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 | |
|---|---|---|---|---|---|---|
126
Invesco
IVZ
$9.81B
| $967K | 0.26% |
24,181
-45,513
| -65% | -$1.82M |
|
127
AutoNation
AN
$8.55B
| $960K | 0.26% |
+14,895
| New | +$960K |
|
128
G-III Apparel Group
GIII
$1.12B
| $959K | 0.26% |
+17,050
| New | +$959K |
|
129
Procter & Gamble
PG
$375B
| $953K | 0.26% |
+11,524
| New | +$953K |
|
130
Viatris
VTRS
$12.2B
| $952K | 0.26% |
15,866
+12,302
| +345% | +$738K |
|
|
RRTS
131
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $949K | 0.26% |
+1,507
| New | +$949K |
|
132
Teva Pharmaceuticals
TEVA
$21.7B
| $946K | 0.26% |
15,126
+11,598
| +329% | +$725K |
|
133
Bristol-Myers Squibb
BMY
$96B
| $944K | 0.26% |
14,354
-8,466
| -37% | -$557K |
|
134
Ameriprise Financial
AMP
$46.1B
| $934K | 0.26% |
+7,131
| New | +$934K |
|
135
Kinder Morgan
KMI
$59.1B
| $928K | 0.25% |
+22,063
| New | +$928K |
|
|
MON
136
DELISTED
Monsanto Co
MON
| $906K | 0.25% |
7,993
+5,745
| +256% | +$651K |
|
137
Charles Schwab
SCHW
$167B
| $862K | 0.24% |
28,342
+10,875
| +62% | +$331K |
|
|
VA
138
DELISTED
Virgin America Inc.
VA
| $823K | 0.23% |
+26,310
| New | +$823K |
|
|
PTLA
139
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $819K | 0.22% |
+21,342
| New | +$819K |
|
140
Canadian Solar
CSIQ
$748M
| $817K | 0.22% |
24,500
-16,066
| -40% | -$536K |
|
141
JPMorgan Chase
JPM
$809B
| $817K | 0.22% |
+13,406
| New | +$817K |
|
142
Five Below
FIVE
$8.46B
| $811K | 0.22% |
+22,825
| New | +$811K |
|
143
Electronic Arts
EA
$42.2B
| $801K | 0.22% |
+13,517
| New | +$801K |
|
144
Target
TGT
$42.3B
| $798K | 0.22% |
+9,717
| New | +$798K |
|
145
Bloomin' Brands
BLMN
$605M
| $797K | 0.22% |
+32,836
| New | +$797K |
|
|
MDRX
146
DELISTED
Veradigm Inc. Common Stock
MDRX
| $790K | 0.22% |
+66,374
| New | +$790K |
|
|
DBD
147
DELISTED
Diebold Nixdorf Incorporated
DBD
| $785K | 0.21% |
+22,269
| New | +$785K |
|
148
American Eagle Outfitters
AEO
$3.26B
| $775K | 0.21% |
45,216
+31,748
| +236% | +$544K |
|
149
Hartford Financial Services
HIG
$37B
| $775K | 0.21% |
18,292
+236
| +1% | +$10K |
|
|
PACW
150
DELISTED
PacWest Bancorp
PACW
| $775K | 0.21% |
+16,663
| New | +$775K |
|