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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
CF icon
151
CF Industries
CF
$19.5B
$372K 0.31%
+7,190
New +$350K
DGX icon
152
Quest Diagnostics
DGX
$25.2B
$372K 0.31%
+6,429
New +$345K
ALB icon
153
Albemarle
ALB
$13.8B
$369K 0.3%
+5,633
New +$365K
CHRW icon
154
C.H. Robinson
CHRW
$24.2B
$369K 0.3%
7,181
-823
-10% -$44.8K
OA
155
DELISTED
Orbital ATK, Inc.
OA
$368K 0.3%
+2,653
New +$355K
CMG icon
156
Chipotle Mexican Grill
CMG
$41.1B
$361K 0.3%
31,800
-24,700
-44% -$272K
GHL
157
DELISTED
Greenhill & Co., Inc.
GHL
$361K 0.3%
+6,953
New +$376K
LDOS icon
158
Leidos
LDOS
$13.9B
$360K 0.3%
+10,296
New +$458K
SLCA
159
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$356K 0.29%
+9,731
New +$313K
ATI icon
160
ATI
ATI
$27.3B
$351K 0.29%
+9,359
New +$315K
RTX icon
161
RTX Corp
RTX
$282B
$347K 0.29%
+4,780
New +$343K
PM icon
162
Philip Morris
PM
$298B
$345K 0.28%
4,240
-17,150
-80% -$1.39M
SLB icon
163
SLB Ltd
SLB
$70.6B
$343K 0.28%
+3,513
New +$318K
CRZO
164
DELISTED
Carrizo Oil & Gas Inc
CRZO
$339K 0.28%
6,331
-11,025
-64% -$506K
ACI
165
DELISTED
ARCH COAL, INC.
ACI
$339K 0.28%
7,039
+2,610
+59% +$112K
BSX icon
166
Boston Scientific
BSX
$64.8B
$338K 0.28%
+25,383
New +$333K
GOV
167
DELISTED
Government Properties Income Trust
GOV
$337K 0.28%
+13,555
New +$335K
BC icon
168
Brunswick
BC
$5.17B
$328K 0.27%
+7,335
New +$323K
RRC icon
169
Range Resources
RRC
$9.09B
$323K 0.27%
+3,792
New +$323K
JOY
170
DELISTED
Joy Global Inc
JOY
$320K 0.26%
+5,520
New +$306K
MRO
171
DELISTED
Marathon Oil Corporation
MRO
$317K 0.26%
+9,004
New +$303K
VIAV icon
172
Viavi Solutions
VIAV
$10.3B
$315K 0.26%
+40,844
New +$308K
HSH
173
DELISTED
HILLSHIRE BRANDS CO
HSH
$315K 0.26%
8,529
-5
-0.1% -$179
CSOD
174
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$313K 0.26%
+6,742
New +$376K
NWSA icon
175
News Corp Class A
NWSA
$14.3B
$311K 0.26%
+18,250
New +$316K
5 6
7
8 9

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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.