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
+$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 | |
|---|---|---|---|---|---|---|
401
B&G Foods
BGS
$356M
| – | – |
-23,590
| Closed | -$649K |
|
402
Brookdale Senior Living
BKD
$1.83B
| – | – |
-8,169
| Closed | -$268K |
|
403
Cadence Bank
CADE
$6.97B
| – | – |
-24,016
| Closed | -$491K |
|
404
Cheesecake Factory
CAKE
$3.07B
| – | – |
-20,756
| Closed | -$954K |
|
405
Comerica
CMA
$9B
| – | – |
-14,823
| Closed | -$743K |
|
406
Comcast
CMCSA
$125B
| – | – |
-34,518
| Closed | -$933K |
|
407
Chipotle Mexican Grill
CMG
$56B
| – | – |
-36,200
| Closed | -$480K |
|
408
Costco
COST
$421B
| – | – |
-2,332
| Closed | -$292K |
|
409
Copa Holdings
CPA
$4.84B
| – | – |
-2,666
| Closed | -$280K |
|
410
Cirrus Logic
CRUS
$5.81B
| – | – |
-18,702
| Closed | -$403K |
|
411
CVS Health
CVS
$93B
| – | – |
-8,300
| Closed | -$664K |
|
412
Cemex
CX
$13.3B
| – | – |
-16,055
| Closed | -$186K |
|
413
Community Health Systems
CYH
$392M
| – | – |
-11,173
| Closed | -$512K |
|
414
Dana Inc
DAN
$2.66B
| – | – |
-23,139
| Closed | -$457K |
|
415
Darling Ingredients
DAR
$5.05B
| – | – |
-24,355
| Closed | -$451K |
|
416
DuPont de Nemours
DD
$31.6B
| – | – |
-7,944
| Closed | -$855K |
|
417
3D Systems Corporation
DDD
$263M
| – | – |
-4,792
| Closed | -$226K |
|
418
Delek US
DK
$1.92B
| – | – |
-6,043
| Closed | -$205K |
|
419
Dorman Products
DORM
$4.85B
| – | – |
-9,438
| Closed | -$383K |
|
420
DaVita
DVA
$9.72B
| – | – |
-3,139
| Closed | -$231K |
|
421
Eastman Chemical
EMN
$7.76B
| – | – |
-5,623
| Closed | -$463K |
|
422
Enerpac Tool Group
EPAC
$2.26B
| – | – |
-9,061
| Closed | -$286K |
|
423
Edgewell Personal Care
EPC
$1.1B
| – | – |
-3,176
| Closed | -$292K |
|
424
Fastenal
FAST
$56.5B
| – | – |
-68,756
| Closed | -$777K |
|
425
Factset
FDS
$14B
| – | – |
-2,364
| Closed | -$289K |
|