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 | |
|---|---|---|---|---|---|---|
51
Sprouts Farmers Market
SFM
$13.7B
| $939K | 0.46% |
44,516
+4,584
| +11% | +$96.7K |
|
52
T-Mobile US
TMUS
$284B
| $919K | 0.45% |
23,078
+16,153
| +233% | +$643K |
|
53
Under Armour
UAA
$2.14B
| $919K | 0.45% |
9,477
+4,980
| +111% | +$483K |
|
54
Vishay Intertechnology
VSH
$2.1B
| $919K | 0.45% |
+94,855
| New | +$919K |
|
55
Wells Fargo
WFC
$263B
| $916K | 0.45% |
17,841
+2,949
| +20% | +$151K |
|
|
GLOG
56
DELISTED
GASLOG LTD
GLOG
| $915K | 0.45% |
+95,105
| New | +$915K |
|
57
RTX Corp
RTX
$212B
| $905K | 0.45% |
10,173
+3,763
| +59% | +$335K |
|
58
PACCAR
PCAR
$52.5B
| $901K | 0.44% |
+17,288
| New | +$901K |
|
59
Lam Research
LRCX
$127B
| $888K | 0.44% |
13,589
+1,808
| +15% | +$118K |
|
|
MIC
60
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $887K | 0.44% |
11,904
+7,034
| +144% | +$524K |
|
|
RAI
61
DELISTED
Reynolds American Inc
RAI
| $878K | 0.43% |
19,953
+10,605
| +113% | +$467K |
|
62
Target
TGT
$43.6B
| $873K | 0.43% |
+11,091
| New | +$873K |
|
63
TIM SA
TIMB
$10.2B
| $871K | 0.43% |
+92,210
| New | +$871K |
|
|
AET
64
DELISTED
Aetna Inc
AET
| $867K | 0.43% |
7,921
-20,008
| -72% | -$2.19M |
|
|
MRD
65
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $864K | 0.42% |
+49,169
| New | +$864K |
|
66
SM Energy
SM
$3.28B
| $852K | 0.42% |
+26,554
| New | +$852K |
|
|
MON
67
DELISTED
Monsanto Co
MON
| $842K | 0.41% |
+9,868
| New | +$842K |
|
|
SFLY
68
DELISTED
Shutterfly, Inc.
SFLY
| $837K | 0.41% |
+23,406
| New | +$837K |
|
69
American Eagle Outfitters
AEO
$2.24B
| $809K | 0.4% |
51,779
+28,671
| +124% | +$448K |
|
70
Corning
GLW
$57.4B
| $808K | 0.4% |
+47,262
| New | +$808K |
|
71
Golar LNG
GLNG
$4.48B
| $796K | 0.39% |
+28,566
| New | +$796K |
|
72
Five Below
FIVE
$8B
| $795K | 0.39% |
23,662
+8,495
| +56% | +$285K |
|
73
Visa
V
$683B
| $795K | 0.39% |
11,408
+2,882
| +34% | +$201K |
|
|
BHR
74
Braemar Hotels & Resorts
BHR
$188M
| $791K | 0.39% |
+56,434
| New | +$791K |
|
75
Halliburton
HAL
$19.4B
| $791K | 0.39% |
22,376
-49,703
| -69% | -$1.76M |
|