QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
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 | |
|---|---|---|---|---|---|---|
151
Keurig Dr Pepper
KDP
$39.7B
| $538K | 0.22% |
7,400
-15,907
| -68% | -$1.16M |
|
152
Lam Research
LRCX
$127B
| $537K | 0.22% |
67,190
-76,430
| -53% | -$611K |
|
|
HES
153
DELISTED
Hess
HES
| $536K | 0.22% |
7,240
-3,310
| -31% | -$245K |
|
|
RICE
154
DELISTED
Rice Energy Inc.
RICE
| $536K | 0.22% |
+25,424
| New | +$536K |
|
|
BIG
155
DELISTED
Big Lots, Inc.
BIG
| $534K | 0.21% |
+13,297
| New | +$534K |
|
156
Charles Schwab
SCHW
$177B
| $530K | 0.21% |
17,467
+5,787
| +50% | +$176K |
|
|
157
JetBlue
JBLU
$1.85B
| $530K | 0.21% |
33,338
-143,907
| -81% | -$2.29M |
|
158
Cardinal Health
CAH
$35.7B
| $528K | 0.21% |
+6,450
| New | +$528K |
|
159
Voya Financial
VOYA
$7.48B
| $521K | 0.21% |
12,175
-4,774
| -28% | -$204K |
|
|
AIV
160
Aimco
AIV
$1.11B
| $519K | 0.21% |
+102,671
| New | +$519K |
|
161
O'Reilly Automotive
ORLY
$89.1B
| $516K | 0.21% |
+39,840
| New | +$516K |
|
|
GPOR
162
DELISTED
Gulfport Energy Corp.
GPOR
| $516K | 0.21% |
12,336
+664
| +6% | +$27.8K |
|
163
KeyCorp
KEY
$21B
| $512K | 0.21% |
36,312
-26,157
| -42% | -$369K |
|
164
Liberty Global Class C
LBTYK
$4.14B
| $507K | 0.2% |
12,907
-15,503
| -55% | -$609K |
|
165
Kroger
KR
$44.9B
| $505K | 0.2% |
+15,644
| New | +$505K |
|
166
Stryker
SYK
$151B
| $499K | 0.2% |
+5,240
| New | +$499K |
|
167
Orion
OEC
$579M
| $494K | 0.2% |
+29,078
| New | +$494K |
|
168
Halliburton
HAL
$19.2B
| $491K | 0.2% |
+12,491
| New | +$491K |
|
|
BLOX
169
DELISTED
Infoblox Inc
BLOX
| $479K | 0.19% |
+23,504
| New | +$479K |
|
170
Schlumberger
SLB
$53.7B
| $477K | 0.19% |
+5,529
| New | +$477K |
|
|
AAMI
171
Acadian Asset Management Inc.
AAMI
$1.8B
| $472K | 0.19% |
+29,035
| New | +$472K |
|
172
Trane Technologies
TT
$91.9B
| $464K | 0.19% |
7,269
-8,823
| -55% | -$563K |
|
173
Popular Inc
BPOP
$8.59B
| $462K | 0.19% |
+13,576
| New | +$462K |
|
174
Palo Alto Networks
PANW
$129B
| $459K | 0.18% |
+22,626
| New | +$459K |
|
|
UMPQ
175
DELISTED
Umpqua Holdings Corp
UMPQ
| $459K | 0.18% |
+26,502
| New | +$459K |
|