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 | |
|---|---|---|---|---|---|---|
601
Fair Isaac
FICO
$36.5B
| – | – |
-2,466
| Closed | -$225K |
|
602
Fifth Third Bancorp
FITB
$30.3B
| – | – |
-36,802
| Closed | -$764K |
|
603
Flex
FLEX
$20.1B
| – | – |
-12,866
| Closed | -$148K |
|
604
FMC
FMC
$4.88B
| – | – |
-5,986
| Closed | -$310K |
|
605
Amicus Therapeutics
FOLD
$2.34B
| – | – |
-44,021
| Closed | -$613K |
|
606
Fossil Group
FOSL
$165M
| – | – |
-18,230
| Closed | -$1.27M |
|
607
First Solar
FSLR
$20.9B
| – | – |
-8,086
| Closed | -$385K |
|
608
TechnipFMC
FTI
$15.1B
| – | – |
-57,447
| Closed | -$2.35M |
|
609
Flotek Industries
FTK
$361M
| – | – |
-82,019
| Closed | -$1.03M |
|
610
Fulton Financial
FULT
$3.58B
| – | – |
-46,012
| Closed | -$600K |
|
611
Forward Air
FWRD
$925M
| – | – |
-29,934
| Closed | -$1.54M |
|
612
Glacier Bancorp
GBCI
$5.83B
| – | – |
-20,633
| Closed | -$600K |
|
613
General Dynamics
GD
$87.3B
| – | – |
-8,095
| Closed | -$1.15M |
|
614
GoDaddy
GDDY
$20.5B
| – | – |
-31,789
| Closed | -$896K |
|
615
G-III Apparel Group
GIII
$1.17B
| – | – |
-9,378
| Closed | -$665K |
|
616
Alphabet (Google) Class C
GOOG
$2.56T
| – | – |
-1,099
| Closed | -$595K |
|
617
Groupon
GRPN
$1.06B
| – | – |
-121,871
| Closed | -$617K |
|
618
HCA Healthcare
HCA
$94.5B
| – | – |
-9,206
| Closed | -$834K |
|
|
HES
619
DELISTED
Hess
HES
| – | – |
-3,730
| Closed | -$250K |
|
620
Herbalife
HLF
$1.01B
| – | – |
-11,035
| Closed | -$600K |
|
621
Harley-Davidson
HOG
$3.54B
| – | – |
-5,088
| Closed | -$285K |
|
622
HP
HPQ
$27.1B
| – | – |
-16,495
| Closed | -$494K |
|
623
Humana
HUM
$36.5B
| – | – |
-2,425
| Closed | -$467K |
|
624
Huntsman Corp
HUN
$1.94B
| – | – |
-14,914
| Closed | -$331K |
|
625
IBM
IBM
$225B
| – | – |
-5,324
| Closed | -$868K |
|