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 | |
|---|---|---|---|---|---|---|
|
MHR
76
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
| $787K | 0.46% |
+134,269
| New | +$787K |
|
77
Martin Marietta Materials
MLM
$37.3B
| $786K | 0.46% |
6,070
+2,527
| +71% | +$327K |
|
|
BECN
78
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $784K | 0.46% |
+30,059
| New | +$784K |
|
79
Fastenal
FAST
$57.7B
| $777K | 0.45% |
+68,756
| New | +$777K |
|
|
IM
80
DELISTED
Ingram Micro
IM
| $776K | 0.45% |
29,955
+13,067
| +77% | +$339K |
|
81
Fifth Third Bancorp
FITB
$30.6B
| $771K | 0.45% |
38,307
+24,354
| +175% | +$490K |
|
82
Avient
AVNT
$3.41B
| $746K | 0.43% |
+20,667
| New | +$746K |
|
83
Tyson Foods
TSN
$20B
| $746K | 0.43% |
+19,192
| New | +$746K |
|
84
Comerica
CMA
$9.07B
| $743K | 0.43% |
+14,823
| New | +$743K |
|
|
ANDV
85
DELISTED
Andeavor
ANDV
| $728K | 0.42% |
11,924
-11,441
| -49% | -$699K |
|
|
BRCM
86
DELISTED
BROADCOM CORP CL-A
BRCM
| $727K | 0.42% |
17,890
-5,623
| -24% | -$229K |
|
87
JPMorgan Chase
JPM
$835B
| $725K | 0.42% |
12,016
+4,714
| +65% | +$284K |
|
|
PDCE
88
DELISTED
PDC Energy, Inc.
PDCE
| $722K | 0.42% |
+13,757
| New | +$722K |
|
89
Diamondback Energy
FANG
$41.3B
| $709K | 0.41% |
9,231
+3,606
| +64% | +$277K |
|
90
Ulta Beauty
ULTA
$23.7B
| $707K | 0.41% |
+5,979
| New | +$707K |
|
91
Dollar Tree
DLTR
$20.4B
| $706K | 0.41% |
12,602
+3,539
| +39% | +$198K |
|
|
GLF
92
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $706K | 0.41% |
+21,786
| New | +$706K |
|
93
ResMed
RMD
$40.1B
| $694K | 0.4% |
+13,888
| New | +$694K |
|
|
MRO
94
DELISTED
Marathon Oil Corporation
MRO
| $694K | 0.4% |
17,988
-21,380
| -54% | -$825K |
|
|
EV
95
DELISTED
Eaton Vance Corp.
EV
| $693K | 0.4% |
18,206
+11,261
| +162% | +$429K |
|
96
O-I Glass
OI
$1.95B
| $692K | 0.4% |
+25,873
| New | +$692K |
|
97
Regions Financial
RF
$24.4B
| $686K | 0.4% |
68,153
+19,633
| +40% | +$198K |
|
98
Viatris
VTRS
$12B
| $685K | 0.4% |
+14,976
| New | +$685K |
|
99
Micron Technology
MU
$139B
| $681K | 0.4% |
19,788
+10,273
| +108% | +$354K |
|
100
Alphabet (Google) Class C
GOOG
$2.81T
| $678K | 0.39% |
23,123
-29,561
| -56% | -$867K |
|