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 | |
|---|---|---|---|---|---|---|
101
General Dynamics
GD
$87.3B
| $895K | 0.36% |
+6,428
| New | +$895K |
|
|
YELL
102
DELISTED
Yellow Corporation Common Stock
YELL
| $889K | 0.36% |
39,070
-7,432
| -16% | -$169K |
|
103
Lear
LEA
$5.85B
| $880K | 0.35% |
8,900
+3,784
| +74% | +$374K |
|
104
Deere & Co
DE
$129B
| $860K | 0.35% |
+9,623
| New | +$860K |
|
105
EOG Resources
EOG
$68.8B
| $856K | 0.34% |
+9,245
| New | +$856K |
|
|
HOT
106
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $813K | 0.33% |
+10,005
| New | +$813K |
|
107
Danaher
DHR
$146B
| $795K | 0.32% |
+9,220
| New | +$795K |
|
108
Xoma
XOMA
$420M
| $792K | 0.32% |
+220,803
| New | +$792K |
|
|
LQ
109
DELISTED
La Quinta Holdings Inc.
LQ
| $782K | 0.31% |
35,477
+17,534
| +98% | +$386K |
|
110
Signet Jewelers
SIG
$3.72B
| $772K | 0.31% |
5,875
-2,720
| -32% | -$357K |
|
111
Genworth Financial
GNW
$3.47B
| $769K | 0.31% |
+89,887
| New | +$769K |
|
112
Best Buy
BBY
$15.7B
| $764K | 0.31% |
+19,438
| New | +$764K |
|
113
International Flavors & Fragrances
IFF
$17.1B
| $763K | 0.31% |
+7,450
| New | +$763K |
|
114
Hartford Financial Services
HIG
$37.1B
| $762K | 0.31% |
+18,056
| New | +$762K |
|
115
Idexx Laboratories
IDXX
$51.2B
| $754K | 0.3% |
+5,034
| New | +$754K |
|
116
Angi Inc
ANGI
$779M
| $747K | 0.3% |
+118,791
| New | +$747K |
|
117
Tyson Foods
TSN
$20.1B
| $741K | 0.3% |
18,382
-810
| -4% | -$32.7K |
|
|
PPS
118
DELISTED
Post Properties
PPS
| $740K | 0.3% |
+12,492
| New | +$740K |
|
119
ON Semiconductor
ON
$20B
| $735K | 0.3% |
+72,556
| New | +$735K |
|
|
GNC
120
DELISTED
GNC Holdings, Inc.
GNC
| $727K | 0.29% |
+15,425
| New | +$727K |
|
121
Cogent Communications
CCOI
$1.82B
| $721K | 0.29% |
+20,507
| New | +$721K |
|
122
KB Home
KBH
$4.27B
| $718K | 0.29% |
44,003
-12,684
| -22% | -$207K |
|
|
SPN
123
DELISTED
Superior Energy Services, Inc.
SPN
| $696K | 0.28% |
33,944
+27,447
| +422% | +$563K |
|
124
Western Digital
WDC
$28.4B
| $695K | 0.28% |
+6,188
| New | +$695K |
|
|
NRF
125
DELISTED
NorthStar Realty Finance Corp.
NRF
| $693K | 0.28% |
39,257
+19,533
| +99% | +$345K |
|