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 | |
|---|---|---|---|---|---|---|
276
Motorola Solutions
MSI
$79.7B
| $358K | 0.18% |
+5,230
| New | +$358K |
|
277
Norwegian Cruise Line
NCLH
$11.1B
| $358K | 0.18% |
6,255
-1,025
| -14% | -$58.7K |
|
|
XL
278
DELISTED
XL Group Ltd.
XL
| $358K | 0.18% |
+9,845
| New | +$358K |
|
279
AMC Networks
AMCX
$343M
| $352K | 0.17% |
+4,817
| New | +$352K |
|
280
American Express
AXP
$226B
| $352K | 0.17% |
4,748
-3,354
| -41% | -$249K |
|
281
Metallus
MTUS
$704M
| $351K | 0.17% |
+34,712
| New | +$351K |
|
282
Liberty Global Class A
LBTYA
$3.99B
| $349K | 0.17% |
+9,272
| New | +$349K |
|
283
EOG Resources
EOG
$64.2B
| $346K | 0.17% |
4,710
-38,430
| -89% | -$2.82M |
|
|
MNK
284
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $343K | 0.17% |
+5,366
| New | +$343K |
|
|
TWTR
285
DELISTED
Twitter, Inc.
TWTR
| $342K | 0.17% |
13,734
-3,884
| -22% | -$96.7K |
|
286
Bath & Body Works
BBWI
$5.87B
| $337K | 0.17% |
+4,625
| New | +$337K |
|
|
BCR
287
DELISTED
CR Bard Inc.
BCR
| $337K | 0.17% |
1,790
-10,021
| -85% | -$1.89M |
|
|
LVLT
288
DELISTED
Level 3 Communications Inc
LVLT
| $330K | 0.16% |
7,555
-4,307
| -36% | -$188K |
|
289
Steris
STE
$24.5B
| $325K | 0.16% |
5,034
+773
| +18% | +$49.9K |
|
|
KSU
290
DELISTED
Kansas City Southern
KSU
| $315K | 0.15% |
+3,438
| New | +$315K |
|
|
CY
291
DELISTED
Cypress Semiconductor
CY
| $312K | 0.15% |
37,056
-408,446
| -92% | -$3.44M |
|
292
Texas Instruments
TXN
$169B
| $307K | 0.15% |
+6,313
| New | +$307K |
|
|
NBL
293
DELISTED
Noble Energy, Inc.
NBL
| $306K | 0.15% |
10,140
-38,597
| -79% | -$1.16M |
|
|
VIRX
294
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
| $305K | 0.15% |
1,588
+1,267
| +395% | +$243K |
|
295
Asbury Automotive
ABG
$5B
| $304K | 0.15% |
+3,746
| New | +$304K |
|
|
WMGI
296
DELISTED
Wright Medical Group Inc
WMGI
| $304K | 0.15% |
14,385
-8,507
| -37% | -$180K |
|
|
APC
297
DELISTED
Anadarko Petroleum
APC
| $304K | 0.15% |
5,026
-8,125
| -62% | -$491K |
|
298
Cognizant
CTSH
$34.8B
| $303K | 0.15% |
+4,840
| New | +$303K |
|
|
PLCM
299
DELISTED
POLYCOM INC
PLCM
| $296K | 0.15% |
28,290
+7,793
| +38% | +$81.5K |
|
300
Delek US
DK
$1.82B
| $293K | 0.14% |
+10,535
| New | +$293K |
|