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 | |
|---|---|---|---|---|---|---|
451
Chart Industries
GTLS
$8.98B
| $306K | 0.08% |
+16,937
| New | +$306K |
|
452
Humana
HUM
$33.5B
| $306K | 0.08% |
+1,708
| New | +$306K |
|
453
Incyte
INCY
$16.8B
| $306K | 0.08% |
+2,809
| New | +$306K |
|
454
McKesson
MCK
$89.5B
| $306K | 0.08% |
+1,540
| New | +$306K |
|
|
NOAH
455
Noah Holdings
NOAH
$793M
| $306K | 0.08% |
+10,990
| New | +$306K |
|
456
Paycom
PAYC
$12.7B
| $306K | 0.08% |
+7,995
| New | +$306K |
|
457
Perrigo
PRGO
$3.1B
| $306K | 0.08% |
+2,111
| New | +$306K |
|
458
PTC
PTC
$24.8B
| $306K | 0.08% |
+8,736
| New | +$306K |
|
459
Regions Financial
RF
$24.1B
| $306K | 0.08% |
31,749
+10,388
| +49% | +$100K |
|
460
TAL Education Group
TAL
$6.54B
| $306K | 0.08% |
39,450
-35,208
| -47% | -$273K |
|
461
Take-Two Interactive
TTWO
$45.5B
| $306K | 0.08% |
8,635
-26,182
| -75% | -$928K |
|
462
Urban Edge Properties
UE
$2.67B
| $306K | 0.08% |
+12,876
| New | +$306K |
|
463
Upbound Group
UPBD
$1.48B
| $306K | 0.08% |
+20,371
| New | +$306K |
|
464
United Rentals
URI
$61.7B
| $306K | 0.08% |
+4,210
| New | +$306K |
|
465
Vertex Pharmaceuticals
VRTX
$102B
| $306K | 0.08% |
2,418
+390
| +19% | +$49.4K |
|
466
Western Union
WU
$2.74B
| $306K | 0.08% |
+16,827
| New | +$306K |
|
467
Willis Towers Watson
WTW
$33.2B
| $306K | 0.08% |
+2,362
| New | +$306K |
|
468
Wolverine World Wide
WWW
$2.48B
| $306K | 0.08% |
+17,818
| New | +$306K |
|
|
KAMN
469
DELISTED
Kaman Corp
KAMN
| $306K | 0.08% |
+7,405
| New | +$306K |
|
|
MANT
470
DELISTED
Mantech International Corp
MANT
| $306K | 0.08% |
+9,946
| New | +$306K |
|
|
ACC
471
DELISTED
American Campus Communities, Inc.
ACC
| $306K | 0.08% |
+7,379
| New | +$306K |
|
|
INFO
472
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $306K | 0.08% |
+10,095
| New | +$306K |
|
|
HRC
473
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $306K | 0.08% |
6,252
-1,314
| -17% | -$64.3K |
|
|
NGHC
474
DELISTED
National General Holdings Corp
NGHC
| $306K | 0.08% |
+13,821
| New | +$306K |
|
|
WMGI
475
DELISTED
Wright Medical Group Inc
WMGI
| $306K | 0.08% |
12,797
-1,588
| -11% | -$38K |
|