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 | |
|---|---|---|---|---|---|---|
576
Capitol Federal Financial
CFFN
$855M
| $303K | 0.08% |
+23,655
| New | +$303K |
|
577
Chunghwa Telecom
CHT
$34.9B
| $303K | 0.08% |
+10,059
| New | +$303K |
|
578
Cooper Companies
COO
$13.6B
| $303K | 0.08% |
8,952
+1,716
| +24% | +$58.1K |
|
579
Dolby
DLB
$6.91B
| $303K | 0.08% |
+8,883
| New | +$303K |
|
580
Duluth Holdings
DLTH
$133M
| $303K | 0.08% |
+20,773
| New | +$303K |
|
581
DaVita
DVA
$9.53B
| $303K | 0.08% |
+4,329
| New | +$303K |
|
582
Eagle Bancorp
EGBN
$624M
| $303K | 0.08% |
+5,935
| New | +$303K |
|
583
Embraer
ERJ
$10.8B
| $303K | 0.08% |
+10,164
| New | +$303K |
|
584
ESCO Technologies
ESE
$5.43B
| $303K | 0.08% |
+8,218
| New | +$303K |
|
585
Essent Group
ESNT
$6.33B
| $303K | 0.08% |
+13,610
| New | +$303K |
|
586
Ethan Allen Interiors
ETD
$753M
| $303K | 0.08% |
+10,816
| New | +$303K |
|
587
First Financial Bancorp
FFBC
$2.48B
| $303K | 0.08% |
+16,584
| New | +$303K |
|
588
Forward Air
FWRD
$920M
| $303K | 0.08% |
+6,986
| New | +$303K |
|
589
The GEO Group
GEO
$3.26B
| $303K | 0.08% |
+15,891
| New | +$303K |
|
590
Gaming and Leisure Properties
GLPI
$13.7B
| $303K | 0.08% |
+10,913
| New | +$303K |
|
591
Heron Therapeutics
HRTX
$196M
| $303K | 0.08% |
+10,854
| New | +$303K |
|
592
InterContinental Hotels
IHG
$18.8B
| $303K | 0.08% |
+5,871
| New | +$303K |
|
593
iRobot
IRBT
$114M
| $303K | 0.08% |
+8,412
| New | +$303K |
|
594
James River Group
JRVR
$248M
| $303K | 0.08% |
+8,914
| New | +$303K |
|
595
Kearny Financial
KRNY
$421M
| $303K | 0.08% |
+23,599
| New | +$303K |
|
596
Liberty Latin America Class A
LILA
$1.53B
| $303K | 0.08% |
+7,953
| New | +$303K |
|
|
597
Liberty Latin America Class C
LILAK
$1.55B
| $303K | 0.08% |
+7,643
| New | +$303K |
|
598
Matthews International
MATW
$775M
| $303K | 0.08% |
+5,551
| New | +$303K |
|
599
MKS Inc. Common Stock
MKSI
$7.79B
| $303K | 0.08% |
+8,257
| New | +$303K |
|
600
Morningstar
MORN
$10.8B
| $303K | 0.08% |
+3,737
| New | +$303K |
|