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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
ALGN icon
1
Align Technology
ALGN
$12.4B
$2.03M 1.67%
39,934
+30,967
+345% +$1.73M
SUNE
2
DELISTED
SUNEDISON, INC COM
SUNE
$1.89M 1.55%
+100,361
New +$1.67M
ARRS
3
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1.43M 1.17%
+51,873
New +$1.42M
MNK
4
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.31M 1.08%
+20,860
New +$1.31M
RBCN
5
DELISTED
Rubicon Technology, Inc.
RBCN
$1.26M 1.03%
+10,981
New +$1.3M
WDC icon
6
Western Digital
WDC
$192B
$1.19M 0.97%
17,469
+10,970
+169% +$716K
UTHR icon
7
United Therapeutics
UTHR
$26.2B
$1.03M 0.85%
+11,292
New +$1.15M
BWLD
8
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.03M 0.84%
+6,937
New +$984K
PRA
9
DELISTED
ProAssurance
PRA
$1M 0.82%
22,875
+17,805
+351% +$813K
BRO icon
10
Brown & Brown
BRO
$22.2B
$990K 0.81%
64,938
+13,782
+27% +$212K
LGND icon
11
Ligand Pharmaceuticals
LGND
$6.1B
$988K 0.81%
+24,907
New +$1.04M
TDW icon
12
Tidewater
TDW
$3.83B
$958K 0.79%
+614
New +$1M
HUBG icon
13
HUB Group
HUBG
$3.11B
$951K 0.78%
+47,786
New +$967K
YHOO
14
DELISTED
Yahoo Inc
YHOO
$944K 0.78%
26,308
+16,670
+173% +$636K
BGC
15
DELISTED
General Cable Corporation
BGC
$922K 0.76%
36,095
+25,857
+253% +$748K
ENDP
16
DELISTED
Endo International plc
ENDP
$913K 0.75%
+13,547
New +$960K
PBI icon
17
Pitney Bowes
PBI
$2.44B
$906K 0.74%
+35,483
New +$875K
NBR icon
18
Nabors Industries
NBR
$1.26B
$884K 0.73%
714
+379
+113% +$378K
WRB icon
19
W.R. Berkley
WRB
$26.9B
$881K 0.72%
72,333
+40,395
+126% +$488K
GPOR
20
DELISTED
Gulfport Energy Corp.
GPOR
$874K 0.72%
12,495
+1,396
+13% +$85.8K
LMT icon
21
Lockheed Martin
LMT
$119B
$817K 0.67%
+5,087
New +$799K
PVTB
22
DELISTED
PrivateBancorp Inc
PVTB
$799K 0.66%
+26,860
New +$779K
CAG icon
23
Conagra Brands
CAG
$7.1B
$796K 0.65%
+33,283
New +$799K
GDOT icon
24
Green Dot
GDOT
$753M
$794K 0.65%
+40,759
New +$902K
CHD icon
25
Church & Dwight Co
CHD
$23B
$764K 0.63%
+22,428
New +$744K
1
2 3 4 5

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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.