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 | |
|---|---|---|---|---|---|---|
51
Intuit
INTU
$185B
| $813K | 0.58% |
+10,010
| New | +$813K |
|
|
BERY
52
DELISTED
Berry Global Group, Inc.
BERY
| $813K | 0.58% |
+31,825
| New | +$813K |
|
53
Johnson Controls International
JCI
$69.3B
| $812K | 0.58% |
+16,220
| New | +$812K |
|
54
Carnival Corp
CCL
$42.2B
| $809K | 0.58% |
+21,364
| New | +$809K |
|
|
RHT
55
DELISTED
Red Hat Inc
RHT
| $809K | 0.58% |
14,660
+515
| +4% | +$28.4K |
|
56
Oshkosh
OSK
$8.82B
| $807K | 0.58% |
+14,498
| New | +$807K |
|
57
Southwest Airlines
LUV
$16.9B
| $805K | 0.58% |
+29,660
| New | +$805K |
|
58
TechnipFMC
FTI
$15.4B
| $804K | 0.58% |
13,339
+9,120
| +216% | +$550K |
|
|
MRD
59
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $786K | 0.56% |
+32,705
| New | +$786K |
|
60
Cheniere Energy
LNG
$52.9B
| $774K | 0.55% |
+11,058
| New | +$774K |
|
|
GLBR
61
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $768K | 0.55% |
+51,742
| New | +$768K |
|
62
FedEx
FDX
$52.9B
| $751K | 0.54% |
4,957
+3,169
| +177% | +$480K |
|
|
WFT
63
DELISTED
Weatherford International plc
WFT
| $744K | 0.53% |
32,798
+9,980
| +44% | +$226K |
|
64
Applied Materials
AMAT
$126B
| $737K | 0.53% |
32,811
+14,185
| +76% | +$319K |
|
65
Dick's Sporting Goods
DKS
$16.8B
| $729K | 0.52% |
+15,855
| New | +$729K |
|
66
Abercrombie & Fitch
ANF
$4.38B
| $715K | 0.51% |
+16,616
| New | +$715K |
|
67
Cogent Communications
CCOI
$1.82B
| $712K | 0.51% |
+21,042
| New | +$712K |
|
68
Civitas Resources
CIVI
$3.46B
| $711K | 0.51% |
12,523
+4,272
| +52% | +$243K |
|
69
Northern Trust
NTRS
$24.7B
| $706K | 0.51% |
+10,960
| New | +$706K |
|
70
Halliburton
HAL
$19.3B
| $699K | 0.5% |
9,915
-68
| -0.7% | -$4.79K |
|
|
BBBY
71
DELISTED
Bed Bath & Beyond Inc
BBBY
| $689K | 0.49% |
+12,000
| New | +$689K |
|
|
WBA
72
DELISTED
Walgreens Boots Alliance
WBA
| $687K | 0.49% |
+9,273
| New | +$687K |
|
|
FNSR
73
DELISTED
Finisar Corp
FNSR
| $682K | 0.49% |
34,582
+23,148
| +202% | +$457K |
|
|
BAS
74
DELISTED
Basis Energy Services, Inc.
BAS
| $680K | 0.49% |
23,905
-3,745
| -14% | -$107K |
|
|
NUVA
75
DELISTED
NuVasive, Inc.
NUVA
| $675K | 0.48% |
+19,193
| New | +$675K |
|