QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+5.01%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$139M
AUM Growth
+$139M
(+15%)
Cap. Flow
+$15M
Cap. Flow
% of AUM
10.75%
Top 10 Holdings %
Top 10 Hldgs %
11.76%
Holding
429
New
157
Increased
52
Reduced
32
Closed
188
Top Buys
| 1 |
ETFC
E*Trade Financial Corporation
ETFC
|
$1.79M |
| 2 |
Transocean
RIG
|
$1.7M |
| 3 |
SWI
SOLARWINDS INC COM STK (DE)
SWI
|
$1.51M |
| 4 |
PepsiCo
PEP
|
$1.46M |
| 5 |
IBM
IBM
|
$1.44M |
Top Sells
| 1 |
SUNE
SUNEDISON, INC COM
SUNE
|
$1.91M |
| 2 |
Align Technology
ALGN
|
$1.84M |
| 3 |
ARRS
ARRIS International plc Ordinary Shares
ARRS
|
$1.43M |
| 4 |
RBCN
Rubicon Technology, Inc.
RBCN
|
$1.26M |
| 5 |
Western Digital
WDC
|
$1.19M |
Sector Composition
| 1 | Industrials | 14.63% |
| 2 | Energy | 14.34% |
| 3 | Financials | 13.59% |
| 4 | Technology | 13.08% |
| 5 | Consumer Discretionary | 12.13% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
RICE
76
DELISTED
Rice Energy Inc.
RICE
| $672K | 0.48% |
+22,036
| New | +$672K |
|
77
Williams Companies
WMB
$70.1B
| $671K | 0.48% |
+11,459
| New | +$671K |
|
|
TIBX
78
DELISTED
TIBCO SOFTWARE INC
TIBX
| $669K | 0.48% |
+33,439
| New | +$669K |
|
79
Invesco
IVZ
$9.66B
| $668K | 0.48% |
17,699
+3,883
| +28% | +$147K |
|
|
MON
80
DELISTED
Monsanto Co
MON
| $667K | 0.48% |
5,336
+1,368
| +34% | +$171K |
|
|
SPNC
81
DELISTED
Spectranetics Corp
SPNC
| $667K | 0.48% |
+28,857
| New | +$667K |
|
82
Lincoln Electric
LECO
$13.4B
| $662K | 0.47% |
+9,488
| New | +$662K |
|
83
Masco
MAS
$15.2B
| $661K | 0.47% |
+29,783
| New | +$661K |
|
84
SLM Corp
SLM
$6.46B
| $661K | 0.47% |
+79,165
| New | +$661K |
|
85
Agilent Technologies
A
$35.6B
| $660K | 0.47% |
11,473
+7,485
| +188% | +$431K |
|
|
MJN
86
DELISTED
Mead Johnson Nutrition Company
MJN
| $660K | 0.47% |
7,120
+2,267
| +47% | +$210K |
|
87
American Vanguard Corp
AVD
$154M
| $635K | 0.46% |
+49,754
| New | +$635K |
|
88
The Mosaic Company
MOS
$10.6B
| $612K | 0.44% |
+12,324
| New | +$612K |
|
|
MNK
89
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $611K | 0.44% |
7,790
-13,070
| -63% | -$1.03M |
|
90
Apple
AAPL
$3.41T
| $609K | 0.44% |
+6,581
| New | +$609K |
|
|
APC
91
DELISTED
Anadarko Petroleum
APC
| $607K | 0.44% |
5,539
+1,887
| +52% | +$207K |
|
92
Light & Wonder
LNW
$7.41B
| $605K | 0.43% |
+54,791
| New | +$605K |
|
|
SLXP
93
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $586K | 0.42% |
+4,771
| New | +$586K |
|
94
Nabors Industries
NBR
$540M
| $581K | 0.42% |
20,037
-15,639
| -44% | -$453K |
|
95
Old Dominion Freight Line
ODFL
$31.5B
| $566K | 0.41% |
+8,993
| New | +$566K |
|
96
United Rentals
URI
$61.7B
| $554K | 0.4% |
+5,285
| New | +$554K |
|
|
LXK
97
DELISTED
Lexmark Intl Inc
LXK
| $548K | 0.39% |
+11,456
| New | +$548K |
|
|
PVA
98
DELISTED
PENN VIRGINIA CORP
PVA
| $539K | 0.39% |
32,109
+9,073
| +39% | +$152K |
|
99
Mohawk Industries
MHK
$8.11B
| $538K | 0.39% |
3,920
+1,687
| +76% | +$232K |
|
100
Bath & Body Works
BBWI
$6.26B
| $536K | 0.38% |
+9,163
| New | +$536K |
|