QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+2.59%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$366M
AUM Growth
+$117M
(+47%)
Cap. Flow
+$114M
Cap. Flow
% of AUM
31.18%
Top 10 Holdings %
Top 10 Hldgs %
12.29%
Holding
561
New
245
Increased
96
Reduced
67
Closed
153
Top Buys
| 1 |
RDC
Rowan Companies Plc
RDC
|
+$5.77M |
| 2 |
VIAB
Viacom Inc. Class B
VIAB
|
+$4.78M |
| 3 |
Eastman Chemical
EMN
|
+$4.34M |
| 4 |
Patterson-UTI
PTEN
|
+$3.87M |
| 5 |
GPOR
Gulfport Energy Corp.
GPOR
|
+$3.7M |
Top Sells
| 1 |
WPX
WPX Energy, Inc.
WPX
|
+$3.8M |
| 2 |
AGN
ALLERGAN INC
AGN
|
+$3.44M |
| 3 |
FedEx
FDX
|
+$3.22M |
| 4 |
FMC
FMC
|
+$3.06M |
| 5 |
Trinity Industries
TRN
|
+$3.06M |
Sector Composition
| 1 | Financials | 12.99% |
| 2 | Healthcare | 12.98% |
| 3 | Consumer Discretionary | 12.04% |
| 4 | Industrials | 11.12% |
| 5 | Energy | 10.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
376
Carnival Corp
CCL
$42.5B
| $225K | 0.06% |
+4,721
| New | +$225K |
|
|
TWX
377
DELISTED
Time Warner Inc
TWX
| $224K | 0.06% |
2,632
-1,014
| -28% | -$86.3K |
|
378
ManpowerGroup
MAN
$1.75B
| $223K | 0.06% |
+2,561
| New | +$223K |
|
379
Amazon
AMZN
$2.46T
| $222K | 0.06% |
11,920
-47,240
| -80% | -$880K |
|
380
Western Union
WU
$2.73B
| $221K | 0.06% |
+10,684
| New | +$221K |
|
381
Brink's
BCO
$4.76B
| $218K | 0.06% |
+7,789
| New | +$218K |
|
382
Century Aluminum
CENX
$2.09B
| $218K | 0.06% |
14,990
-8,378
| -36% | -$122K |
|
383
EOG Resources
EOG
$65.7B
| $218K | 0.06% |
2,365
-6,880
| -74% | -$634K |
|
384
MSC Industrial Direct
MSM
$5.1B
| $218K | 0.06% |
+3,017
| New | +$218K |
|
|
SNDK
385
DELISTED
SANDISK CORP
SNDK
| $218K | 0.06% |
3,354
-10,295
| -75% | -$669K |
|
|
BCR
386
DELISTED
CR Bard Inc.
BCR
| $218K | 0.06% |
+1,287
| New | +$218K |
|
|
FNFG
387
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $216K | 0.06% |
+24,352
| New | +$216K |
|
388
Cigna
CI
$80.7B
| $213K | 0.06% |
+1,644
| New | +$213K |
|
389
Newmont
NEM
$86.2B
| $213K | 0.06% |
+9,683
| New | +$213K |
|
390
Thermo Fisher Scientific
TMO
$180B
| $208K | 0.06% |
+1,548
| New | +$208K |
|
391
Cirrus Logic
CRUS
$5.78B
| $206K | 0.06% |
+6,207
| New | +$206K |
|
|
HES
392
DELISTED
Hess
HES
| $206K | 0.06% |
3,008
-4,232
| -58% | -$290K |
|
|
BWLD
393
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $206K | 0.06% |
+1,126
| New | +$206K |
|
394
Helix Energy Solutions
HLX
$923M
| $201K | 0.05% |
+13,443
| New | +$201K |
|
395
Perrigo
PRGO
$3.04B
| $201K | 0.05% |
+1,212
| New | +$201K |
|
396
Bank of America
BAC
$371B
| $183K | 0.05% |
11,810
-105,164
| -90% | -$1.63M |
|
|
BRCD
397
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $174K | 0.05% |
+14,768
| New | +$174K |
|
398
Gray Television
GTN
$579M
| $173K | 0.05% |
+12,454
| New | +$173K |
|
399
SunCoke Energy
SXC
$656M
| $173K | 0.05% |
+11,566
| New | +$173K |
|
400
Viavi Solutions
VIAV
$2.66B
| $145K | 0.04% |
+19,479
| New | +$145K |
|