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 | |
|---|---|---|---|---|---|---|
|
CATM
101
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $675K | 0.39% |
+19,140
| New | +$675K |
|
|
AY
102
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $672K | 0.39% |
18,887
+6,341
| +51% | +$226K |
|
103
CVS Health
CVS
$93.5B
| $664K | 0.39% |
+8,300
| New | +$664K |
|
104
Voya Financial
VOYA
$7.48B
| $662K | 0.39% |
+16,949
| New | +$662K |
|
105
Liberty Media Series A
FWONA
$22.5B
| $653K | 0.38% |
+27,274
| New | +$653K |
|
106
Liberty Media Series C
FWONK
$24.9B
| $652K | 0.38% |
+26,102
| New | +$652K |
|
|
JAH
107
DELISTED
JARDEN CORPORATION
JAH
| $652K | 0.38% |
16,281
+4,825
| +42% | +$193K |
|
108
B&G Foods
BGS
$372M
| $649K | 0.38% |
+23,590
| New | +$649K |
|
|
LTM
109
DELISTED
LIFE TIME FITNESS INC
LTM
| $648K | 0.38% |
+12,746
| New | +$648K |
|
110
Perrigo
PRGO
$3.2B
| $645K | 0.38% |
+4,305
| New | +$645K |
|
|
GPOR
111
DELISTED
Gulfport Energy Corp.
GPOR
| $643K | 0.37% |
+11,672
| New | +$643K |
|
112
Golar LNG
GLNG
$4.49B
| $637K | 0.37% |
9,441
+3,581
| +61% | +$242K |
|
|
AF
113
DELISTED
Astoria Financial Corporation
AF
| $632K | 0.37% |
+50,603
| New | +$632K |
|
|
MIK
114
DELISTED
Michaels Stores, Inc
MIK
| $628K | 0.37% |
+35,818
| New | +$628K |
|
115
CarMax
KMX
$9.15B
| $615K | 0.36% |
13,065
+4,060
| +45% | +$191K |
|
116
Alibaba
BABA
$312B
| $605K | 0.35% |
+6,799
| New | +$605K |
|
117
Molson Coors Class B
TAP
$9.87B
| $604K | 0.35% |
8,132
+1,144
| +16% | +$85K |
|
118
Waters Corp
WAT
$17.8B
| $591K | 0.34% |
+5,910
| New | +$591K |
|
119
Affiliated Managers Group
AMG
$6.62B
| $590K | 0.34% |
+2,942
| New | +$590K |
|
120
Tidewater
TDW
$2.83B
| $588K | 0.34% |
+455
| New | +$588K |
|
121
Sempra
SRE
$53.6B
| $584K | 0.34% |
+11,138
| New | +$584K |
|
122
Constellation Brands
STZ
$25.7B
| $582K | 0.34% |
+6,727
| New | +$582K |
|
123
H.B. Fuller
FUL
$3.31B
| $580K | 0.34% |
+14,427
| New | +$580K |
|
124
Altria Group
MO
$112B
| $575K | 0.33% |
+12,485
| New | +$575K |
|
|
TGI
125
DELISTED
Triumph Group
TGI
| $567K | 0.33% |
8,648
+5,586
| +182% | +$366K |
|