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
+$249M
(+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 | |
|---|---|---|---|---|---|---|
|
WPX
1
DELISTED
WPX Energy, Inc.
WPX
| $3.8M | 1.53% |
+331,724
| New | +$3.8M |
|
|
2
FMC
FMC
$4.88B
| $3.47M | 1.39% |
+60,308
| New | +$3.47M |
|
|
AGN
3
DELISTED
ALLERGAN INC
AGN
| $3.44M | 1.38% |
16,121
+13,463
| +507% | +$2.87M |
|
4
FedEx
FDX
$54.5B
| $3.22M | 1.29% |
18,387
+15,250
| +486% | +$2.67M |
|
5
Trinity Industries
TRN
$2.3B
| $3.06M | 1.23% |
108,699
+82,612
| +317% | +$2.32M |
|
|
CHS
6
DELISTED
Chicos FAS, Inc.
CHS
| $2.92M | 1.17% |
179,795
+168,012
| +1,426% | +$2.72M |
|
|
7
Designer Brands
DBI
$181M
| $2.8M | 1.12% |
+75,151
| New | +$2.8M |
|
8
Invesco
IVZ
$9.76B
| $2.78M | 1.12% |
69,694
+49,165
| +239% | +$1.96M |
|
|
PXD
9
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.71M | 1.09% |
+18,046
| New | +$2.71M |
|
10
Intercontinental Exchange
ICE
$101B
| $2.65M | 1.06% |
11,963
+4,460
| +59% | +$988K |
|
11
Fifth Third Bancorp
FITB
$30.3B
| $2.52M | 1.01% |
121,957
+83,650
| +218% | +$1.73M |
|
|
SGEN
12
DELISTED
Seagen Inc. Common Stock
SGEN
| $2.48M | 1% |
+76,945
| New | +$2.48M |
|
13
Huntsman Corp
HUN
$1.94B
| $2.47M | 0.99% |
+105,953
| New | +$2.47M |
|
14
Capri Holdings
CPRI
$2.45B
| $2.45M | 0.99% |
32,561
+28,030
| +619% | +$2.11M |
|
15
T-Mobile US
TMUS
$284B
| $2.4M | 0.96% |
88,700
+70,389
| +384% | +$1.9M |
|
16
Quest Diagnostics
DGX
$20.3B
| $2.39M | 0.96% |
+35,148
| New | +$2.39M |
|
17
Helmerich & Payne
HP
$2.08B
| $2.34M | 0.94% |
+34,879
| New | +$2.34M |
|
|
CLNY
18
DELISTED
Colony Capital, Inc.
CLNY
| $2.33M | 0.93% |
+96,853
| New | +$2.33M |
|
|
XL
19
DELISTED
XL Group Ltd.
XL
| $2.31M | 0.93% |
+66,507
| New | +$2.31M |
|
|
CNW
20
DELISTED
CON-WAY INC.
CNW
| $2.29M | 0.92% |
+46,205
| New | +$2.29M |
|
|
WNR
21
DELISTED
Western Refining Inc
WNR
| $2.15M | 0.86% |
56,533
+50,716
| +872% | +$1.93M |
|
22
Golar LNG
GLNG
$4.48B
| $2.14M | 0.86% |
61,004
+51,563
| +546% | +$1.81M |
|
23
Bank of America
BAC
$376B
| $2.12M | 0.85% |
+116,974
| New | +$2.12M |
|
24
Whirlpool
WHR
$5.21B
| $2.09M | 0.84% |
10,738
+5,438
| +103% | +$1.06M |
|
|
APC
25
DELISTED
Anadarko Petroleum
APC
| $2.06M | 0.83% |
24,748
+15,794
| +176% | +$1.32M |
|