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 | |
|---|---|---|---|---|---|---|
176
Boeing
BA
$174B
| $605K | 0.17% |
+3,966
| New | +$605K |
|
177
Freeport-McMoran
FCX
$63B
| $604K | 0.17% |
+31,173
| New | +$604K |
|
178
Citizens Financial Group
CFG
$22.3B
| $603K | 0.16% |
+24,891
| New | +$603K |
|
|
RPT
179
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $602K | 0.16% |
+32,024
| New | +$602K |
|
180
Ally Financial
ALLY
$12.7B
| $594K | 0.16% |
28,436
+14,773
| +108% | +$309K |
|
181
PACCAR
PCAR
$51.6B
| $591K | 0.16% |
+14,004
| New | +$591K |
|
182
Boston Scientific
BSX
$160B
| $587K | 0.16% |
32,479
+17,093
| +111% | +$309K |
|
183
Mohawk Industries
MHK
$8.67B
| $572K | 0.16% |
3,096
-6,741
| -69% | -$1.25M |
|
184
WisdomTree
WT
$2B
| $572K | 0.16% |
+26,432
| New | +$572K |
|
|
TEN
185
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $570K | 0.16% |
9,997
+6,478
| +184% | +$369K |
|
186
Exelon
EXC
$43.5B
| $562K | 0.15% |
23,472
+15,587
| +198% | +$373K |
|
187
Enerpac Tool Group
EPAC
$2.29B
| $551K | 0.15% |
+22,986
| New | +$551K |
|
188
lululemon athletica
LULU
$19.6B
| $548K | 0.15% |
+8,448
| New | +$548K |
|
189
TechnipFMC
FTI
$16.1B
| $546K | 0.15% |
19,557
-7,994
| -29% | -$223K |
|
190
VEON
VEON
$3.73B
| $546K | 0.15% |
+4,082
| New | +$546K |
|
191
Artisan Partners
APAM
$3.29B
| $536K | 0.15% |
+11,731
| New | +$536K |
|
192
PVH
PVH
$4.07B
| $520K | 0.14% |
+4,935
| New | +$520K |
|
|
ZEN
193
DELISTED
ZENDESK INC
ZEN
| $518K | 0.14% |
+22,696
| New | +$518K |
|
194
SM Energy
SM
$3B
| $515K | 0.14% |
+9,924
| New | +$515K |
|
195
Halliburton
HAL
$18.5B
| $507K | 0.14% |
11,576
-915
| -7% | -$40.1K |
|
196
Tyson Foods
TSN
$19.9B
| $506K | 0.14% |
13,142
-5,240
| -29% | -$202K |
|
197
Lowe's Companies
LOW
$153B
| $505K | 0.14% |
+6,750
| New | +$505K |
|
198
Vulcan Materials
VMC
$39.5B
| $503K | 0.14% |
+5,886
| New | +$503K |
|
|
EPZM
199
DELISTED
Epizyme, Inc
EPZM
| $503K | 0.14% |
+25,712
| New | +$503K |
|
200
Forward Air
FWRD
$913M
| $499K | 0.14% |
+9,163
| New | +$499K |
|