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 | |
|---|---|---|---|---|---|---|
326
Assurant
AIZ
$10.7B
| – | – |
-14,168
| Closed | -$929K |
|
327
Align Technology
ALGN
$10.1B
| – | – |
-7,203
| Closed | -$406K |
|
328
Applied Materials
AMAT
$130B
| – | – |
-32,811
| Closed | -$737K |
|
329
Andersons Inc
ANDE
$1.42B
| – | – |
-5,862
| Closed | -$294K |
|
330
Abercrombie & Fitch
ANF
$4.49B
| – | – |
-16,616
| Closed | -$715K |
|
331
ArcBest
ARCB
$1.72B
| – | – |
-22,747
| Closed | -$973K |
|
332
Arrowhead Research
ARWR
$4.02B
| – | – |
-32,778
| Closed | -$470K |
|
333
Associated Banc-Corp
ASB
$4.42B
| – | – |
-10,358
| Closed | -$187K |
|
334
Ashland
ASH
$2.51B
| – | – |
-4,513
| Closed | -$238K |
|
335
ATI
ATI
$10.7B
| – | – |
-5,270
| Closed | -$235K |
|
336
American Vanguard Corp
AVD
$159M
| – | – |
-49,754
| Closed | -$635K |
|
337
Armstrong World Industries
AWI
$8.58B
| – | – |
-5,199
| Closed | -$299K |
|
338
Boeing
BA
$174B
| – | – |
-7,071
| Closed | -$906K |
|
339
Booking.com
BKNG
$178B
| – | – |
-712
| Closed | -$858K |
|
340
Berkshire Hathaway Class B
BRK.B
$1.08T
| – | – |
-1,694
| Closed | -$216K |
|
341
Burlington
BURL
$18.4B
| – | – |
-9,533
| Closed | -$296K |
|
342
BorgWarner
BWA
$9.53B
| – | – |
-21,189
| Closed | -$1.22M |
|
343
Citigroup
C
$176B
| – | – |
-17,564
| Closed | -$828K |
|
|
344
Conagra Brands
CAG
$9.23B
| – | – |
-88,255
| Closed | -$2.04M |
|
345
Cadence Design Systems
CDNS
$95.6B
| – | – |
-19,252
| Closed | -$334K |
|
346
Civitas Resources
CIVI
$3.19B
| – | – |
-112
| Closed | -$711K |
|
347
CME Group
CME
$94.4B
| – | – |
-5,273
| Closed | -$371K |
|
348
Cummins
CMI
$55.1B
| – | – |
-2,054
| Closed | -$318K |
|
349
CNX Resources
CNX
$4.18B
| – | – |
-7,686
| Closed | -$295K |
|
350
Canadian Pacific Kansas City
CP
$70.3B
| – | – |
-6,550
| Closed | -$236K |
|