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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
LEG icon
126
Leggett & Platt
LEG
$1.45B
$407K 0.33%
+12,604
New +$390K
AVP
127
DELISTED
Avon Products, Inc.
AVP
$403K 0.33%
+28,084
New +$432K
MJN
128
DELISTED
Mead Johnson Nutrition Company
MJN
$403K 0.33%
4,853
+2,447
+102% +$198K
AMT icon
129
American Tower
AMT
$77B
$402K 0.33%
+4,898
New +$399K
RF icon
130
Regions Financial
RF
$26B
$401K 0.33%
36,618
-5,102
-12% -$53.7K
BLOX
131
DELISTED
Infoblox Inc
BLOX
$401K 0.33%
+20,501
New +$567K
DRC
132
DELISTED
DRESSER-RAND GROUP INC
DRC
$400K 0.33%
+7,066
New +$402K
BMY icon
133
Bristol-Myers Squibb
BMY
$126B
$399K 0.33%
7,694
-25,123
-77% -$1.34M
ILMN icon
134
Illumina
ILMN
$29.5B
$398K 0.33%
+2,881
New +$423K
IQV icon
135
IQVIA
IQV
$34.1B
$398K 0.33%
+7,940
New +$400K
PVA
136
DELISTED
PENN VIRGINIA CORP
PVA
$398K 0.33%
23,036
-301,642
-93% -$4.02M
AMP icon
137
Ameriprise Financial
AMP
$47.4B
$397K 0.33%
+3,645
New +$399K
XL
138
DELISTED
XL Group Ltd.
XL
$397K 0.33%
+12,959
New +$387K
TEN
139
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$396K 0.33%
+6,916
New +$400K
WFT
140
DELISTED
Weatherford International plc
WFT
$396K 0.33%
+22,818
New +$350K
MCHP icon
141
Microchip Technology
MCHP
$43.9B
$391K 0.32%
16,596
-1,654
-9% -$37.8K
GOOG icon
142
Alphabet (Google) Class C
GOOG
$3.91T
$389K 0.32%
13,972
-43,643
-76% -$1.27M
SBH icon
143
Sally Beauty Holdings
SBH
$1.37B
$384K 0.32%
13,966
-12,553
-47% -$358K
AR icon
144
Antero Resources
AR
$10.9B
$380K 0.31%
5,969
+1,836
+44% +$109K
CIVI
145
DELISTED
Civitas Resources
CIVI
$379K 0.31%
74
-87
-54% -$436K
NOC icon
146
Northrop Grumman
NOC
$75.1B
$379K 0.31%
+3,101
New +$367K
RDC
147
DELISTED
Rowan Companies Plc
RDC
$378K 0.31%
11,323
-29,097
-72% -$951K
PRTA icon
148
Prothena Corp
PRTA
$449M
$377K 0.31%
10,260
-4,291
-29% -$138K
AMAT icon
149
Applied Materials
AMAT
$447B
$376K 0.31%
+18,626
New +$342K
C icon
150
Citigroup
C
$221B
$372K 0.31%
7,851
+2,625
+50% +$131K
4 5
6
7 8

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CCM
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GPC
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CBT
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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.