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 | |
|---|---|---|---|---|---|---|
51
Cintas
CTAS
$84.6B
| $1M | 0.27% |
10,879
+6,564
| +152% | +$605K |
|
52
Amicus Therapeutics
FOLD
$2.34B
| $1M | 0.27% |
+104,059
| New | +$1M |
|
53
Mueller Water Products
MWA
$4.12B
| $1M | 0.27% |
+116,002
| New | +$1M |
|
54
Valley National Bancorp
VLY
$5.85B
| $1M | 0.27% |
+100,483
| New | +$1M |
|
|
DFS
55
DELISTED
Discover Financial Services
DFS
| $1M | 0.27% |
18,482
+4,903
| +36% | +$266K |
|
56
Dollar General
DG
$23.9B
| $1M | 0.27% |
13,902
+8,380
| +152% | +$604K |
|
57
Manitowoc
MTW
$351M
| $1M | 0.27% |
+65,706
| New | +$1M |
|
|
PMT
58
PennyMac Mortgage Investment
PMT
$1.07B
| $1M | 0.27% |
+64,968
| New | +$1M |
|
|
VR
59
DELISTED
Validus Hold Ltd
VR
| $1M | 0.27% |
+21,403
| New | +$1M |
|
60
Micron Technology
MU
$133B
| $997K | 0.27% |
70,430
+53,739
| +322% | +$761K |
|
61
Starbucks
SBUX
$100B
| $992K | 0.27% |
+16,464
| New | +$992K |
|
|
LXK
62
DELISTED
Lexmark Intl Inc
LXK
| $992K | 0.27% |
+30,045
| New | +$992K |
|
63
Yelp
YELP
$1.99B
| $987K | 0.27% |
34,689
-907
| -3% | -$25.8K |
|
64
IAC Inc
IAC
$2.94B
| $959K | 0.26% |
+15,819
| New | +$959K |
|
65
PPG Industries
PPG
$25.1B
| $954K | 0.26% |
9,574
+4,647
| +94% | +$463K |
|
66
Baxter International
BAX
$12.7B
| $945K | 0.26% |
24,843
-13,521
| -35% | -$514K |
|
67
Signet Jewelers
SIG
$3.62B
| $943K | 0.26% |
+7,731
| New | +$943K |
|
|
SC
68
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $935K | 0.25% |
+58,423
| New | +$935K |
|
|
SFS
69
DELISTED
Smart & Final Stores, Inc.
SFS
| $921K | 0.25% |
50,925
-10,564
| -17% | -$191K |
|
70
Kellanova
K
$27.6B
| $916K | 0.25% |
12,529
+5,795
| +86% | +$424K |
|
71
Halliburton
HAL
$19.4B
| $895K | 0.24% |
26,235
+3,859
| +17% | +$132K |
|
72
Alphabet (Google) Class A
GOOGL
$2.57T
| $881K | 0.24% |
1,116
-860
| -44% | -$679K |
|
73
Advance Auto Parts
AAP
$3.66B
| $864K | 0.23% |
+5,708
| New | +$864K |
|
74
Norwegian Cruise Line
NCLH
$11.2B
| $861K | 0.23% |
14,467
+8,212
| +131% | +$489K |
|
75
Boston Scientific
BSX
$156B
| $857K | 0.23% |
46,076
+20,759
| +82% | +$386K |
|