QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
-3.29%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$172M
AUM Growth
+$32.4M
(+23%)
Cap. Flow
+$30.8M
Cap. Flow
% of AUM
17.89%
Top 10 Holdings %
Top 10 Hldgs %
10.66%
Holding
440
New
199
Increased
52
Reduced
40
Closed
149
Top Buys
| 1 |
DF
Dean Foods Company
DF
|
+$1.89M |
| 2 |
JetBlue
JBLU
|
+$1.87M |
| 3 |
Brink's
BCO
|
+$1.81M |
| 4 |
RDC
Rowan Companies Plc
RDC
|
+$1.72M |
| 5 |
ASNA
Ascena Retail Group, Inc.
ASNA
|
+$1.68M |
Top Sells
| 1 |
Conagra Brands
CAG
|
+$2.04M |
| 2 |
ETFC
E*Trade Financial Corporation
ETFC
|
+$1.79M |
| 3 |
IBM
IBM
|
+$1.73M |
| 4 |
Transocean
RIG
|
+$1.7M |
| 5 |
SWI
SOLARWINDS INC COM STK (DE)
SWI
|
+$1.51M |
Sector Composition
| 1 | Energy | 15.71% |
| 2 | Industrials | 13.11% |
| 3 | Consumer Discretionary | 11.76% |
| 4 | Technology | 10.08% |
| 5 | Financials | 9.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
226
Brookdale Senior Living
BKD
$1.84B
| $268K | 0.16% |
+8,169
| New | +$268K |
|
|
VIAB
227
DELISTED
Viacom Inc. Class B
VIAB
| $268K | 0.16% |
+3,483
| New | +$268K |
|
228
WisdomTree
WT
$2B
| $267K | 0.16% |
+22,984
| New | +$267K |
|
229
G-III Apparel Group
GIII
$1.14B
| $264K | 0.15% |
+6,264
| New | +$264K |
|
230
PVH
PVH
$4.07B
| $260K | 0.15% |
+2,125
| New | +$260K |
|
|
WIN
231
DELISTED
Windstream Holdings Inc
WIN
| $254K | 0.15% |
3,047
+1,410
| +86% | +$118K |
|
232
Coca-Cola
KO
$290B
| $253K | 0.15% |
+5,968
| New | +$253K |
|
233
Tenet Healthcare
THC
$17B
| $253K | 0.15% |
+4,174
| New | +$253K |
|
|
WNR
234
DELISTED
Western Refining Inc
WNR
| $249K | 0.14% |
+5,817
| New | +$249K |
|
235
Nabors Industries
NBR
$570M
| $247K | 0.14% |
214
-187
| -47% | -$216K |
|
236
Archrock
AROC
$4.26B
| $245K | 0.14% |
5,552
-19,554
| -78% | -$863K |
|
|
CHMT
237
DELISTED
Chemtura Corporation
CHMT
| $243K | 0.14% |
+10,205
| New | +$243K |
|
238
Kinder Morgan
KMI
$58.8B
| $241K | 0.14% |
+6,243
| New | +$241K |
|
239
NCR Voyix
VYX
$1.81B
| $240K | 0.14% |
+11,650
| New | +$240K |
|
|
IBKC
240
DELISTED
IBERIABANK Corp
IBKC
| $240K | 0.14% |
+3,806
| New | +$240K |
|
|
EGN
241
DELISTED
Energen
EGN
| $238K | 0.14% |
+3,167
| New | +$238K |
|
242
Devon Energy
DVN
$21.9B
| $236K | 0.14% |
+3,434
| New | +$236K |
|
243
Moody's
MCO
$91B
| $235K | 0.14% |
2,498
-995
| -28% | -$93.6K |
|
244
PepsiCo
PEP
$194B
| $235K | 0.14% |
2,518
-13,910
| -85% | -$1.3M |
|
245
Essex Property Trust
ESS
$17.1B
| $234K | 0.14% |
+1,303
| New | +$234K |
|
|
HAR
246
DELISTED
Harman International Industries
HAR
| $233K | 0.14% |
+2,290
| New | +$233K |
|
247
DaVita
DVA
$9.62B
| $231K | 0.13% |
+3,139
| New | +$231K |
|
248
Mondelez International
MDLZ
$80.1B
| $230K | 0.13% |
+6,730
| New | +$230K |
|
249
American Airlines Group
AAL
$8.54B
| $228K | 0.13% |
+6,519
| New | +$228K |
|
250
3D Systems Corporation
DDD
$278M
| $226K | 0.13% |
+4,792
| New | +$226K |
|