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 | |
|---|---|---|---|---|---|---|
476
Sherwin-Williams
SHW
$90.5B
| – | – |
-5,391
| Closed | -$398K |
|
477
SLM Corp
SLM
$6.44B
| – | – |
-140,509
| Closed | -$1.21M |
|
478
Sempra
SRE
$53.7B
| – | – |
-11,138
| Closed | -$584K |
|
479
Constellation Brands
STZ
$25.8B
| – | – |
-6,727
| Closed | -$582K |
|
480
Suncor Energy
SU
$49.3B
| – | – |
-23,978
| Closed | -$867K |
|
481
Skyworks Solutions
SWKS
$10.9B
| – | – |
-15,479
| Closed | -$906K |
|
482
Molson Coors Class B
TAP
$9.85B
| – | – |
-8,132
| Closed | -$604K |
|
483
Tidewater
TDW
$2.79B
| – | – |
-455
| Closed | -$588K |
|
|
TGI
484
DELISTED
Triumph Group
TGI
| – | – |
-8,648
| Closed | -$567K |
|
485
Tenet Healthcare
THC
$16.5B
| – | – |
-4,174
| Closed | -$253K |
|
486
TJX Companies
TJX
$155B
| – | – |
-26,918
| Closed | -$804K |
|
487
Titan International
TWI
$553M
| – | – |
-15,279
| Closed | -$191K |
|
488
Union Pacific
UNP
$132B
| – | – |
-4,467
| Closed | -$485K |
|
489
United Rentals
URI
$60.8B
| – | – |
-12,135
| Closed | -$1.36M |
|
490
US Bancorp
USB
$75.5B
| – | – |
-11,842
| Closed | -$495K |
|
|
LTM
491
DELISTED
LIFE TIME FITNESS INC
LTM
| – | – |
-12,746
| Closed | -$648K |
|
492
United Therapeutics
UTHR
$17.7B
| – | – |
-3,276
| Closed | -$435K |
|
493
Veeco
VECO
$1.42B
| – | – |
-13,202
| Closed | -$468K |
|
494
Viavi Solutions
VIAV
$2.57B
| – | – |
-106,874
| Closed | -$787K |
|
495
Vulcan Materials
VMC
$38.1B
| – | – |
-4,662
| Closed | -$283K |
|
|
VRE
496
Veris Residential
VRE
$1.47B
| – | – |
-86,051
| Closed | -$1.67M |
|
497
VeriSign
VRSN
$25.6B
| – | – |
-3,992
| Closed | -$220K |
|
498
NCR Voyix
VYX
$1.76B
| – | – |
-11,650
| Closed | -$240K |
|
499
Waters Corp
WAT
$17.3B
| – | – |
-5,910
| Closed | -$591K |
|
500
Williams Companies
WMB
$70.5B
| – | – |
-5,799
| Closed | -$324K |
|