QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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
+$203M
(-55%)
Cap. Flow
-$224M
Cap. Flow
% of AUM
-110.28%
Top 10 Holdings %
Top 10 Hldgs %
8.98%
Holding
663
New
170
Increased
77
Reduced
101
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 | |
|---|---|---|---|---|---|---|
26
Carter's
CRI
$1.04B
| $1.19M | 0.59% |
13,156
-2,278
| -15% | -$206K |
|
27
Applied Materials
AMAT
$128B
| $1.19M | 0.58% |
80,664
-81,256
| -50% | -$1.19M |
|
|
BXLT
28
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $1.17M | 0.58% |
+37,062
| New | +$1.17M |
|
29
Tyson Foods
TSN
$20.2B
| $1.16M | 0.57% |
26,991
-22,113
| -45% | -$954K |
|
|
WNR
30
DELISTED
Western Refining Inc
WNR
| $1.14M | 0.56% |
+25,840
| New | +$1.14M |
|
31
Home Depot
HD
$405B
| $1.13M | 0.55% |
9,749
+5,815
| +148% | +$672K |
|
32
Gen Digital
GEN
$18.6B
| $1.11M | 0.54% |
56,803
-45,931
| -45% | -$894K |
|
33
Steel Dynamics
STLD
$19.3B
| $1.1M | 0.54% |
63,822
+45,992
| +258% | +$789K |
|
34
Delta Air Lines
DAL
$40.3B
| $1.09M | 0.53% |
24,188
-34,769
| -59% | -$1.56M |
|
|
JMEI
35
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
| $1.08M | 0.53% |
109,475
+61,563
| +128% | +$607K |
|
|
FTR
36
DELISTED
Frontier Communications Corp.
FTR
| $1.07M | 0.53% |
225,507
-485,328
| -68% | -$2.3M |
|
37
PepsiCo
PEP
$204B
| $1.06M | 0.52% |
+11,233
| New | +$1.06M |
|
38
Nike
NKE
$114B
| $1.05M | 0.51% |
8,508
-1,600
| -16% | -$197K |
|
39
Citizens Financial Group
CFG
$22.6B
| $1.04M | 0.51% |
+43,510
| New | +$1.04M |
|
40
UnitedHealth
UNH
$281B
| $1M | 0.49% |
8,648
+4,425
| +105% | +$513K |
|
41
Take-Two Interactive
TTWO
$43B
| $996K | 0.49% |
34,817
-9,251
| -21% | -$265K |
|
42
Schlumberger
SLB
$55B
| $995K | 0.49% |
14,445
-15,742
| -52% | -$1.08M |
|
43
American Axle
AXL
$691M
| $978K | 0.48% |
+49,035
| New | +$978K |
|
44
Abercrombie & Fitch
ANF
$4.46B
| $973K | 0.48% |
45,937
-53,197
| -54% | -$1.13M |
|
45
Diamondback Energy
FANG
$43.1B
| $972K | 0.48% |
15,045
+10,781
| +253% | +$697K |
|
46
VF Corp
VFC
$5.91B
| $969K | 0.48% |
+14,205
| New | +$969K |
|
|
SFS
47
DELISTED
Smart & Final Stores, Inc.
SFS
| $963K | 0.47% |
61,489
-3,062
| -5% | -$48K |
|
48
Comcast
CMCSA
$125B
| $960K | 0.47% |
16,873
+1,142
| +7% | +$65K |
|
49
lululemon athletica
LULU
$24.2B
| $950K | 0.47% |
+18,759
| New | +$950K |
|
50
Olin
OLN
$2.71B
| $942K | 0.46% |
56,031
+47,185
| +533% | +$793K |
|