QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+1.5%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$249M
AUM Growth
+$77.1M
(+45%)
Cap. Flow
+$74M
Cap. Flow
% of AUM
29.73%
Top 10 Holdings %
Top 10 Hldgs %
12.39%
Holding
508
New
217
Increased
55
Reduced
43
Closed
192
Top Buys
| 1 |
WPX
WPX Energy, Inc.
WPX
|
$3.8M |
| 2 |
FMC
FMC
|
$3.47M |
| 3 |
AGN
ALLERGAN INC
AGN
|
$2.87M |
| 4 |
Designer Brands
DBI
|
$2.8M |
| 5 |
CHS
Chicos FAS, Inc.
CHS
|
$2.72M |
Top Sells
| 1 |
DF
Dean Foods Company
DF
|
$2.46M |
| 2 |
JetBlue
JBLU
|
$2.29M |
| 3 |
SLXP
SALIX PHARMACEUTICALS LTD DEL
SLXP
|
$2.22M |
| 4 |
Brink's
BCO
|
$1.81M |
| 5 |
ASNA
Ascena Retail Group, Inc.
ASNA
|
$1.68M |
Sector Composition
| 1 | Industrials | 14.72% |
| 2 | Consumer Discretionary | 13.23% |
| 3 | Energy | 12.36% |
| 4 | Financials | 12.05% |
| 5 | Healthcare | 11.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
VIAB
276
DELISTED
Viacom Inc. Class B
VIAB
| $208K | 0.08% |
2,725
-758
| -22% | -$57.9K |
|
277
ProAssurance
PRA
$1.22B
| $207K | 0.08% |
+4,558
| New | +$207K |
|
278
Steven Madden
SHOO
$2.22B
| $206K | 0.08% |
+9,656
| New | +$206K |
|
279
Boston Scientific
BSX
$160B
| $205K | 0.08% |
15,386
+3,512
| +30% | +$46.8K |
|
280
HSBC
HSBC
$229B
| $205K | 0.08% |
+5,032
| New | +$205K |
|
281
Bread Financial
BFH
$3.06B
| $204K | 0.08% |
893
-613
| -41% | -$140K |
|
282
Edwards Lifesciences
EW
$47.1B
| $204K | 0.08% |
+9,540
| New | +$204K |
|
283
AutoZone
AZO
$71B
| $203K | 0.08% |
+327
| New | +$203K |
|
284
Hilton Worldwide
HLT
$65.3B
| $203K | 0.08% |
+2,588
| New | +$203K |
|
285
Ironwood Pharmaceuticals
IRWD
$184M
| $203K | 0.08% |
+15,936
| New | +$203K |
|
|
JOYY
286
JOYY Inc. American Depositary Shares
JOYY
$3.27B
| $203K | 0.08% |
+3,237
| New | +$203K |
|
|
CHK
287
DELISTED
Chesapeake Energy Corporation
CHK
| $203K | 0.08% |
52
-20
| -28% | -$78.1K |
|
288
Global Indemnity Group
GBLI
$417M
| $202K | 0.08% |
+7,095
| New | +$202K |
|
289
Teva Pharmaceuticals
TEVA
$22.1B
| $202K | 0.08% |
+3,528
| New | +$202K |
|
290
Viatris
VTRS
$12.2B
| $202K | 0.08% |
3,564
-11,412
| -76% | -$647K |
|
|
AVP
291
DELISTED
Avon Products, Inc.
AVP
| $201K | 0.08% |
21,270
-47,483
| -69% | -$449K |
|
|
DDC
292
DELISTED
Dominion Diamond Corporation
DDC
| $201K | 0.08% |
+11,204
| New | +$201K |
|
293
Cognizant
CTSH
$34.8B
| $201K | 0.08% |
+3,789
| New | +$201K |
|
294
Magna International
MGA
$13B
| $201K | 0.08% |
+3,688
| New | +$201K |
|
295
Allison Transmission
ALSN
$7.52B
| $200K | 0.08% |
+5,889
| New | +$200K |
|
296
Radian Group
RDN
$4.77B
| $200K | 0.08% |
+11,943
| New | +$200K |
|
297
Sleep Number
SNBR
$218M
| $200K | 0.08% |
+7,382
| New | +$200K |
|
|
TEN
298
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $200K | 0.08% |
+3,519
| New | +$200K |
|
299
Cadence Design Systems
CDNS
$98.3B
| $198K | 0.08% |
+10,336
| New | +$198K |
|
300
American Eagle Outfitters
AEO
$3.17B
| $187K | 0.08% |
+13,468
| New | +$187K |
|