QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+4.04%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$122M
AUM Growth
+$122M
(-1.4%)
Cap. Flow
-$5.95M
Cap. Flow
% of AUM
-4.88%
Top 10 Holdings %
Top 10 Hldgs %
10.81%
Holding
398
New
200
Increased
26
Reduced
46
Closed
126
Top Buys
| 1 |
SUNE
SUNEDISON, INC COM
SUNE
|
$1.89M |
| 2 |
Align Technology
ALGN
|
$1.57M |
| 3 |
ARRS
ARRIS International plc Ordinary Shares
ARRS
|
$1.43M |
| 4 |
MNK
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
|
$1.31M |
| 5 |
RBCN
Rubicon Technology, Inc.
RBCN
|
$1.26M |
Top Sells
| 1 |
PVA
PENN VIRGINIA CORP
PVA
|
$5.21M |
| 2 |
PG&E
PCG
|
$3.46M |
| 3 |
GTAT
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
|
$1.84M |
| 4 |
Eastman Chemical
EMN
|
$1.73M |
| 5 |
HES
Hess
HES
|
$1.65M |
Sector Composition
| 1 | Technology | 14.27% |
| 2 | Industrials | 12.49% |
| 3 | Healthcare | 12.38% |
| 4 | Financials | 11.47% |
| 5 | Energy | 11.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
276
American Electric Power
AEP
$58.9B
| – | – |
-17,035
| Closed | -$795K |
|
277
American International
AIG
$44.9B
| – | – |
-13,201
| Closed | -$675K |
|
|
AIV
278
Aimco
AIV
$1.1B
| – | – |
-20,016
| Closed | -$522K |
|
279
Expedia Group
EXPE
$26.2B
| – | – |
-4,060
| Closed | -$281K |
|
280
Diamondback Energy
FANG
$43.4B
| – | – |
-7,764
| Closed | -$403K |
|
281
Freeport-McMoran
FCX
$64.5B
| – | – |
-20,229
| Closed | -$762K |
|
282
Guess, Inc.
GES
$879M
| – | – |
-11,966
| Closed | -$375K |
|
283
Gaming and Leisure Properties
GLPI
$13.5B
| – | – |
-5,156
| Closed | -$261K |
|
284
Garmin
GRMN
$45.1B
| – | – |
-5,121
| Closed | -$239K |
|
285
Goldman Sachs
GS
$221B
| – | – |
-2,313
| Closed | -$407K |
|
286
Huntington Bancshares
HBAN
$25.8B
| – | – |
-42,194
| Closed | -$404K |
|
287
Home Depot
HD
$404B
| – | – |
-4,905
| Closed | -$402K |
|
|
HES
288
DELISTED
Hess
HES
| – | – |
-20,010
| Closed | -$1.65M |
|
289
HP
HPQ
$27.1B
| – | – |
-37,695
| Closed | -$1.06M |
|
290
Hormel Foods
HRL
$13.8B
| – | – |
-17,774
| Closed | -$802K |
|
291
H&R Block
HRB
$6.74B
| – | – |
-20,471
| Closed | -$596K |
|
292
Hershey
HSY
$37.7B
| – | – |
-3,872
| Closed | -$378K |
|
293
Intrepid Potash
IPI
$405M
| – | – |
-10,575
| Closed | -$167K |
|
294
Itron
ITRI
$5.53B
| – | – |
-17,953
| Closed | -$744K |
|
295
Kilroy Realty
KRC
$4.85B
| – | – |
-30,210
| Closed | -$1.52M |
|
296
Lennar Class A
LEN
$34.4B
| – | – |
-8,403
| Closed | -$334K |
|
297
Cheniere Energy
LNG
$52.9B
| – | – |
-11,486
| Closed | -$495K |
|
298
Light & Wonder
LNW
$7.41B
| – | – |
-88,042
| Closed | -$1.48M |
|
299
Lowe's Companies
LOW
$145B
| – | – |
-20,210
| Closed | -$995K |
|
300
McKesson
MCK
$86B
| – | – |
-2,555
| Closed | -$411K |
|