QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
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
-$246M
(-55%)
Cap. Flow
-$225M
Cap. Flow
% of AUM
-110.81%
Top 10 Holdings %
Top 10 Hldgs %
8.98%
Holding
663
New
170
Increased
76
Reduced
102
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 | |
|---|---|---|---|---|---|---|
201
Darden Restaurants
DRI
$24.5B
| $403K | 0.2% |
+6,584
| New | +$403K |
|
202
Ryder
R
$7.69B
| $403K | 0.2% |
5,445
+841
| +18% | +$62.2K |
|
203
United Parcel Service
UPS
$71.6B
| $403K | 0.2% |
+4,085
| New | +$403K |
|
|
SFUN
204
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $403K | 0.2% |
1,220
-1,358
| -53% | -$449K |
|
|
CELG
205
DELISTED
Celgene Corp
CELG
| $401K | 0.2% |
+3,560
| New | +$401K |
|
206
Assured Guaranty
AGO
$3.95B
| $400K | 0.2% |
16,000
-36,312
| -69% | -$908K |
|
207
Aptiv
APTV
$17.5B
| $400K | 0.2% |
+5,260
| New | +$400K |
|
208
Alibaba
BABA
$312B
| $400K | 0.2% |
6,783
+2,088
| +44% | +$123K |
|
209
BP
BP
$88.4B
| $400K | 0.2% |
+15,556
| New | +$400K |
|
210
Dollar General
DG
$23.9B
| $400K | 0.2% |
5,522
-10,272
| -65% | -$744K |
|
211
Ironwood Pharmaceuticals
IRWD
$179M
| $400K | 0.2% |
45,835
-58,903
| -56% | -$514K |
|
|
JKS
212
JinkoSolar
JKS
$1.25B
| $400K | 0.2% |
+18,232
| New | +$400K |
|
213
Revvity
RVTY
$9.95B
| $400K | 0.2% |
+8,703
| New | +$400K |
|
214
TAL Education Group
TAL
$6.24B
| $400K | 0.2% |
74,658
+5,454
| +8% | +$29.2K |
|
215
Viatris
VTRS
$12B
| $400K | 0.2% |
9,935
-2,608
| -21% | -$105K |
|
|
FNHC
216
DELISTED
FedNat Holding Company Common Stock
FNHC
| $400K | 0.2% |
+16,653
| New | +$400K |
|
|
WUBA
217
DELISTED
58.COM INC
WUBA
| $400K | 0.2% |
+8,502
| New | +$400K |
|
218
AerCap
AER
$21.9B
| $398K | 0.2% |
+10,407
| New | +$398K |
|
219
Autohome
ATHM
$3.39B
| $396K | 0.19% |
+12,296
| New | +$396K |
|
220
Teva Pharmaceuticals
TEVA
$21.2B
| $395K | 0.19% |
7,003
+266
| +4% | +$15K |
|
221
Walmart
WMT
$805B
| $394K | 0.19% |
18,375
+6,387
| +53% | +$137K |
|
|
RAX
222
DELISTED
Rackspace Hosting Inc
RAX
| $394K | 0.19% |
16,006
-219
| -1% | -$5.39K |
|
|
HRC
223
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $393K | 0.19% |
+7,566
| New | +$393K |
|
224
Liberty Global Class C
LBTYK
$4.14B
| $392K | 0.19% |
+10,996
| New | +$392K |
|
225
Automatic Data Processing
ADP
$122B
| $390K | 0.19% |
+4,855
| New | +$390K |
|