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 | |
|---|---|---|---|---|---|---|
|
CHS
26
DELISTED
Chicos FAS, Inc.
CHS
| $1.07M | 0.76% |
63,097
+35,188
| +126% | +$594K |
|
|
AKS
27
DELISTED
AK Steel Holding Corp.
AKS
| $1.06M | 0.76% |
134,010
+120,696
| +907% | +$956K |
|
|
CODE
28
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
| $999K | 0.72% |
47,844
+19,387
| +68% | +$405K |
|
29
ProAssurance
PRA
$1.22B
| $995K | 0.71% |
22,375
-500
| -2% | -$22.2K |
|
30
HP
HPQ
$27.1B
| $980K | 0.7% |
+28,898
| New | +$980K |
|
31
ArcBest
ARCB
$1.66B
| $973K | 0.7% |
+22,747
| New | +$973K |
|
|
ITG
32
DELISTED
Investment Technology Group Inc
ITG
| $965K | 0.69% |
+58,087
| New | +$965K |
|
33
Assurant
AIZ
$10.8B
| $929K | 0.67% |
+14,168
| New | +$929K |
|
|
FDO
34
DELISTED
FAMILY DOLLAR STORES
FDO
| $928K | 0.67% |
+13,919
| New | +$928K |
|
35
Boeing
BA
$179B
| $906K | 0.65% |
+7,071
| New | +$906K |
|
|
BRSL
36
Brightstar Lottery PLC
BRSL
$3.11B
| $884K | 0.63% |
54,829
+38,784
| +242% | +$625K |
|
37
Ralph Lauren
RL
$18.8B
| $874K | 0.63% |
5,447
+4,048
| +289% | +$650K |
|
|
BRCM
38
DELISTED
BROADCOM CORP CL-A
BRCM
| $867K | 0.62% |
+23,513
| New | +$867K |
|
39
Advanced Energy
AEIS
$5.49B
| $866K | 0.62% |
+45,561
| New | +$866K |
|
40
Booking.com
BKNG
$178B
| $858K | 0.62% |
712
+352
| +98% | +$424K |
|
41
Truist Financial
TFC
$59.9B
| $847K | 0.61% |
+21,564
| New | +$847K |
|
|
ELGX
42
DELISTED
Endologix Inc
ELGX
| $832K | 0.6% |
55,730
+41,011
| +279% | +$612K |
|
43
Citigroup
C
$174B
| $828K | 0.59% |
17,564
+9,713
| +124% | +$458K |
|
44
Northrop Grumman
NOC
$84.4B
| $827K | 0.59% |
6,865
+3,764
| +121% | +$453K |
|
|
RRTS
45
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $825K | 0.59% |
+29,455
| New | +$825K |
|
|
RDC
46
DELISTED
Rowan Companies Plc
RDC
| $825K | 0.59% |
26,075
+14,752
| +130% | +$467K |
|
47
Meta Platforms (Facebook)
META
$1.85T
| $823K | 0.59% |
+12,168
| New | +$823K |
|
|
ADT
48
DELISTED
ADT CORP
ADT
| $815K | 0.58% |
23,500
+14,872
| +172% | +$516K |
|
49
Hartford Financial Services
HIG
$37.1B
| $814K | 0.58% |
22,808
+16,946
| +289% | +$605K |
|
50
Microchip Technology
MCHP
$34.3B
| $814K | 0.58% |
16,727
+8,429
| +102% | +$410K |
|