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 | |
|---|---|---|---|---|---|---|
501
ODP
ODP
$668M
| – | – |
-7,780
| Closed | -$670K |
|
502
ON Semiconductor
ON
$20.1B
| – | – |
-72,556
| Closed | -$735K |
|
503
O'Reilly Automotive
ORLY
$89B
| – | – |
-39,840
| Closed | -$516K |
|
504
Palo Alto Networks
PANW
$130B
| – | – |
-22,626
| Closed | -$459K |
|
505
Pfizer
PFE
$141B
| – | – |
-7,198
| Closed | -$214K |
|
506
PNC Financial Services
PNC
$80.5B
| – | – |
-2,790
| Closed | -$258K |
|
507
PTC Therapeutics
PTCT
$4.55B
| – | – |
-5,212
| Closed | -$274K |
|
508
Regeneron Pharmaceuticals
REGN
$60.8B
| – | – |
-525
| Closed | -$215K |
|
509
Reinsurance Group of America
RGA
$12.8B
| – | – |
-2,387
| Closed | -$211K |
|
510
Rayonier
RYN
$4.12B
| – | – |
-41,683
| Closed | -$1.12M |
|
511
Steven Madden
SHOO
$2.2B
| – | – |
-9,656
| Closed | -$206K |
|
512
Schlumberger
SLB
$53.4B
| – | – |
-5,529
| Closed | -$477K |
|
513
Sleep Number
SNBR
$220M
| – | – |
-7,382
| Closed | -$200K |
|
514
Southern Company
SO
$101B
| – | – |
-4,578
| Closed | -$227K |
|
515
Simon Property Group
SPG
$59.5B
| – | – |
-1,281
| Closed | -$236K |
|
516
SPX Corp
SPXC
$9.28B
| – | – |
-82,819
| Closed | -$1.82M |
|
517
Steris
STE
$24.2B
| – | – |
-5,228
| Closed | -$344K |
|
518
Terex
TEX
$3.47B
| – | – |
-14,634
| Closed | -$414K |
|
519
Interface
TILE
$1.64B
| – | – |
-107,413
| Closed | -$1.79M |
|
|
520
Trinity Industries
TRN
$2.31B
| – | – |
-150,983
| Closed | -$3.06M |
|
521
Voya Financial
VOYA
$7.38B
| – | – |
-12,175
| Closed | -$521K |
|
522
Western Digital
WDC
$31.9B
| – | – |
-8,187
| Closed | -$695K |
|
523
Welltower
WELL
$112B
| – | – |
-13,622
| Closed | -$1.05M |
|
524
Werner Enterprises
WERN
$1.71B
| – | – |
-54,720
| Closed | -$1.71M |
|
525
Whirlpool
WHR
$5.28B
| – | – |
-10,738
| Closed | -$2.09M |
|