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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
CBST
176
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
$311K 0.26%
4,369
-13,044
-75% -$973K
DHR icon
177
Danaher
DHR
$135B
$310K 0.25%
+6,247
New +$318K
APC
178
DELISTED
Anadarko Petroleum
APC
$310K 0.25%
3,652
-1,463
-29% -$120K
IBM icon
179
IBM
IBM
$194B
$306K 0.25%
1,674
-724
-30% -$127K
PLD
180
DELISTED
PROLOGIS
PLD
$305K 0.25%
+7,517
New +$305K
UNP icon
181
Union Pacific
UNP
$181B
$304K 0.25%
+3,290
New +$292K
ROC
182
DELISTED
ROCKWOOD HLDGS INC
ROC
$302K 0.25%
+4,094
New +$302K
AAN.A
183
DELISTED
The Aaron's Company Inc Class A
AAN.A
$302K 0.25%
+9,991
New +$302K
MHK icon
184
Mohawk Industries
MHK
$6.71B
$301K 0.25%
2,233
-3,507
-61% -$502K
FNSR
185
DELISTED
Finisar Corp
FNSR
$300K 0.25%
+11,434
New +$274K
CSIQ icon
186
Canadian Solar
CSIQ
$997M
$299K 0.25%
+9,347
New +$351K
PSX icon
187
Phillips 66
PSX
$83B
$298K 0.24%
+3,893
New +$296K
GPK icon
188
Graphic Packaging
GPK
$3.25B
$295K 0.24%
+29,908
New +$295K
KOG
189
DELISTED
KODIAK OIL & GAS CORP
KOG
$292K 0.24%
24,096
-46,045
-66% -$521K
MA icon
190
Mastercard
MA
$469B
$291K 0.24%
+3,951
New +$309K
SYNA icon
191
Synaptics
SYNA
$4.59B
$291K 0.24%
+4,990
New +$296K
DDD icon
192
3D Systems Corp
DDD
$423M
$289K 0.24%
+4,893
New +$365K
AKAM icon
193
Akamai
AKAM
$17.1B
$284K 0.23%
4,879
-5,788
-54% -$320K
GILD icon
194
Gilead Sciences
GILD
$162B
$282K 0.23%
4,113
-13,842
-77% -$1.09M
SLAB icon
195
Silicon Laboratories
SLAB
$7.15B
$282K 0.23%
+5,449
New +$263K
KCG
196
DELISTED
KCG Holdings, Inc.
KCG
$280K 0.23%
+24,262
New +$286K
RFMD
197
DELISTED
RF MICRO DEVICES INC
RFMD
$280K 0.23%
36,088
+13,095
+57% +$80.6K
GIS icon
198
General Mills
GIS
$19B
$279K 0.23%
+5,411
New +$268K
DINO icon
199
HF Sinclair
DINO
$16.1B
$271K 0.22%
+5,717
New +$270K
JCP
200
DELISTED
J.C. Penney Company, Inc.
JCP
$269K 0.22%
30,419
+12,706
+72% +$91.8K
6 7
8
9 10

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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.