QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
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
+$17.7M
(+15%)
Cap. Flow
+$14.9M
Cap. Flow
% of AUM
10.66%
Top 10 Holdings %
Top 10 Hldgs %
11.76%
Holding
429
New
157
Increased
53
Reduced
31
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 | |
|---|---|---|---|---|---|---|
151
Occidental Petroleum
OXY
$45.9B
| $360K | 0.26% |
+3,670
| New | +$360K |
|
|
NSR
152
DELISTED
Neustar Inc
NSR
| $359K | 0.26% |
+14,097
| New | +$359K |
|
|
LO
153
DELISTED
LORILLARD INC COM STK
LO
| $357K | 0.26% |
+5,810
| New | +$357K |
|
154
Jack in the Box
JACK
$367M
| $355K | 0.25% |
+5,908
| New | +$355K |
|
155
NiSource
NI
$18.8B
| $355K | 0.25% |
+23,002
| New | +$355K |
|
156
Invesco Mortgage Capital
IVR
$529M
| $353K | 0.25% |
+2,034
| New | +$353K |
|
|
HOT
157
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $352K | 0.25% |
+4,339
| New | +$352K |
|
158
Eagle Materials
EXP
$7.55B
| $351K | 0.25% |
+3,712
| New | +$351K |
|
159
McKesson
MCK
$86B
| $351K | 0.25% |
+1,870
| New | +$351K |
|
160
PG&E
PCG
$33.5B
| $351K | 0.25% |
7,310
+1,921
| +36% | +$92.2K |
|
161
Golar LNG
GLNG
$4.49B
| $350K | 0.25% |
+5,860
| New | +$350K |
|
162
CF Industries
CF
$13.6B
| $345K | 0.25% |
7,180
-10
| -0.1% | -$481 |
|
163
Ligand Pharmaceuticals
LGND
$3.27B
| $344K | 0.25% |
8,922
-15,985
| -64% | -$616K |
|
|
MYCC
164
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $344K | 0.25% |
+18,418
| New | +$344K |
|
165
Deckers Outdoor
DECK
$18.4B
| $343K | 0.25% |
+23,904
| New | +$343K |
|
166
Dana Inc
DAN
$2.71B
| $340K | 0.24% |
+14,044
| New | +$340K |
|
|
GDP
167
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $338K | 0.24% |
+12,314
| New | +$338K |
|
168
Chubb
CB
$112B
| $337K | 0.24% |
+3,254
| New | +$337K |
|
|
ANN
169
DELISTED
ANN INC
ANN
| $337K | 0.24% |
+8,317
| New | +$337K |
|
170
First American
FAF
$6.75B
| $335K | 0.24% |
+12,137
| New | +$335K |
|
171
Cadence Design Systems
CDNS
$95.2B
| $334K | 0.24% |
+19,252
| New | +$334K |
|
|
MW
172
DELISTED
THE MENS WAREHOUSE INC
MW
| $332K | 0.24% |
+6,066
| New | +$332K |
|
173
Starbucks
SBUX
$98.9B
| $331K | 0.24% |
+8,496
| New | +$331K |
|
|
AREX
174
DELISTED
Approach Resources Inc.
AREX
| $327K | 0.23% |
+14,453
| New | +$327K |
|
175
PBF Energy
PBF
$3.27B
| $326K | 0.23% |
+12,101
| New | +$326K |
|