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 | |
|---|---|---|---|---|---|---|
176
Sherwin-Williams
SHW
$93.2B
| $398K | 0.23% |
+5,391
| New | +$398K |
|
177
Marathon Petroleum
MPC
$54.8B
| $391K | 0.23% |
+9,264
| New | +$391K |
|
|
PLCM
178
DELISTED
POLYCOM INC
PLCM
| $388K | 0.23% |
+31,099
| New | +$388K |
|
179
Dorman Products
DORM
$5.09B
| $383K | 0.22% |
+9,438
| New | +$383K |
|
180
Akamai
AKAM
$11.3B
| $373K | 0.22% |
6,242
-1,907
| -23% | -$114K |
|
|
WAGE
181
DELISTED
WageWorks, Inc.
WAGE
| $365K | 0.21% |
+7,736
| New | +$365K |
|
|
TSL
182
DELISTED
Trina Solar Limited
TSL
| $360K | 0.21% |
+27,470
| New | +$360K |
|
|
ZSPH
183
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
| $357K | 0.21% |
+9,047
| New | +$357K |
|
|
PACW
184
DELISTED
PacWest Bancorp
PACW
| $355K | 0.21% |
8,581
+1,891
| +28% | +$78.2K |
|
185
Green Dot
GDOT
$769M
| $353K | 0.21% |
+16,615
| New | +$353K |
|
|
MDSO
186
DELISTED
Medidata Solutions, Inc.
MDSO
| $353K | 0.21% |
+7,881
| New | +$353K |
|
|
SWFT
187
DELISTED
Swift Transportation Company
SWFT
| $351K | 0.2% |
+16,730
| New | +$351K |
|
|
NRF
188
DELISTED
NorthStar Realty Finance Corp.
NRF
| $349K | 0.2% |
+9,862
| New | +$349K |
|
|
CSC
189
DELISTED
Computer Sciences
CSC
| $348K | 0.2% |
+13,870
| New | +$348K |
|
190
Charles Schwab
SCHW
$169B
| $347K | 0.2% |
11,680
+2,248
| +24% | +$66.8K |
|
|
LQ
191
DELISTED
La Quinta Holdings Inc.
LQ
| $345K | 0.2% |
+17,943
| New | +$345K |
|
|
CHK
192
DELISTED
Chesapeake Energy Corporation
CHK
| $342K | 0.2% |
+72
| New | +$342K |
|
193
American Axle
AXL
$727M
| $338K | 0.2% |
19,922
-6,330
| -24% | -$107K |
|
194
Navient
NAVI
$1.35B
| $337K | 0.2% |
19,099
-6,709
| -26% | -$118K |
|
195
Chevron
CVX
$310B
| $330K | 0.19% |
+2,734
| New | +$330K |
|
196
Intuit
INTU
$187B
| $328K | 0.19% |
3,733
-6,277
| -63% | -$552K |
|
197
Williams Companies
WMB
$69.3B
| $324K | 0.19% |
5,799
-5,660
| -49% | -$316K |
|
198
Capri Holdings
CPRI
$2.44B
| $323K | 0.19% |
+4,531
| New | +$323K |
|
199
Foot Locker
FL
$2.29B
| $323K | 0.19% |
+5,706
| New | +$323K |
|
200
Masco
MAS
$15.7B
| $320K | 0.19% |
15,303
-18,590
| -55% | -$389K |
|