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 | |
|---|---|---|---|---|---|---|
1
Conagra Brands
CAG
$9.16B
| $2.04M | 1.46% |
68,681
+42,780
| +165% | +$1.27M |
|
|
ETFC
2
DELISTED
E*Trade Financial Corporation
ETFC
| $1.79M | 1.28% |
+84,141
| New | +$1.79M |
|
|
3
IBM
IBM
$227B
| $1.73M | 1.24% |
9,528
+7,928
| +496% | +$1.44M |
|
|
4
Transocean
RIG
$2.86B
| $1.7M | 1.22% |
+38,173
| New | +$1.7M |
|
|
MRO
5
DELISTED
Marathon Oil Corporation
MRO
| $1.56M | 1.12% |
39,368
+30,364
| +337% | +$1.2M |
|
6
Trinity Industries
TRN
$2.3B
| $1.55M | 1.11% |
35,996
+33,051
| +1,122% | +$1.43M |
|
7
Alphabet (Google) Class C
GOOG
$2.58T
| $1.53M | 1.1% |
2,627
+2,279
| +655% | +$1.33M |
|
8
F5
FFIV
$18B
| $1.53M | 1.1% |
13,789
+9,594
| +229% | +$1.07M |
|
|
SWI
9
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $1.51M | 1.09% |
+39,283
| New | +$1.51M |
|
|
10
PepsiCo
PEP
$204B
| $1.46M | 1.05% |
+16,428
| New | +$1.46M |
|
11
Netflix
NFLX
$513B
| $1.44M | 1.03% |
3,255
+1,325
| +69% | +$586K |
|
12
Honeywell
HON
$139B
| $1.41M | 1.01% |
15,110
+9,778
| +183% | +$911K |
|
|
ANDV
13
DELISTED
Andeavor
ANDV
| $1.39M | 1% |
+23,365
| New | +$1.39M |
|
14
Children's Place
PLCE
$112M
| $1.36M | 0.98% |
+27,558
| New | +$1.36M |
|
|
X
15
DELISTED
US Steel
X
| $1.32M | 0.94% |
+50,639
| New | +$1.32M |
|
16
Intercontinental Exchange
ICE
$101B
| $1.3M | 0.93% |
+6,928
| New | +$1.3M |
|
|
CRR
17
DELISTED
Carbo Ceramics Inc.
CRR
| $1.26M | 0.9% |
8,329
+6,781
| +438% | +$1.02M |
|
18
State Street
STT
$32.6B
| $1.25M | 0.89% |
18,614
+15,203
| +446% | +$1.02M |
|
19
Semtech
SMTC
$5.04B
| $1.23M | 0.88% |
+46,893
| New | +$1.23M |
|
20
Universal Health Services
UHS
$11.6B
| $1.23M | 0.88% |
+12,868
| New | +$1.23M |
|
21
BorgWarner
BWA
$9.25B
| $1.22M | 0.87% |
+18,652
| New | +$1.22M |
|
22
Axos Financial
AX
$5.15B
| $1.2M | 0.86% |
+16,045
| New | +$1.2M |
|
|
YHOO
23
DELISTED
Yahoo Inc
YHOO
| $1.16M | 0.83% |
33,761
+7,453
| +28% | +$255K |
|
24
Archrock
AROC
$4.35B
| $1.14M | 0.82% |
+25,106
| New | +$1.14M |
|
25
Northwest Bancshares
NWBI
$1.85B
| $1.11M | 0.79% |
+81,488
| New | +$1.11M |
|