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 | |
|---|---|---|---|---|---|---|
26
SLM Corp
SLM
$6.62B
| $1.21M | 0.71% |
140,509
+61,344
| +77% | +$529K |
|
27
Axos Financial
AX
$5.2B
| $1.15M | 0.67% |
62,360
-1,820
| -3% | -$33.5K |
|
28
Apple
AAPL
$3.56T
| $1.13M | 0.66% |
44,912
+18,588
| +71% | +$466K |
|
|
ATHL
29
DELISTED
ATHLON ENERGY INC COM
ATHL
| $1.1M | 0.64% |
18,797
+14,326
| +320% | +$835K |
|
|
NUVA
30
DELISTED
NuVasive, Inc.
NUVA
| $1.09M | 0.64% |
31,173
+11,980
| +62% | +$420K |
|
31
Lam Research
LRCX
$127B
| $1.08M | 0.63% |
143,620
+95,130
| +196% | +$715K |
|
|
HES
32
DELISTED
Hess
HES
| $1.02M | 0.59% |
+10,550
| New | +$1.02M |
|
33
Corning
GLW
$59.7B
| $1.01M | 0.59% |
51,861
+35,317
| +213% | +$690K |
|
|
FRAN
34
DELISTED
Francesca's Holdings Corporation
FRAN
| $984K | 0.57% |
+5,844
| New | +$984K |
|
35
Signet Jewelers
SIG
$3.73B
| $983K | 0.57% |
+8,595
| New | +$983K |
|
36
F5
FFIV
$18.1B
| $980K | 0.57% |
8,229
-5,560
| -40% | -$662K |
|
37
Liberty Global Class C
LBTYK
$4.14B
| $962K | 0.56% |
28,410
+13,534
| +91% | +$458K |
|
|
YELL
38
DELISTED
Yellow Corporation Common Stock
YELL
| $962K | 0.56% |
+46,502
| New | +$962K |
|
39
Cheesecake Factory
CAKE
$3.04B
| $954K | 0.56% |
+20,756
| New | +$954K |
|
40
NextEra Energy, Inc.
NEE
$146B
| $951K | 0.55% |
+40,648
| New | +$951K |
|
41
Oracle
ORCL
$626B
| $951K | 0.55% |
+24,733
| New | +$951K |
|
42
AGCO
AGCO
$8.19B
| $945K | 0.55% |
+20,560
| New | +$945K |
|
43
Comcast
CMCSA
$125B
| $933K | 0.54% |
+34,518
| New | +$933K |
|
|
APC
44
DELISTED
Anadarko Petroleum
APC
| $930K | 0.54% |
8,954
+3,415
| +62% | +$355K |
|
45
Phillips 66
PSX
$53.2B
| $926K | 0.54% |
+11,324
| New | +$926K |
|
46
Trane Technologies
TT
$91.9B
| $919K | 0.53% |
16,092
+8,754
| +119% | +$500K |
|
|
AAN.A
47
DELISTED
AARON'S INC CL-A
AAN.A
| $919K | 0.53% |
+37,476
| New | +$919K |
|
48
Honeywell
HON
$137B
| $906K | 0.53% |
10,165
-5,684
| -36% | -$507K |
|
49
Skyworks Solutions
SWKS
$11.1B
| $906K | 0.53% |
15,479
+10,668
| +222% | +$624K |
|
|
B
50
DELISTED
Barnes Group Inc.
B
| $903K | 0.53% |
+29,298
| New | +$903K |
|