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 | |
|---|---|---|---|---|---|---|
376
Microchip Technology
MCHP
$35.6B
| – | – |
-33,454
| Closed | -$814K |
|
377
Mohawk Industries
MHK
$8.65B
| – | – |
-3,920
| Closed | -$538K |
|
378
The Mosaic Company
MOS
$10.3B
| – | – |
-12,324
| Closed | -$612K |
|
379
Netflix
NFLX
$529B
| – | – |
-22,785
| Closed | -$1.44M |
|
380
NiSource
NI
$19B
| – | – |
-23,002
| Closed | -$355K |
|
381
Northrop Grumman
NOC
$83.2B
| – | – |
-6,865
| Closed | -$827K |
|
382
Northern Trust
NTRS
$24.3B
| – | – |
-10,960
| Closed | -$706K |
|
383
Northwest Bancshares
NWBI
$1.86B
| – | – |
-81,488
| Closed | -$1.11M |
|
384
NXP Semiconductors
NXPI
$57.2B
| – | – |
-4,935
| Closed | -$321K |
|
385
Oneok
OKE
$45.7B
| – | – |
-7,597
| Closed | -$513K |
|
386
Oshkosh
OSK
$8.93B
| – | – |
-14,498
| Closed | -$807K |
|
387
Occidental Petroleum
OXY
$45.2B
| – | – |
-3,670
| Closed | -$360K |
|
388
PBF Energy
PBF
$3.3B
| – | – |
-12,101
| Closed | -$326K |
|
389
PG&E
PCG
$33.2B
| – | – |
-7,310
| Closed | -$351K |
|
390
Children's Place
PLCE
$121M
| – | – |
-27,558
| Closed | -$1.36M |
|
391
Pentair
PNR
$18.1B
| – | – |
-5,861
| Closed | -$286K |
|
392
ProAssurance
PRA
$1.22B
| – | – |
-22,375
| Closed | -$995K |
|
393
Regeneron Pharmaceuticals
REGN
$60.8B
| – | – |
-826
| Closed | -$233K |
|
394
Robert Half
RHI
$3.77B
| – | – |
-4,401
| Closed | -$210K |
|
|
395
Transocean
RIG
$2.9B
| – | – |
-38,173
| Closed | -$1.7M |
|
396
Starbucks
SBUX
$97.1B
| – | – |
-8,496
| Closed | -$331K |
|
397
Sealed Air
SEE
$4.82B
| – | – |
-9,095
| Closed | -$314K |
|
398
ScottsMiracle-Gro
SMG
$3.64B
| – | – |
-3,696
| Closed | -$210K |
|
399
Semtech
SMTC
$5.26B
| – | – |
-46,893
| Closed | -$1.23M |
|
400
Synovus
SNV
$7.15B
| – | – |
-8,832
| Closed | -$216K |
|