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 | |
|---|---|---|---|---|---|---|
|
ARRS
101
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $701K | 0.34% |
26,990
-35,398
| -57% | -$919K |
|
102
Tapestry
TPR
$21.2B
| $695K | 0.34% |
+24,158
| New | +$695K |
|
103
Lennox International
LII
$19.6B
| $689K | 0.34% |
6,082
+4,200
| +223% | +$476K |
|
|
CAFD
104
DELISTED
8point3 Energy Partners LP Class A shares
CAFD
| $687K | 0.34% |
64,744
+42,022
| +185% | +$446K |
|
|
AWH
105
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $687K | 0.34% |
17,989
+621
| +4% | +$23.7K |
|
106
Altria Group
MO
$113B
| $679K | 0.33% |
12,481
-4,723
| -27% | -$257K |
|
107
Hartford Financial Services
HIG
$37.2B
| $676K | 0.33% |
+14,762
| New | +$676K |
|
108
XPO
XPO
$15.3B
| $673K | 0.33% |
27,602
-243
| -0.9% | -$5.93K |
|
109
Ambarella
AMBA
$3.5B
| $667K | 0.33% |
+11,550
| New | +$667K |
|
110
Sherwin-Williams
SHW
$91.2B
| $667K | 0.33% |
+2,976
| New | +$667K |
|
111
HF Sinclair
DINO
$9.52B
| $659K | 0.32% |
13,486
-251
| -2% | -$12.3K |
|
|
SPLS
112
DELISTED
Staples Inc
SPLS
| $648K | 0.32% |
55,196
-36,311
| -40% | -$426K |
|
113
Light & Wonder
LNW
$7.76B
| $630K | 0.31% |
60,295
-54,697
| -48% | -$572K |
|
114
Johnson & Johnson
JNJ
$427B
| $619K | 0.3% |
6,645
+1,984
| +43% | +$185K |
|
115
Accenture
ACN
$162B
| $611K | 0.3% |
6,219
+892
| +17% | +$87.6K |
|
116
Allegion
ALLE
$14.6B
| $611K | 0.3% |
10,574
+3,896
| +58% | +$225K |
|
|
AVDL
117
Avadel Pharmaceuticals
AVDL
$1.43B
| $611K | 0.3% |
+36,331
| New | +$611K |
|
118
Boeing
BA
$177B
| $611K | 0.3% |
4,667
-1,305
| -22% | -$171K |
|
119
Goodyear
GT
$2.43B
| $608K | 0.3% |
+20,736
| New | +$608K |
|
|
ESRX
120
DELISTED
Express Scripts Holding Company
ESRX
| $607K | 0.3% |
7,548
-10,604
| -58% | -$853K |
|
121
SBA Communications
SBAC
$22B
| $599K | 0.29% |
+5,719
| New | +$599K |
|
122
Mohawk Industries
MHK
$8.24B
| $592K | 0.29% |
3,256
-2,848
| -47% | -$518K |
|
123
Honeywell
HON
$139B
| $590K | 0.29% |
6,234
+1,720
| +38% | +$163K |
|
124
Magna International
MGA
$12.9B
| $590K | 0.29% |
12,291
+1,085
| +10% | +$52.1K |
|
125
Ford
F
$46.8B
| $589K | 0.29% |
43,415
-36,898
| -46% | -$501K |
|