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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
DD icon
76
DuPont de Nemours
DD
$18.9B
$527K 0.43%
+4,301
New +$507K
DCH
77
Dauch Corp
DCH
$1.35B
$521K 0.43%
28,914
+3,324
+13% +$64K
EQIX icon
78
Equinix
EQIX
$101B
$521K 0.43%
+2,828
New +$522K
HRI icon
79
Herc Holdings
HRI
$5.04B
$521K 0.43%
+6,701
New +$540K
REXX
80
DELISTED
Rex Energy Corporation
REXX
$518K 0.43%
2,901
+1,479
+104% +$269K
AGN
81
DELISTED
Allergan Inc
AGN
$518K 0.43%
4,264
-3,556
-45% -$433K
ON icon
82
ON Semiconductor
ON
$35.9B
$513K 0.42%
+55,799
New +$501K
JNPR
83
DELISTED
Juniper Networks
JNPR
$510K 0.42%
+19,893
New +$519K
SPN
84
DELISTED
Superior Energy Services, Inc.
SPN
$510K 0.42%
+1,685
New +$453K
AMG icon
85
Affiliated Managers Group
AMG
$9.16B
$508K 0.42%
+2,657
New +$522K
ECPG icon
86
Encore Capital Group
ECPG
$1.89B
$505K 0.41%
+11,116
New +$537K
CADE
87
DELISTED
Cadence Bank
CADE
$504K 0.41%
+20,471
New +$499K
CINF icon
88
Cincinnati Financial
CINF
$27.7B
$504K 0.41%
+10,442
New +$503K
SFXE
89
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
$504K 0.41%
+74,902
New +$669K
IVZ icon
90
Invesco
IVZ
$13.5B
$503K 0.41%
13,816
+6,762
+96% +$234K
CHTR icon
91
Charter Communications
CHTR
$15.9B
$500K 0.41%
+4,083
New +$534K
STJ
92
DELISTED
St Jude Medical
STJ
$498K 0.41%
+7,686
New +$500K
TUP
93
DELISTED
Tupperware Brands Corporation
TUP
$496K 0.41%
+5,998
New +$494K
PRU icon
94
Prudential Financial
PRU
$41.3B
$494K 0.41%
5,836
+2,865
+96% +$247K
COP icon
95
ConocoPhillips
COP
$145B
$493K 0.4%
+7,011
New +$469K
KBH icon
96
KB Home
KBH
$3.46B
$493K 0.4%
28,941
-14,711
-34% -$270K
AWI icon
97
Armstrong World Industries
AWI
$6.71B
$492K 0.4%
+9,370
New +$534K
VOYA icon
98
Voya Financial
VOYA
$8.93B
$492K 0.4%
+13,857
New +$492K
CODE
99
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$492K 0.4%
+28,457
New +$447K
AVGO icon
100
Broadcom
AVGO
$1.89T
$490K 0.4%
+76,350
New +$448K
2 3
4
5 6

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CCM
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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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SH
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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.