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 | |
|---|---|---|---|---|---|---|
351
Cisco
CSCO
$264B
| – | – |
-10,587
| Closed | -$262K |
|
352
Deckers Outdoor
DECK
$17.9B
| – | – |
-23,904
| Closed | -$343K |
|
353
Danaher
DHR
$143B
| – | – |
-9,748
| Closed | -$519K |
|
354
8x8 Inc
EGHT
$282M
| – | – |
-14,748
| Closed | -$117K |
|
355
Eagle Materials
EXP
$7.86B
| – | – |
-3,712
| Closed | -$351K |
|
356
First American
FAF
$6.83B
| – | – |
-12,137
| Closed | -$335K |
|
357
Freeport-McMoran
FCX
$66.5B
| – | – |
-10,655
| Closed | -$385K |
|
358
TechnipFMC
FTI
$16B
| – | – |
-17,928
| Closed | -$804K |
|
359
GE Aerospace
GE
$296B
| – | – |
-4,221
| Closed | -$534K |
|
360
Generac Holdings
GNRC
$10.6B
| – | – |
-6,253
| Closed | -$310K |
|
361
Graphic Packaging
GPK
$6.38B
| – | – |
-14,966
| Closed | -$175K |
|
362
Halliburton
HAL
$18.8B
| – | – |
-9,915
| Closed | -$699K |
|
363
Home Depot
HD
$417B
| – | – |
-3,223
| Closed | -$261K |
|
364
Hartford Financial Services
HIG
$37B
| – | – |
-22,808
| Closed | -$814K |
|
365
Invesco Mortgage Capital
IVR
$529M
| – | – |
-2,034
| Closed | -$353K |
|
366
Jack in the Box
JACK
$386M
| – | – |
-5,908
| Closed | -$355K |
|
367
Johnson Controls International
JCI
$69.5B
| – | – |
-15,490
| Closed | -$812K |
|
368
KBR
KBR
$6.4B
| – | – |
-11,031
| Closed | -$263K |
|
369
Lincoln Electric
LECO
$13.5B
| – | – |
-9,488
| Closed | -$662K |
|
370
Ligand Pharmaceuticals
LGND
$3.25B
| – | – |
-8,922
| Closed | -$344K |
|
371
Light & Wonder
LNW
$7.48B
| – | – |
-54,791
| Closed | -$605K |
|
372
Lowe's Companies
LOW
$151B
| – | – |
-4,253
| Closed | -$203K |
|
373
Southwest Airlines
LUV
$16.5B
| – | – |
-29,660
| Closed | -$805K |
|
374
Macy's
M
$4.64B
| – | – |
-3,559
| Closed | -$209K |
|
375
Mastercard
MA
$528B
| – | – |
-5,316
| Closed | -$390K |
|