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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
(-1.4%)
Cap. Flow
-$3.49M
Cap. Flow
% of AUM
-2.87%
Top 10 Holdings %
Top 10 Hldgs %
10.81%
Holding
398
New
200
Increased
26
Reduced
46
Closed
126
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 |
PG&E
PCG
|
+$3.47M |
| 3 |
GTAT
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
|
+$1.84M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
201
Illinois Tool Works
ITW
$79.7B
| $266K | 0.22% |
+3,297
| New | +$267K |
|
|
CLGX
202
DELISTED
Corelogic, Inc.
CLGX
| $266K | 0.22% |
+9,024
| New | +$297K |
|
203
CME Group
CME
$91.9B
| $265K | 0.22% |
+3,583
| New | +$270K |
|
|
APOL
204
DELISTED
Apollo Education Group Inc Class A
APOL
| $265K | 0.22% |
+8,067
| New | +$262K |
|
|
BNNY
205
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
| $265K | 0.22% |
+6,683
| New | +$266K |
|
206
Criteo
CRTO
$1.05B
| $263K | 0.22% |
+6,528
| New | +$270K |
|
207
Seagate
STX
$207B
| $263K | 0.22% |
+4,785
| New | +$256K |
|
208
Dominion Energy
D
$62.8B
| $257K | 0.21% |
+3,609
| New | +$246K |
|
209
KBR
KBR
$4.61B
| $257K | 0.21% |
9,656
+1,132
| +13% | +$34.2K |
|
|
ADT
210
DELISTED
ADT Corp
ADT
| $256K | 0.21% |
+8,628
| New | +$285K |
|
|
ATW
211
DELISTED
Atwood Oceanics
ATW
| $253K | 0.21% |
5,081
-14,157
| -74% | -$685K |
|
212
Tyson Foods
TSN
$20B
| $252K | 0.21% |
+5,845
| New | +$221K |
|
213
Edison International
EIX
$30.6B
| $251K | 0.21% |
+4,531
| New | +$226K |
|
214
Lincoln National
LNC
$7.81B
| $244K | 0.2% |
+4,811
| New | +$242K |
|
|
ACC
215
DELISTED
American Campus Communities, Inc.
ACC
| $244K | 0.2% |
+6,540
| New | +$232K |
|
|
SCHW
216
Charles Schwab
SCHW
$177B
| $241K | 0.2% |
+8,831
| New | +$231K |
|
|
KND
217
DELISTED
Kindred Healthcare
KND
| $237K | 0.19% |
+10,329
| New | +$214K |
|
218
FedEx
FDX
$74.7B
| $236K | 0.19% |
+1,788
| New | +$243K |
|
219
State Street
STT
$50.6B
| $236K | 0.19% |
+3,411
| New | +$236K |
|
|
EGN
220
DELISTED
Energen
EGN
| $236K | 0.19% |
2,916
-17,578
| -86% | -$1.32M |
|
221
Intuitive Surgical
ISRG
$119B
| $232K | 0.19% |
+4,806
| New | +$226K |
|
222
JetBlue
JBLU
$1.86B
| $232K | 0.19% |
+27,490
| New | +$241K |
|
|
223
PG&E
PCG
$38.6B
| $228K | 0.19% |
5,389
-81,896
| -94% | -$3.47M |
|
|
SFY
224
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $228K | 0.19% |
+21,040
| New | +$246K |
|
225
MetLife
MET
$59.5B
| $227K | 0.19% |
4,854
-1,397
| -22% | -$64.2K |
|
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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.