QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+6.31%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$369M
AUM Growth
+$165M
(+81%)
Cap. Flow
+$155M
Cap. Flow
% of AUM
42.17%
Top 10 Holdings %
Top 10 Hldgs %
4.27%
Holding
996
New
647
Increased
94
Reduced
131
Closed
122
Top Buys
| 1 |
MJN
Mead Johnson Nutrition Company
MJN
|
$1.84M |
| 2 |
SAVE
Spirit Airlines, Inc.
SAVE
|
$1.71M |
| 3 |
Biogen
BIIB
|
$1.64M |
| 4 |
PNRA
Panera Bread Co
PNRA
|
$1.19M |
| 5 |
GHL
Greenhill & Co., Inc.
GHL
|
$1.17M |
Top Sells
| 1 |
YHOO
Yahoo Inc
YHOO
|
$2.04M |
| 2 |
Bristol-Myers Squibb
BMY
|
$2.04M |
| 3 |
ANDV
Andeavor
ANDV
|
$1.84M |
| 4 |
LQ
La Quinta Holdings Inc.
LQ
|
$1.63M |
| 5 |
Amazon
AMZN
|
$1.53M |
Sector Composition
| 1 | Financials | 16.47% |
| 2 | Industrials | 14.81% |
| 3 | Healthcare | 12.88% |
| 4 | Consumer Discretionary | 12.03% |
| 5 | Technology | 11.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
226
Constellium
CSTM
$2.04B
| $410K | 0.11% |
+52,538
| New | +$410K |
|
227
O'Reilly Automotive
ORLY
$89B
| $410K | 0.11% |
+23,940
| New | +$410K |
|
228
Aptiv
APTV
$17.5B
| $407K | 0.11% |
4,699
-561
| -11% | -$48.6K |
|
229
Ashland
ASH
$2.51B
| $407K | 0.11% |
+7,996
| New | +$407K |
|
|
TWX
230
DELISTED
Time Warner Inc
TWX
| $407K | 0.11% |
6,308
-1,501
| -19% | -$96.8K |
|
231
IBM
IBM
$232B
| $403K | 0.11% |
+3,042
| New | +$403K |
|
|
PARA
232
DELISTED
Paramount Global Class B
PARA
| $401K | 0.11% |
8,562
-5,815
| -40% | -$272K |
|
233
The Greenbrier Companies
GBX
$1.46B
| $400K | 0.11% |
+12,415
| New | +$400K |
|
234
Herc Holdings
HRI
$4.6B
| $400K | 0.11% |
+9,490
| New | +$400K |
|
235
Revvity
RVTY
$10.1B
| $400K | 0.11% |
7,417
-1,286
| -15% | -$69.4K |
|
236
Universal Insurance Holdings
UVE
$697M
| $400K | 0.11% |
16,591
+2,867
| +21% | +$69.1K |
|
237
Xylem
XYL
$34.2B
| $400K | 0.11% |
+10,849
| New | +$400K |
|
|
WBC
238
DELISTED
WABCO HOLDINGS INC.
WBC
| $400K | 0.11% |
+3,901
| New | +$400K |
|
|
VIAB
239
DELISTED
Viacom Inc. Class B
VIAB
| $400K | 0.11% |
+9,785
| New | +$400K |
|
240
Children's Place
PLCE
$121M
| $399K | 0.11% |
+7,206
| New | +$399K |
|
241
KB Home
KBH
$4.63B
| $396K | 0.11% |
31,774
-23,115
| -42% | -$288K |
|
242
Citigroup
C
$176B
| $394K | 0.11% |
7,554
-22,413
| -75% | -$1.17M |
|
|
SGEN
243
DELISTED
Seagen Inc. Common Stock
SGEN
| $394K | 0.11% |
8,727
+3,311
| +61% | +$149K |
|
|
MRTX
244
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $393K | 0.11% |
+12,830
| New | +$393K |
|
|
LTRPA
245
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $392K | 0.11% |
12,679
+2,743
| +28% | +$84.8K |
|
246
Constellation Brands
STZ
$26.2B
| $390K | 0.11% |
+2,707
| New | +$390K |
|
247
SL Green Realty
SLG
$4.4B
| $384K | 0.1% |
+3,484
| New | +$384K |
|
248
Tyson Foods
TSN
$20B
| $382K | 0.1% |
7,111
-19,880
| -74% | -$1.07M |
|
249
American International
AIG
$43.9B
| $380K | 0.1% |
+6,077
| New | +$380K |
|
250
Northrop Grumman
NOC
$83.2B
| $380K | 0.1% |
2,000
+506
| +34% | +$96.1K |
|