
DELISTED
Cabela's Inc
CAB
$708K 0.58%
+10,853
New +$730K
CB
37
DELISTED
CHUBB CORPORATION
CB
$693K 0.57%
+7,838
New +$686K
NFLX icon
38
Netflix
NFLX
$285B
$692K 0.57%
+135,100
New +$774K
TGI
39
DELISTED
Triumph Group
TGI
$673K 0.55%
+10,545
New +$722K
WY icon
40
Weyerhaeuser
WY
$17.2B
$667K 0.55%
+22,843
New +$687K
AKRX
41
DELISTED
Akorn Inc
AKRX
$657K 0.54%
+31,262
New +$730K
DE icon
42
Deere & Co
DE
$164B
$635K 0.52%
+7,156
New +$626K
OCR
43
DELISTED
OMNICARE INC
OCR
$620K 0.51%
+10,553
New +$640K
BGS icon
44
B&G Foods
BGS
$291M
$616K 0.51%
+20,625
New +$646K
NFX
45
DELISTED
Newfield Exploration
NFX
$614K 0.5%
19,469
+6,963
+56% +$184K
EW icon
46
Edwards Lifesciences
EW
$48.6B
$613K 0.5%
+51,708
New +$597K
SMG icon
47
ScottsMiracle-Gro
SMG
$4B
$612K 0.5%
+10,136
New +$602K
PRGS icon
48
Progress Software
PRGS
$1.55B
$609K 0.5%
+28,570
New +$684K
LXP icon
49
LXP Industrial Trust
LXP
$3.6B
$605K 0.5%
+11,178
New +$606K
GLW icon
50
Corning
GLW
$133B
$604K 0.5%
+29,277
New +$550K
1
2
3 4 5

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GPC
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FSCP
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RG
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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.