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
+$249M
(+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 | |
|---|---|---|---|---|---|---|
76
Rayonier
RYN
$3.98B
| $1.12M | 0.45% |
+39,663
| New | +$1.12M |
|
77
Leidos
LDOS
$23.2B
| $1.12M | 0.45% |
+25,453
| New | +$1.12M |
|
78
Allstate
ALL
$53.6B
| $1.1M | 0.44% |
+15,563
| New | +$1.1M |
|
79
Eli Lilly
LLY
$659B
| $1.09M | 0.44% |
+15,641
| New | +$1.09M |
|
80
Coca-Cola
KO
$297B
| $1.08M | 0.43% |
25,210
+19,242
| +322% | +$822K |
|
81
Tapestry
TPR
$21.4B
| $1.07M | 0.43% |
+28,333
| New | +$1.07M |
|
|
MRO
82
DELISTED
Marathon Oil Corporation
MRO
| $1.06M | 0.42% |
37,195
+19,207
| +107% | +$546K |
|
83
Welltower
WELL
$112B
| $1.05M | 0.42% |
+13,622
| New | +$1.05M |
|
|
SFS
84
DELISTED
Smart & Final Stores, Inc.
SFS
| $1.02M | 0.41% |
+62,329
| New | +$1.02M |
|
|
ROSE
85
DELISTED
ROSETTA RESOURCES INC
ROSE
| $1.02M | 0.41% |
+46,221
| New | +$1.02M |
|
86
Altria Group
MO
$113B
| $1.02M | 0.41% |
20,396
+7,911
| +63% | +$394K |
|
87
TechnipFMC
FTI
$15.4B
| $970K | 0.39% |
+20,499
| New | +$970K |
|
88
Old Dominion Freight Line
ODFL
$31.5B
| $962K | 0.39% |
12,317
+5,932
| +93% | +$463K |
|
89
Canadian Solar
CSIQ
$669M
| $961K | 0.39% |
+40,566
| New | +$961K |
|
|
PARA
90
DELISTED
Paramount Global Class B
PARA
| $959K | 0.39% |
+17,189
| New | +$959K |
|
91
Gilead Sciences
GILD
$140B
| $933K | 0.37% |
+9,774
| New | +$933K |
|
92
Amazon
AMZN
$2.4T
| $920K | 0.37% |
+2,958
| New | +$920K |
|
93
Devon Energy
DVN
$23.1B
| $919K | 0.37% |
15,043
+11,609
| +338% | +$709K |
|
|
CBL
94
DELISTED
CBL& Associates Properties, Inc.
CBL
| $912K | 0.37% |
+46,196
| New | +$912K |
|
|
BAS
95
DELISTED
Basis Energy Services, Inc.
BAS
| $912K | 0.37% |
+129,684
| New | +$912K |
|
|
JWN
96
DELISTED
Nordstrom
JWN
| $907K | 0.36% |
+11,495
| New | +$907K |
|
97
MGIC Investment
MTG
$6.42B
| $906K | 0.36% |
97,460
+86,027
| +752% | +$800K |
|
|
NUVA
98
DELISTED
NuVasive, Inc.
NUVA
| $906K | 0.36% |
18,850
-12,323
| -40% | -$592K |
|
99
Moody's
MCO
$89.4B
| $903K | 0.36% |
9,334
+6,836
| +274% | +$661K |
|
100
Bankunited
BKU
$2.91B
| $900K | 0.36% |
+30,742
| New | +$900K |
|