QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+7.92%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$124M
AUM Growth
–
Cap. Flow
+$124M
Cap. Flow
% of AUM
100%
Top 10 Holdings %
Top 10 Hldgs %
16.66%
Holding
198
New
198
Increased
–
Reduced
–
Closed
–
Top Buys
| 1 |
PG&E
PCG
|
$3.52M |
| 2 |
PVA
PENN VIRGINIA CORP
PVA
|
$3.12M |
| 3 |
Eastman Chemical
EMN
|
$2.07M |
| 4 |
Philip Morris
PM
|
$1.85M |
| 5 |
GTAT
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
|
$1.84M |
Top Sells
No sells this quarter
Sector Composition
| 1 | Energy | 18.35% |
| 2 | Consumer Discretionary | 16.82% |
| 3 | Healthcare | 8.64% |
| 4 | Technology | 7.49% |
| 5 | Utilities | 7.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
101
IBM
IBM
$230B
| $427K | 0.35% |
+2,398
| New | +$427K |
|
102
Wells Fargo
WFC
$262B
| $420K | 0.34% |
+9,226
| New | +$420K |
|
103
Enerpac Tool Group
EPAC
$2.29B
| $413K | 0.33% |
+11,328
| New | +$413K |
|
104
McKesson
MCK
$86B
| $411K | 0.33% |
+2,555
| New | +$411K |
|
105
Regions Financial
RF
$24.4B
| $411K | 0.33% |
+41,720
| New | +$411K |
|
106
Teradyne
TER
$19B
| $411K | 0.33% |
+23,373
| New | +$411K |
|
107
Western Digital
WDC
$31.4B
| $411K | 0.33% |
+6,499
| New | +$411K |
|
|
TIBX
108
DELISTED
TIBCO SOFTWARE INC
TIBX
| $410K | 0.33% |
+18,074
| New | +$410K |
|
109
W.R. Berkley
WRB
$27.7B
| $409K | 0.33% |
+31,938
| New | +$409K |
|
|
FWLT
110
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
| $409K | 0.33% |
+12,531
| New | +$409K |
|
111
Goldman Sachs
GS
$227B
| $407K | 0.33% |
+2,313
| New | +$407K |
|
112
Starwood Property Trust
STWD
$7.52B
| $407K | 0.33% |
+18,396
| New | +$407K |
|
113
Coca-Cola
KO
$294B
| $406K | 0.33% |
+9,879
| New | +$406K |
|
114
Microchip Technology
MCHP
$34.8B
| $406K | 0.33% |
+18,250
| New | +$406K |
|
|
APC
115
DELISTED
Anadarko Petroleum
APC
| $405K | 0.33% |
+5,115
| New | +$405K |
|
|
TYC
116
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $405K | 0.33% |
+9,404
| New | +$405K |
|
117
Accuray
ARAY
$170M
| $404K | 0.33% |
+46,674
| New | +$404K |
|
118
Huntington Bancshares
HBAN
$26.1B
| $404K | 0.33% |
+42,194
| New | +$404K |
|
|
FGL
119
DELISTED
Fidelity & Guaranty Life
FGL
| $403K | 0.33% |
+21,446
| New | +$403K |
|
120
Diamondback Energy
FANG
$41.3B
| $403K | 0.33% |
+7,764
| New | +$403K |
|
|
PXD
121
DELISTED
Pioneer Natural Resource Co.
PXD
| $403K | 0.33% |
+2,207
| New | +$403K |
|
122
Coterra Energy
CTRA
$18.6B
| $402K | 0.33% |
+10,372
| New | +$402K |
|
123
Home Depot
HD
$410B
| $402K | 0.33% |
+4,905
| New | +$402K |
|
|
GDP
124
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $400K | 0.32% |
+23,973
| New | +$400K |
|
125
Prothena Corp
PRTA
$442M
| $388K | 0.31% |
+14,551
| New | +$388K |
|