QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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
+$369M
(+81%)
Cap. Flow
+$157M
Cap. Flow
% of AUM
42.61%
Top 10 Holdings %
Top 10 Hldgs %
4.27%
Holding
996
New
648
Increased
95
Reduced
130
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 | 14.89% |
| 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 | |
|---|---|---|---|---|---|---|
26
Navient
NAVI
$1.36B
| $1.09M | 0.3% |
+96,086
| New | +$1.09M |
|
27
Kroger
KR
$44.9B
| $1.09M | 0.29% |
+25,664
| New | +$1.09M |
|
|
NUVA
28
DELISTED
NuVasive, Inc.
NUVA
| $1.05M | 0.28% |
19,095
+11,422
| +149% | +$626K |
|
|
NRF
29
DELISTED
NorthStar Realty Finance Corp.
NRF
| $1.05M | 0.28% |
+63,273
| New | +$1.05M |
|
30
Kohl's
KSS
$1.69B
| $1.04M | 0.28% |
+21,571
| New | +$1.04M |
|
|
CLVS
31
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.02M | 0.28% |
+29,721
| New | +$1.02M |
|
32
Ameriprise Financial
AMP
$48.5B
| $1.02M | 0.28% |
+9,536
| New | +$1.02M |
|
|
ENH
33
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $1.02M | 0.28% |
+15,658
| New | +$1.02M |
|
34
Applied Materials
AMAT
$128B
| $1.02M | 0.28% |
53,547
-27,117
| -34% | -$514K |
|
35
FNB Corp
FNB
$5.99B
| $1.01M | 0.28% |
+74,785
| New | +$1.01M |
|
36
Truist Financial
TFC
$60.4B
| $1.01M | 0.27% |
+26,589
| New | +$1.01M |
|
37
Keurig Dr Pepper
KDP
$39.5B
| $1.01M | 0.27% |
10,675
+7,624
| +250% | +$721K |
|
38
Pacific Biosciences
PACB
$393M
| $1.01M | 0.27% |
+77,048
| New | +$1.01M |
|
39
Invesco
IVZ
$9.76B
| $1.01M | 0.27% |
30,229
-9,828
| -25% | -$328K |
|
40
ScottsMiracle-Gro
SMG
$3.53B
| $1.01M | 0.27% |
+15,459
| New | +$1.01M |
|
41
TIM SA
TIMB
$10.2B
| $1.01M | 0.27% |
117,470
+25,260
| +27% | +$217K |
|
|
EQC
42
DELISTED
Equity Commonwealth
EQC
| $1.01M | 0.27% |
36,099
+22,072
| +157% | +$616K |
|
43
Dynavax Technologies
DVAX
$1.19B
| $1.01M | 0.27% |
+41,849
| New | +$1.01M |
|
44
General Dynamics
GD
$87.3B
| $1.01M | 0.27% |
+7,235
| New | +$1.01M |
|
45
Eagle Materials
EXP
$7.49B
| $1.01M | 0.27% |
+16,725
| New | +$1.01M |
|
46
KeyCorp
KEY
$21.2B
| $1.01M | 0.27% |
75,976
+33,208
| +78% | +$440K |
|
47
Evercore
EVR
$12.4B
| $1M | 0.27% |
18,389
+10,004
| +119% | +$546K |
|
48
Fifth Third Bancorp
FITB
$30.3B
| $1M | 0.27% |
+49,609
| New | +$1M |
|
49
Western Alliance Bancorporation
WAL
$9.88B
| $1M | 0.27% |
27,807
+15,705
| +130% | +$567K |
|
|
MBT
50
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $1M | 0.27% |
+164,290
| New | +$1M |
|