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 | |
|---|---|---|---|---|---|---|
|
FENX
151
DELISTED
Fenix Parts, Inc.
FENX
| $494K | 0.24% |
73,920
+24,385
| +49% | +$163K |
|
|
NE
152
DELISTED
Noble Corporation
NE
| $493K | 0.24% |
+45,209
| New | +$493K |
|
153
Ralph Lauren
RL
$18B
| $490K | 0.24% |
+4,157
| New | +$490K |
|
154
Allstate
ALL
$53.6B
| $489K | 0.24% |
8,393
+2,089
| +33% | +$122K |
|
155
Nabors Industries
NBR
$543M
| $483K | 0.24% |
51,108
+30,283
| +145% | +$286K |
|
156
Dick's Sporting Goods
DKS
$17B
| $482K | 0.24% |
9,704
-30,199
| -76% | -$1.5M |
|
157
Eli Lilly
LLY
$657B
| $478K | 0.24% |
5,701
-7,276
| -56% | -$610K |
|
158
Kinder Morgan
KMI
$59.4B
| $472K | 0.23% |
+17,066
| New | +$472K |
|
159
Albemarle
ALB
$9.36B
| $461K | 0.23% |
+10,455
| New | +$461K |
|
160
AutoZone
AZO
$70.2B
| $455K | 0.22% |
629
-56
| -8% | -$40.5K |
|
161
ON Semiconductor
ON
$20.3B
| $454K | 0.22% |
+48,634
| New | +$454K |
|
162
Safety Insurance
SAFT
$1.1B
| $450K | 0.22% |
+8,316
| New | +$450K |
|
163
Gilead Sciences
GILD
$140B
| $449K | 0.22% |
+4,577
| New | +$449K |
|
164
Kellanova
K
$27.6B
| $448K | 0.22% |
+6,734
| New | +$448K |
|
165
Trane Technologies
TT
$92.5B
| $448K | 0.22% |
8,827
-38,753
| -81% | -$1.97M |
|
166
Lincoln National
LNC
$8.14B
| $446K | 0.22% |
+9,393
| New | +$446K |
|
|
CHK
167
DELISTED
Chesapeake Energy Corporation
CHK
| $446K | 0.22% |
+61,045
| New | +$446K |
|
168
GATX Corp
GATX
$6B
| $445K | 0.22% |
+10,090
| New | +$445K |
|
169
Deere & Co
DE
$129B
| $441K | 0.22% |
5,978
+22
| +0.4% | +$1.62K |
|
170
Qualcomm
QCOM
$171B
| $439K | 0.22% |
8,168
-4,814
| -37% | -$259K |
|
|
ZLTQ
171
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $435K | 0.21% |
13,568
-8,026
| -37% | -$257K |
|
172
Cardinal Health
CAH
$35.5B
| $432K | 0.21% |
5,625
-6,261
| -53% | -$481K |
|
173
PPG Industries
PPG
$25.1B
| $432K | 0.21% |
4,927
-3,663
| -43% | -$321K |
|
174
MetLife
MET
$54.1B
| $431K | 0.21% |
+9,148
| New | +$431K |
|
175
Verizon
VZ
$185B
| $431K | 0.21% |
9,910
-4,106
| -29% | -$179K |
|