QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
-11.08%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$203M
AUM Growth
-$246M
(-55%)
Cap. Flow
-$225M
Cap. Flow
% of AUM
-110.81%
Top 10 Holdings %
Top 10 Hldgs %
8.98%
Holding
663
New
170
Increased
76
Reduced
102
Closed
315
Top Buys
| 1 |
Bristol-Myers Squibb
BMY
|
$1.69M |
| 2 |
HUB.B
HUBBELL INC CL-B
HUB.B
|
$1.48M |
| 3 |
Gray Television
GTN
|
$1.43M |
| 4 |
Trinity Industries
TRN
|
$1.41M |
| 5 |
STRZA
Starz - Series A
STRZA
|
$1.4M |
Top Sells
| 1 |
Archrock
AROC
|
$3.63M |
| 2 |
Lear
LEA
|
$3.48M |
| 3 |
CY
Cypress Semiconductor
CY
|
$3.44M |
| 4 |
Ameriprise Financial
AMP
|
$3.42M |
| 5 |
MJN
Mead Johnson Nutrition Company
MJN
|
$3.25M |
Sector Composition
| 1 | Consumer Discretionary | 16.28% |
| 2 | Financials | 12.57% |
| 3 | Healthcare | 12.01% |
| 4 | Industrials | 10.37% |
| 5 | Technology | 10.34% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
251
Western Alliance Bancorporation
WAL
$10B
| $372K | 0.18% |
12,102
-5,828
| -33% | -$179K |
|
|
DISH
252
DELISTED
DISH Network Corp.
DISH
| $372K | 0.18% |
+6,381
| New | +$372K |
|
|
DOOR
253
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $371K | 0.18% |
6,118
-2,696
| -31% | -$163K |
|
254
Amgen
AMGN
$153B
| $370K | 0.18% |
+2,676
| New | +$370K |
|
255
CME Group
CME
$94.4B
| $370K | 0.18% |
3,988
-4,583
| -53% | -$425K |
|
256
CommScope
COMM
$3.55B
| $370K | 0.18% |
+12,329
| New | +$370K |
|
257
Cintas
CTAS
$82.4B
| $370K | 0.18% |
+17,260
| New | +$370K |
|
258
First Financial Bankshares
FFIN
$5.22B
| $370K | 0.18% |
23,286
-36,036
| -61% | -$573K |
|
259
Global Payments
GPN
$21.3B
| $370K | 0.18% |
+6,450
| New | +$370K |
|
260
Oracle
ORCL
$654B
| $370K | 0.18% |
10,244
-6,425
| -39% | -$232K |
|
261
Robert Half
RHI
$3.77B
| $370K | 0.18% |
+7,232
| New | +$370K |
|
262
Trustmark
TRMK
$2.43B
| $370K | 0.18% |
+15,969
| New | +$370K |
|
263
VEON
VEON
$3.8B
| $370K | 0.18% |
+3,597
| New | +$370K |
|
264
Williams-Sonoma
WSM
$24.7B
| $370K | 0.18% |
+9,692
| New | +$370K |
|
|
NUVA
265
DELISTED
NuVasive, Inc.
NUVA
| $370K | 0.18% |
7,673
-12,150
| -61% | -$586K |
|
|
FMER
266
DELISTED
FIRSTMERIT CORP
FMER
| $370K | 0.18% |
+20,939
| New | +$370K |
|
|
CAVM
267
DELISTED
Cavium, Inc.
CAVM
| $370K | 0.18% |
+6,029
| New | +$370K |
|
|
CIT
268
DELISTED
CIT Group Inc.
CIT
| $368K | 0.18% |
9,181
+207
| +2% | +$8.3K |
|
269
Blackrock
BLK
$170B
| $368K | 0.18% |
+1,244
| New | +$368K |
|
|
IMS
270
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $367K | 0.18% |
+12,715
| New | +$367K |
|
271
Assurant
AIZ
$10.7B
| $366K | 0.18% |
+4,644
| New | +$366K |
|
|
FCH
272
DELISTED
Felcor Lodging Trust
FCH
| $365K | 0.18% |
+50,173
| New | +$365K |
|
|
PXD
273
DELISTED
Pioneer Natural Resource Co.
PXD
| $364K | 0.18% |
2,965
-342
| -10% | -$42K |
|
274
McDonald's
MCD
$224B
| $361K | 0.18% |
3,660
-31,411
| -90% | -$3.1M |
|
275
Kirby Corp
KEX
$4.97B
| $359K | 0.18% |
5,787
-8,571
| -60% | -$532K |
|