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 | |
|---|---|---|---|---|---|---|
|
SPLS
151
DELISTED
Staples Inc
SPLS
| $759K | 0.21% |
+45,838
| New | +$759K |
|
|
ARRS
152
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $756K | 0.21% |
+26,053
| New | +$756K |
|
153
Insulet
PODD
$24.5B
| $749K | 0.2% |
+21,839
| New | +$749K |
|
|
CRZO
154
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $740K | 0.2% |
14,842
+8,058
| +119% | +$402K |
|
155
Guess, Inc.
GES
$878M
| $737K | 0.2% |
39,236
+28,202
| +256% | +$530K |
|
|
WWAV
156
DELISTED
The WhiteWave Foods Company
WWAV
| $717K | 0.2% |
16,071
-1,813
| -10% | -$80.9K |
|
157
Sempra
SRE
$52.9B
| $716K | 0.2% |
+13,086
| New | +$716K |
|
158
Arthur J. Gallagher & Co
AJG
$76.7B
| $710K | 0.19% |
15,049
+9,891
| +192% | +$467K |
|
|
BKS
159
DELISTED
Barnes & Noble
BKS
| $710K | 0.19% |
45,678
+25,896
| +131% | +$403K |
|
160
Equity Residential
EQR
$25.5B
| $702K | 0.19% |
+8,900
| New | +$702K |
|
|
MJN
161
DELISTED
Mead Johnson Nutrition Company
MJN
| $702K | 0.19% |
+6,910
| New | +$702K |
|
162
Gilead Sciences
GILD
$143B
| $695K | 0.19% |
6,974
-2,800
| -29% | -$279K |
|
163
Old Dominion Freight Line
ODFL
$31.7B
| $685K | 0.19% |
26,529
-10,422
| -28% | -$269K |
|
|
STRZA
164
DELISTED
Starz - Series A
STRZA
| $670K | 0.18% |
+19,670
| New | +$670K |
|
165
Northrop Grumman
NOC
$83.2B
| $663K | 0.18% |
4,073
+1,551
| +61% | +$252K |
|
|
PVTB
166
DELISTED
PrivateBancorp Inc
PVTB
| $657K | 0.18% |
+18,557
| New | +$657K |
|
|
LCI
167
DELISTED
Lannett Company, Inc.
LCI
| $655K | 0.18% |
2,411
+541
| +29% | +$147K |
|
|
KING
168
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $655K | 0.18% |
41,032
+22,013
| +116% | +$351K |
|
169
US Bancorp
USB
$75.9B
| $646K | 0.18% |
+14,763
| New | +$646K |
|
|
PDCE
170
DELISTED
PDC Energy, Inc.
PDCE
| $644K | 0.18% |
11,809
-3,254
| -22% | -$177K |
|
|
DFS
171
DELISTED
Discover Financial Services
DFS
| $635K | 0.17% |
+11,180
| New | +$635K |
|
|
WMGI
172
DELISTED
Wright Medical Group Inc
WMGI
| $631K | 0.17% |
+24,426
| New | +$631K |
|
173
Booking.com
BKNG
$178B
| $619K | 0.17% |
+536
| New | +$619K |
|
174
BioMarin Pharmaceuticals
BMRN
$11.1B
| $610K | 0.17% |
4,720
+1,226
| +35% | +$158K |
|
175
Capital One
COF
$142B
| $609K | 0.17% |
7,701
-395
| -5% | -$31.2K |
|