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 | |
|---|---|---|---|---|---|---|
|
ALXN
101
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $1.15M | 0.31% |
6,429
+4,166
| +184% | +$746K |
|
102
Valero Energy
VLO
$48.3B
| $1.15M | 0.31% |
+18,039
| New | +$1.15M |
|
103
Baxter International
BAX
$12.1B
| $1.14M | 0.31% |
30,695
+25,185
| +457% | +$939K |
|
|
SCTY
104
DELISTED
SolarCity Corporation
SCTY
| $1.14M | 0.31% |
22,575
+17,623
| +356% | +$891K |
|
105
SPDR S&P 500 ETF Trust
SPY
$662B
| $1.14M | 0.31% |
+5,500
| New | +$1.14M |
|
|
ANN
106
DELISTED
ANN INC
ANN
| $1.14M | 0.31% |
+27,527
| New | +$1.14M |
|
107
Signet Jewelers
SIG
$3.73B
| $1.14M | 0.31% |
8,136
+2,261
| +38% | +$316K |
|
108
Alphabet (Google) Class C
GOOG
$2.81T
| $1.14M | 0.31% |
40,711
+16,725
| +70% | +$467K |
|
|
BERY
109
DELISTED
Berry Global Group, Inc.
BERY
| $1.13M | 0.31% |
33,870
+11,025
| +48% | +$368K |
|
110
General Dynamics
GD
$86.7B
| $1.13M | 0.31% |
8,219
+1,791
| +28% | +$245K |
|
111
Golar LNG
GLNG
$4.49B
| $1.12M | 0.31% |
33,854
-27,150
| -45% | -$900K |
|
112
D.R. Horton
DHI
$52.7B
| $1.09M | 0.3% |
+38,873
| New | +$1.09M |
|
|
WIN
113
DELISTED
Windstream Holdings Inc
WIN
| $1.08M | 0.3% |
18,598
+15,132
| +437% | +$880K |
|
114
Orion
OEC
$579M
| $1.07M | 0.29% |
58,732
+29,654
| +102% | +$539K |
|
115
Coterra Energy
CTRA
$18.6B
| $1.05M | 0.29% |
+35,985
| New | +$1.05M |
|
|
LXK
116
DELISTED
Lexmark Intl Inc
LXK
| $1.05M | 0.29% |
+24,396
| New | +$1.05M |
|
117
Tapestry
TPR
$22B
| $1.05M | 0.29% |
25,144
-3,189
| -11% | -$133K |
|
118
Aptiv
APTV
$17.5B
| $1.03M | 0.28% |
+12,982
| New | +$1.03M |
|
|
WBC
119
DELISTED
WABCO HOLDINGS INC.
WBC
| $1.02M | 0.28% |
8,334
+6,311
| +312% | +$773K |
|
|
SFS
120
DELISTED
Smart & Final Stores, Inc.
SFS
| $1M | 0.27% |
56,680
-5,649
| -9% | -$100K |
|
121
Fortinet
FTNT
$58.6B
| $997K | 0.27% |
141,790
+42,450
| +43% | +$298K |
|
|
CRR
122
DELISTED
Carbo Ceramics Inc.
CRR
| $993K | 0.27% |
32,676
-9,748
| -23% | -$296K |
|
|
LLTC
123
DELISTED
Linear Technology Corp
LLTC
| $990K | 0.27% |
+20,839
| New | +$990K |
|
124
Chubb
CB
$112B
| $976K | 0.27% |
+8,698
| New | +$976K |
|
125
Jefferies Financial Group
JEF
$13.4B
| $974K | 0.27% |
+48,681
| New | +$974K |
|