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 | |
|---|---|---|---|---|---|---|
|
TAL
351
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $313K | 0.08% |
+19,736
| New | +$313K |
|
352
Flex
FLEX
$20.9B
| $312K | 0.08% |
+36,657
| New | +$312K |
|
353
Newmont
NEM
$83.4B
| $312K | 0.08% |
+17,511
| New | +$312K |
|
354
Prothena Corp
PRTA
$449M
| $312K | 0.08% |
+4,484
| New | +$312K |
|
|
WDR
355
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $312K | 0.08% |
+10,925
| New | +$312K |
|
|
HMSY
356
DELISTED
HMS Holdings Corp.
HMSY
| $312K | 0.08% |
+24,620
| New | +$312K |
|
|
ICPT
357
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $311K | 0.08% |
+2,071
| New | +$311K |
|
358
Gen Digital
GEN
$18.4B
| $311K | 0.08% |
14,614
-42,189
| -74% | -$898K |
|
359
Invesco Mortgage Capital
IVR
$521M
| $311K | 0.08% |
+2,502
| New | +$311K |
|
360
Radian Group
RDN
$4.77B
| $311K | 0.08% |
+23,034
| New | +$311K |
|
361
Ross Stores
ROST
$49.6B
| $311K | 0.08% |
+5,700
| New | +$311K |
|
362
Sunrun
RUN
$3.7B
| $311K | 0.08% |
+26,522
| New | +$311K |
|
363
Sarepta Therapeutics
SRPT
$1.85B
| $311K | 0.08% |
+7,934
| New | +$311K |
|
|
TWO
364
Two Harbors Investment
TWO
$1.07B
| $311K | 0.08% |
+4,761
| New | +$311K |
|
|
MXIM
365
DELISTED
Maxim Integrated Products
MXIM
| $311K | 0.08% |
+8,159
| New | +$311K |
|
|
ZAYO
366
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $311K | 0.08% |
+11,968
| New | +$311K |
|
|
PF
367
DELISTED
Pinnacle Foods, Inc.
PF
| $311K | 0.08% |
+7,262
| New | +$311K |
|
|
AAN.A
368
DELISTED
AARON'S INC CL-A
AAN.A
| $311K | 0.08% |
+13,791
| New | +$311K |
|
369
Automatic Data Processing
ADP
$121B
| $310K | 0.08% |
3,600
-1,255
| -26% | -$108K |
|
370
Agnico Eagle Mines
AEM
$76.7B
| $310K | 0.08% |
+11,836
| New | +$310K |
|
371
Coty
COTY
$3.71B
| $310K | 0.08% |
+12,114
| New | +$310K |
|
372
Goodyear
GT
$2.45B
| $310K | 0.08% |
9,319
-11,417
| -55% | -$380K |
|
373
Liberty Broadband Class A
LBRDA
$8.63B
| $310K | 0.08% |
+6,000
| New | +$310K |
|
374
LKQ Corp
LKQ
$8.39B
| $310K | 0.08% |
+10,419
| New | +$310K |
|
375
Madison Square Garden
MSGS
$4.88B
| $310K | 0.08% |
+2,688
| New | +$310K |
|