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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
TIF
101
DELISTED
Tiffany & Co.
TIF
$490K 0.4%
5,742
-2,947
-34% -$262K
EMN icon
102
Eastman Chemical
EMN
$7.75B
$488K 0.4%
5,704
-20,229
-78% -$1.66M
PBYI icon
103
Puma Biotechnology
PBYI
$403M
$486K 0.4%
+4,677
New +$550K
HON icon
104
Honeywell
HON
$77.6B
$485K 0.4%
+5,934
New +$491K
TEL icon
105
TE Connectivity
TEL
$58.5B
$483K 0.4%
+8,109
New +$465K
MCRS
106
DELISTED
MICROS SYSTEMS INC
MCRS
$483K 0.4%
+9,223
New +$511K
BURL icon
107
Burlington
BURL
$21.5B
$471K 0.39%
+16,096
New +$443K
NCLH icon
108
Norwegian Cruise Line
NCLH
$8.56B
$469K 0.39%
14,740
-7,810
-35% -$267K
VECO icon
109
Veeco
VECO
$3.3B
$466K 0.38%
+11,218
New +$434K
TGT icon
110
Target
TGT
$61.2B
$463K 0.38%
+7,709
New +$457K
VFC icon
111
VF Corp
VFC
$6.49B
$455K 0.37%
+7,864
New +$443K
CHS
112
DELISTED
Chicos FAS, Inc.
CHS
$450K 0.37%
+27,909
New +$474K
DFS
113
DELISTED
Discover Financial Services
DFS
$446K 0.37%
+7,757
New +$434K
MON
114
DELISTED
Monsanto Co
MON
$446K 0.37%
+3,968
New +$442K
FFIV icon
115
F5
FFIV
$22.2B
$441K 0.36%
+4,195
New +$444K
BAX icon
116
Baxter International
BAX
$11.1B
$434K 0.36%
+10,941
New +$409K
BKNG icon
117
Booking.com
BKNG
$134B
$429K 0.35%
9,000
+3,525
+64% +$174K
RVTY icon
118
Revvity
RVTY
$12.4B
$429K 0.35%
9,605
+978
+11% +$42.9K
AGN
119
DELISTED
Allergan plc
AGN
$428K 0.35%
2,097
-2,308
-52% -$457K
TWC
120
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$428K 0.35%
+3,148
New +$431K
CIEN icon
121
Ciena
CIEN
$57.7B
$419K 0.34%
+18,544
New +$436K
MCD icon
122
McDonald's
MCD
$187B
$419K 0.34%
+4,310
New +$412K
ADSK icon
123
Autodesk
ADSK
$43B
$412K 0.34%
+8,531
New +$442K
RYL
124
DELISTED
RYLAND GROUP INC
RYL
$410K 0.34%
+10,335
New +$440K
DIS icon
125
Walt Disney
DIS
$161B
$407K 0.33%
5,158
-5,503
-52% -$426K
3 4
5
6 7

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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.