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
+$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 | |
|---|---|---|---|---|---|---|
351
Leidos
LDOS
$22.8B
| – | – |
-10,296
| Closed | -$360K |
|
352
Leggett & Platt
LEG
$1.28B
| – | – |
-12,604
| Closed | -$407K |
|
353
L3Harris
LHX
$51.1B
| – | – |
-7,855
| Closed | -$566K |
|
354
Lockheed Martin
LMT
$105B
| – | – |
-5,087
| Closed | -$817K |
|
355
Lincoln National
LNC
$8.21B
| – | – |
-4,811
| Closed | -$244K |
|
356
Louisiana-Pacific
LPX
$6.48B
| – | – |
-32,423
| Closed | -$537K |
|
357
LXP Industrial Trust
LXP
$2.66B
| – | – |
-55,892
| Closed | -$605K |
|
358
McDonald's
MCD
$226B
| – | – |
-4,310
| Closed | -$419K |
|
359
MetLife
MET
$53.6B
| – | – |
-4,854
| Closed | -$227K |
|
360
Manitowoc
MTW
$351M
| – | – |
-7,474
| Closed | -$209K |
|
361
Norwegian Cruise Line
NCLH
$11.5B
| – | – |
-14,740
| Closed | -$469K |
|
362
Nasdaq
NDAQ
$53.8B
| – | – |
-18,237
| Closed | -$223K |
|
363
Northern Oil and Gas
NOG
$2.5B
| – | – |
-1,379
| Closed | -$200K |
|
364
News Corp Class A
NWSA
$16.3B
| – | – |
-18,250
| Closed | -$311K |
|
365
ON Semiconductor
ON
$19.5B
| – | – |
-55,799
| Closed | -$513K |
|
366
Pitney Bowes
PBI
$2.07B
| – | – |
-35,483
| Closed | -$906K |
|
367
Puma Biotechnology
PBYI
$258M
| – | – |
-4,677
| Closed | -$486K |
|
368
Philip Morris
PM
$254B
| – | – |
-4,240
| Closed | -$345K |
|
369
Progress Software
PRGS
$1.93B
| – | – |
-28,570
| Closed | -$609K |
|
370
Prothena Corp
PRTA
$452M
| – | – |
-10,260
| Closed | -$377K |
|
371
Prudential Financial
PRU
$37.8B
| – | – |
-5,836
| Closed | -$494K |
|
372
Phillips 66
PSX
$52.8B
| – | – |
-3,893
| Closed | -$298K |
|
373
PVH
PVH
$4.1B
| – | – |
-1,762
| Closed | -$218K |
|
374
Ryder
R
$7.59B
| – | – |
-7,592
| Closed | -$598K |
|
375
Royal Gold
RGLD
$11.9B
| – | – |
-8,336
| Closed | -$529K |
|