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 | |
|---|---|---|---|---|---|---|
401
Commault Systems
CVLT
$7.84B
| $308K | 0.08% |
+7,754
| New | +$308K |
|
402
Edwards Lifesciences
EW
$46B
| $308K | 0.08% |
11,655
-45,933
| -80% | -$1.21M |
|
403
F5
FFIV
$18.8B
| $308K | 0.08% |
+3,139
| New | +$308K |
|
404
Mercury Insurance
MCY
$4.31B
| $308K | 0.08% |
+6,522
| New | +$308K |
|
405
Rayonier Advanced Materials
RYAM
$402M
| $308K | 0.08% |
+31,871
| New | +$308K |
|
406
T-Mobile US
TMUS
$271B
| $308K | 0.08% |
7,752
-15,326
| -66% | -$609K |
|
407
Toll Brothers
TOL
$13.8B
| $308K | 0.08% |
+9,180
| New | +$308K |
|
|
CMRX
408
DELISTED
Chimerix, Inc.
CMRX
| $308K | 0.08% |
+36,903
| New | +$308K |
|
|
NPTN
409
DELISTED
NEOPHOTONICS CORP
NPTN
| $308K | 0.08% |
+27,422
| New | +$308K |
|
|
EGOV
410
DELISTED
NIC Inc
EGOV
| $308K | 0.08% |
+15,345
| New | +$308K |
|
411
Acadia Pharmaceuticals
ACAD
$4.02B
| $307K | 0.08% |
+8,559
| New | +$307K |
|
412
AES
AES
$9.06B
| $307K | 0.08% |
+32,249
| New | +$307K |
|
413
Altisource Portfolio Solutions
ASPS
$125M
| $307K | 0.08% |
+1,373
| New | +$307K |
|
414
Axalta
AXTA
$6.7B
| $307K | 0.08% |
+11,533
| New | +$307K |
|
415
Builders FirstSource
BLDR
$15.5B
| $307K | 0.08% |
+28,606
| New | +$307K |
|
416
Blackstone Mortgage Trust
BXMT
$3.41B
| $307K | 0.08% |
+11,404
| New | +$307K |
|
417
CNA Financial
CNA
$12.8B
| $307K | 0.08% |
+8,638
| New | +$307K |
|
418
Copa Holdings
CPA
$4.73B
| $307K | 0.08% |
+6,373
| New | +$307K |
|
419
Customers Bancorp
CUBI
$2.35B
| $307K | 0.08% |
11,008
-3,744
| -25% | -$104K |
|
420
Darling Ingredients
DAR
$4.95B
| $307K | 0.08% |
+29,051
| New | +$307K |
|
421
Federated Hermes
FHI
$4.1B
| $307K | 0.08% |
+10,666
| New | +$307K |
|
422
Liberty Media Series C
FWONK
$24.7B
| $307K | 0.08% |
+11,466
| New | +$307K |
|
423
Graphic Packaging
GPK
$6.14B
| $307K | 0.08% |
+23,861
| New | +$307K |
|
424
Huntsman Corp
HUN
$1.88B
| $307K | 0.08% |
+27,253
| New | +$307K |
|
425
Main Street Capital
MAIN
$5.97B
| $307K | 0.08% |
+10,450
| New | +$307K |
|