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 | |
|---|---|---|---|---|---|---|
376
Pilgrim's Pride
PPC
$10.5B
| $310K | 0.08% |
+13,891
| New | +$310K |
|
377
Rithm Capital
RITM
$6.65B
| $310K | 0.08% |
+25,867
| New | +$310K |
|
378
RenaissanceRe
RNR
$11.5B
| $310K | 0.08% |
+2,706
| New | +$310K |
|
379
SITE Centers
SITC
$474M
| $310K | 0.08% |
14,255
+5,054
| +55% | +$110K |
|
380
Telefônica Brasil
VIV
$19.9B
| $310K | 0.08% |
34,385
-6,169
| -15% | -$55.6K |
|
|
DRII
381
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $310K | 0.08% |
+12,111
| New | +$310K |
|
|
FNSR
382
DELISTED
Finisar Corp
FNSR
| $310K | 0.08% |
21,269
-16,027
| -43% | -$234K |
|
383
AMC Networks
AMCX
$346M
| $309K | 0.08% |
4,088
-729
| -15% | -$55.1K |
|
384
Affiliated Managers Group
AMG
$6.7B
| $309K | 0.08% |
1,921
-6,015
| -76% | -$968K |
|
385
C.H. Robinson
CHRW
$15.5B
| $309K | 0.08% |
+4,954
| New | +$309K |
|
386
Enerpac Tool Group
EPAC
$2.33B
| $309K | 0.08% |
+12,741
| New | +$309K |
|
387
OneMain Financial
OMF
$7.34B
| $309K | 0.08% |
+7,495
| New | +$309K |
|
388
Qorvo
QRVO
$8.12B
| $309K | 0.08% |
+5,997
| New | +$309K |
|
389
Republic Services
RSG
$72.5B
| $309K | 0.08% |
+6,949
| New | +$309K |
|
390
W.R. Berkley
WRB
$28B
| $309K | 0.08% |
+18,708
| New | +$309K |
|
|
BPFH
391
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $309K | 0.08% |
+26,752
| New | +$309K |
|
|
DATA
392
DELISTED
Tableau Software, Inc.
DATA
| $309K | 0.08% |
+3,262
| New | +$309K |
|
|
VWR
393
DELISTED
VWR Corporation
VWR
| $309K | 0.08% |
+10,911
| New | +$309K |
|
|
DMND
394
DELISTED
DIAMOND FOODS, INC.
DMND
| $309K | 0.08% |
+7,958
| New | +$309K |
|
|
AWH
395
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $309K | 0.08% |
8,201
-9,788
| -54% | -$369K |
|
|
HOT
396
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $309K | 0.08% |
4,413
-3,915
| -47% | -$274K |
|
397
Arthur J. Gallagher & Co
AJG
$77.1B
| $308K | 0.08% |
7,451
-2,479
| -25% | -$102K |
|
398
AXIS Capital
AXS
$7.76B
| $308K | 0.08% |
+5,419
| New | +$308K |
|
399
Popular Inc
BPOP
$8.43B
| $308K | 0.08% |
+10,799
| New | +$308K |
|
400
Church & Dwight Co
CHD
$23B
| $308K | 0.08% |
+7,170
| New | +$308K |
|