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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
ETR icon
51
Entergy
ETR
$53.6B
$599K 0.49%
17,982
-2,656
-13% -$84K
R icon
52
Ryder
R
$10.7B
$598K 0.49%
+7,592
New +$562K
SWK icon
53
Stanley Black & Decker
SWK
$13.9B
$596K 0.49%
+7,377
New +$592K
HAL icon
54
Halliburton
HAL
$27.6B
$594K 0.49%
9,983
-91
-0.9% -$4.86K
QCOR
55
DELISTED
QUESTCOR PHARMA INC
QCOR
$588K 0.48%
+9,467
New +$604K
PDCE
56
DELISTED
PDC Energy, Inc.
PDCE
$583K 0.48%
9,414
-10,931
-54% -$599K
SIG icon
57
Signet Jewelers
SIG
$3.52B
$571K 0.47%
+5,388
New +$470K
INFA
58
DELISTED
INFORMATICA CORP
INFA
$567K 0.47%
+15,199
New +$613K
LHX icon
59
L3Harris
LHX
$53.1B
$566K 0.46%
+7,855
New +$562K
TT icon
60
Trane Technologies
TT
$105B
$565K 0.46%
+9,992
New +$595K
ICON
61
DELISTED
Iconix Brand Group, Inc.
ICON
$561K 0.46%
+1,428
New +$556K
TGNA
62
DELISTED
TEGNA Inc
TGNA
$556K 0.46%
+39,200
New +$583K
UTEK
63
DELISTED
Ultratech Inc.
UTEK
$550K 0.45%
19,617
+8,869
+83% +$237K
INGR icon
64
Ingredion
INGR
$6.46B
$546K 0.45%
8,094
-10,723
-57% -$704K
ANR
65
DELISTED
Alpha Natural Resources Inc
ANR
$546K 0.45%
+128,212
New +$687K
PCP
66
DELISTED
PRECISION CASTPARTS CORP
PCP
$542K 0.45%
+2,189
New +$567K
GME icon
67
GameStop
GME
$9.69B
$537K 0.44%
52,604
-43,192
-45% -$415K
LPX icon
68
Louisiana-Pacific
LPX
$5.07B
$537K 0.44%
+32,423
New +$569K
XEC
69
DELISTED
CIMAREX ENERGY CO
XEC
$536K 0.44%
4,479
-733
-14% -$78.7K
MDSO
70
DELISTED
Medidata Solutions, Inc.
MDSO
$534K 0.44%
+10,145
New +$618K
SUSQ
71
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$534K 0.44%
+48,286
New +$549K
RAI
72
DELISTED
Reynolds American Inc
RAI
$533K 0.44%
+20,122
New +$507K
ITMN
73
DELISTED
INTERMUNE INC
ITMN
$530K 0.44%
+16,465
New +$367K
RGLD icon
74
Royal Gold
RGLD
$17.1B
$529K 0.43%
+8,336
New +$513K
CLD
75
DELISTED
Cloud Peak Energy Inc
CLD
$528K 0.43%
+25,178
New +$473K
1 2
3
4 5

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GPC
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CBT
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FSCP
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ECM
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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.