QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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 | |
|---|---|---|---|---|---|---|
451
Masco
MAS
$15.1B
| – | – |
-15,303
| Closed | -$320K |
|
452
McKesson
MCK
$85.9B
| – | – |
-2,688
| Closed | -$527K |
|
453
Mondelez International
MDLZ
$79.3B
| – | – |
-6,730
| Closed | -$230K |
|
454
Medtronic
MDT
$118B
| – | – |
-3,407
| Closed | -$212K |
|
455
Monster Beverage
MNST
$62B
| – | – |
-98,232
| Closed | -$1.5M |
|
456
Marathon Petroleum
MPC
$54.4B
| – | – |
-9,264
| Closed | -$391K |
|
457
Motorola Solutions
MSI
$79B
| – | – |
-7,116
| Closed | -$450K |
|
458
Strategy Inc Common Stock Class A
MSTR
$93.6B
| – | – |
-38,270
| Closed | -$509K |
|
459
Micron Technology
MU
$133B
| – | – |
-19,788
| Closed | -$681K |
|
460
Navient
NAVI
$1.36B
| – | – |
-19,099
| Closed | -$337K |
|
461
Nabors Industries
NBR
$515M
| – | – |
-214
| Closed | -$247K |
|
462
Nasdaq
NDAQ
$53.8B
| – | – |
-14,712
| Closed | -$208K |
|
463
NetApp
NTAP
$23.2B
| – | – |
-11,660
| Closed | -$495K |
|
464
OGE Energy
OGE
$8.92B
| – | – |
-8,585
| Closed | -$319K |
|
465
O-I Glass
OI
$1.92B
| – | – |
-25,873
| Closed | -$692K |
|
466
PepsiCo
PEP
$203B
| – | – |
-2,518
| Closed | -$235K |
|
467
Packaging Corp of America
PKG
$19.2B
| – | – |
-8,271
| Closed | -$536K |
|
468
Post Holdings
POST
$6.03B
| – | – |
-21,889
| Closed | -$487K |
|
469
Perrigo
PRGO
$3.21B
| – | – |
-4,305
| Closed | -$645K |
|
470
Phillips 66
PSX
$52.8B
| – | – |
-11,324
| Closed | -$926K |
|
471
Patterson-UTI
PTEN
$2.13B
| – | – |
-49,515
| Closed | -$1.64M |
|
472
PVH
PVH
$4.1B
| – | – |
-2,125
| Closed | -$260K |
|
473
Regions Financial
RF
$24B
| – | – |
-68,153
| Closed | -$686K |
|
474
Ralph Lauren
RL
$19B
| – | – |
-1,648
| Closed | -$272K |
|
475
ResMed
RMD
$39.4B
| – | – |
-13,888
| Closed | -$694K |
|