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 | |
|---|---|---|---|---|---|---|
|
AKS
201
DELISTED
AK Steel Holding Corp.
AKS
| $320K | 0.19% |
38,492
-95,518
| -71% | -$794K |
|
202
OGE Energy
OGE
$8.73B
| $319K | 0.19% |
+8,585
| New | +$319K |
|
203
First Financial Bankshares
FFIN
$5.2B
| $317K | 0.18% |
+22,636
| New | +$317K |
|
204
TAL Education Group
TAL
$6.32B
| $317K | 0.18% |
+54,426
| New | +$317K |
|
|
MJN
205
DELISTED
Mead Johnson Nutrition Company
MJN
| $316K | 0.18% |
3,274
-3,846
| -54% | -$371K |
|
206
Flowers Foods
FLO
$3.12B
| $313K | 0.18% |
+17,115
| New | +$313K |
|
|
HUB.B
207
DELISTED
HUBBELL INC CL-B
HUB.B
| $312K | 0.18% |
+2,569
| New | +$312K |
|
208
BioMarin Pharmaceuticals
BMRN
$10.8B
| $311K | 0.18% |
+4,276
| New | +$311K |
|
|
HK
209
DELISTED
Halcon Resources Corporation
HK
| $310K | 0.18% |
+433
| New | +$310K |
|
210
Federated Hermes
FHI
$4.05B
| $309K | 0.18% |
+10,489
| New | +$309K |
|
|
CJES
211
DELISTED
C&J ENERGY SVCS LTD
CJES
| $309K | 0.18% |
9,949
+1,980
| +25% | +$61.5K |
|
212
Bread Financial
BFH
$3.06B
| $301K | 0.18% |
+1,506
| New | +$301K |
|
213
Ball Corp
BALL
$13.8B
| $300K | 0.17% |
+9,408
| New | +$300K |
|
|
ARIA
214
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $293K | 0.17% |
+52,083
| New | +$293K |
|
215
Costco
COST
$429B
| $292K | 0.17% |
+2,332
| New | +$292K |
|
216
Edgewell Personal Care
EPC
$1.05B
| $292K | 0.17% |
+3,176
| New | +$292K |
|
217
Factset
FDS
$14.2B
| $289K | 0.17% |
+2,364
| New | +$289K |
|
|
CELG
218
DELISTED
Celgene Corp
CELG
| $288K | 0.17% |
+3,018
| New | +$288K |
|
219
Enerpac Tool Group
EPAC
$2.28B
| $286K | 0.17% |
+9,061
| New | +$286K |
|
220
Vulcan Materials
VMC
$39.4B
| $283K | 0.16% |
+4,662
| New | +$283K |
|
221
Dollar General
DG
$23.8B
| $282K | 0.16% |
4,597
-2,301
| -33% | -$141K |
|
222
Copa Holdings
CPA
$4.73B
| $280K | 0.16% |
+2,666
| New | +$280K |
|
223
LXP Industrial Trust
LXP
$2.69B
| $279K | 0.16% |
+27,998
| New | +$279K |
|
|
ITG
224
DELISTED
Investment Technology Group Inc
ITG
| $274K | 0.16% |
17,225
-40,862
| -70% | -$650K |
|
225
Ralph Lauren
RL
$18.6B
| $272K | 0.16% |
1,648
-3,799
| -70% | -$627K |
|