QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
-3.29%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$172M
AUM Growth
+$32.4M
(+23%)
Cap. Flow
+$30.8M
Cap. Flow
% of AUM
17.89%
Top 10 Holdings %
Top 10 Hldgs %
10.66%
Holding
440
New
199
Increased
52
Reduced
40
Closed
149
Top Buys
| 1 |
DF
Dean Foods Company
DF
|
+$1.89M |
| 2 |
JetBlue
JBLU
|
+$1.87M |
| 3 |
Brink's
BCO
|
+$1.81M |
| 4 |
RDC
Rowan Companies Plc
RDC
|
+$1.72M |
| 5 |
ASNA
Ascena Retail Group, Inc.
ASNA
|
+$1.68M |
Top Sells
| 1 |
Conagra Brands
CAG
|
+$2.04M |
| 2 |
ETFC
E*Trade Financial Corporation
ETFC
|
+$1.79M |
| 3 |
IBM
IBM
|
+$1.73M |
| 4 |
Transocean
RIG
|
+$1.7M |
| 5 |
SWI
SOLARWINDS INC COM STK (DE)
SWI
|
+$1.51M |
Sector Composition
| 1 | Energy | 15.71% |
| 2 | Industrials | 13.11% |
| 3 | Consumer Discretionary | 11.76% |
| 4 | Technology | 10.08% |
| 5 | Financials | 9.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
CAA
251
DELISTED
CalAtlantic Group, Inc.
CAA
| $226K | 0.13% |
+5,929
| New | +$226K |
|
|
IDTI
252
DELISTED
Integrated Device Technology I
IDTI
| $224K | 0.13% |
14,006
-20,458
| -59% | -$327K |
|
|
MRD
253
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $224K | 0.13% |
8,171
-24,534
| -75% | -$673K |
|
254
Alcoa
AA
$8.3B
| $223K | 0.13% |
+5,831
| New | +$223K |
|
|
FINL
255
DELISTED
Finish Line
FINL
| $223K | 0.13% |
8,851
-5,124
| -37% | -$129K |
|
256
Assured Guaranty
AGO
$3.9B
| $221K | 0.13% |
+9,905
| New | +$221K |
|
|
ATML
257
DELISTED
ATMEL CORP
ATML
| $221K | 0.13% |
+26,889
| New | +$221K |
|
|
RFMD
258
DELISTED
RF MICRO DEVICES INC
RFMD
| $221K | 0.13% |
18,839
-8,240
| -30% | -$96.7K |
|
259
HUB Group
HUBG
$2.28B
| $220K | 0.13% |
+10,690
| New | +$220K |
|
260
VeriSign
VRSN
$26.4B
| $220K | 0.13% |
3,992
-476
| -11% | -$26.2K |
|
|
DISCA
261
DELISTED
Discovery, Inc. Series A Common Stock
DISCA
| $220K | 0.13% |
+5,826
| New | +$220K |
|
|
SPN
262
DELISTED
Superior Energy Services, Inc.
SPN
| $216K | 0.13% |
+6,497
| New | +$216K |
|
|
KRFT
263
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $213K | 0.12% |
+3,781
| New | +$213K |
|
264
Medtronic
MDT
$119B
| $212K | 0.12% |
+3,407
| New | +$212K |
|
265
Nasdaq
NDAQ
$54.5B
| $208K | 0.12% |
+14,712
| New | +$208K |
|
266
Albemarle
ALB
$9.65B
| $207K | 0.12% |
+3,448
| New | +$207K |
|
267
Delek US
DK
$1.82B
| $205K | 0.12% |
+6,043
| New | +$205K |
|
268
Wynn Resorts
WYNN
$12.8B
| $205K | 0.12% |
+1,144
| New | +$205K |
|
269
AutoNation
AN
$8.57B
| $204K | 0.12% |
+4,013
| New | +$204K |
|
|
ROC
270
DELISTED
ROCKWOOD HLDGS INC
ROC
| $202K | 0.12% |
+2,597
| New | +$202K |
|
271
Avnet
AVT
$4.45B
| $201K | 0.12% |
+4,809
| New | +$201K |
|
|
EXPR
272
DELISTED
Express, Inc.
EXPR
| $195K | 0.11% |
+615
| New | +$195K |
|
273
Titan International
TWI
$565M
| $191K | 0.11% |
15,279
+3,120
| +26% | +$39K |
|
|
SPLS
274
DELISTED
Staples Inc
SPLS
| $189K | 0.11% |
+15,571
| New | +$189K |
|
275
Cemex
CX
$13.8B
| $186K | 0.11% |
+16,055
| New | +$186K |
|