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
+$77.1M
(+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 | |
|---|---|---|---|---|---|---|
|
BMS
126
DELISTED
Bemis
BMS
| $691K | 0.28% |
+15,118
| New | +$691K |
|
127
Capital One
COF
$142B
| $673K | 0.27% |
+8,096
| New | +$673K |
|
128
ODP
ODP
$637M
| $670K | 0.27% |
7,780
+4,478
| +136% | +$386K |
|
|
BERY
129
DELISTED
Berry Global Group, Inc.
BERY
| $666K | 0.27% |
+22,845
| New | +$666K |
|
|
KNGT
130
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $663K | 0.27% |
+19,538
| New | +$663K |
|
|
INFA
131
DELISTED
INFORMATICA CORP
INFA
| $659K | 0.26% |
+17,140
| New | +$659K |
|
132
Alphabet (Google) Class C
GOOG
$2.79T
| $640K | 0.26% |
23,986
+863
| +4% | +$23K |
|
133
PPG Industries
PPG
$24.6B
| $631K | 0.25% |
+5,450
| New | +$631K |
|
|
ARUN
134
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $631K | 0.25% |
+34,333
| New | +$631K |
|
|
WWAV
135
DELISTED
The WhiteWave Foods Company
WWAV
| $630K | 0.25% |
+17,884
| New | +$630K |
|
136
Steel Dynamics
STLD
$19.1B
| $627K | 0.25% |
31,300
-33,983
| -52% | -$681K |
|
|
TRAK
137
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
| $626K | 0.25% |
+14,065
| New | +$626K |
|
|
PDCE
138
DELISTED
PDC Energy, Inc.
PDCE
| $624K | 0.25% |
15,063
+1,306
| +9% | +$54.1K |
|
139
Assertio
ASRT
$78M
| $620K | 0.25% |
+9,597
| New | +$620K |
|
140
General Motors
GM
$55B
| $619K | 0.25% |
+17,652
| New | +$619K |
|
141
Fortinet
FTNT
$58.7B
| $616K | 0.25% |
99,340
-71,215
| -42% | -$442K |
|
|
KITE
142
DELISTED
Kite Pharma, Inc.
KITE
| $613K | 0.25% |
+10,956
| New | +$613K |
|
143
Groupon
GRPN
$990M
| $603K | 0.24% |
3,666
+2,632
| +255% | +$433K |
|
144
Bank of New York Mellon
BK
$73.8B
| $583K | 0.23% |
+14,213
| New | +$583K |
|
145
Esperion Therapeutics
ESPR
$490M
| $579K | 0.23% |
+14,772
| New | +$579K |
|
146
Century Aluminum
CENX
$2.07B
| $571K | 0.23% |
+23,368
| New | +$571K |
|
|
MIC
147
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $564K | 0.23% |
+7,932
| New | +$564K |
|
|
RDC
148
DELISTED
Rowan Companies Plc
RDC
| $557K | 0.22% |
23,622
-69,927
| -75% | -$1.65M |
|
149
Evercore
EVR
$12.1B
| $552K | 0.22% |
10,472
-16,460
| -61% | -$868K |
|
|
WBMD
150
DELISTED
WebMD Health Corp.
WBMD
| $549K | 0.22% |
+13,795
| New | +$549K |
|