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 | |
|---|---|---|---|---|---|---|
876
Ambarella
AMBA
$3.4B
| – | – |
-11,550
| Closed | -$667K |
|
|
877
Amazon
AMZN
$2.4T
| – | – |
-2,974
| Closed | -$1.53M |
|
878
APA Corp
APA
$8.53B
| – | – |
-20,045
| Closed | -$789K |
|
879
American Axle
AXL
$691M
| – | – |
-49,035
| Closed | -$978K |
|
880
Boeing
BA
$179B
| – | – |
-4,667
| Closed | -$611K |
|
881
Best Buy
BBY
$15.6B
| – | – |
-10,194
| Closed | -$378K |
|
882
Boot Barn
BOOT
$5.56B
| – | – |
-29,167
| Closed | -$538K |
|
883
BP
BP
$90.8B
| – | – |
-13,089
| Closed | -$400K |
|
884
Cardinal Health
CAH
$35.5B
| – | – |
-5,625
| Closed | -$432K |
|
885
Chemours
CC
$2.29B
| – | – |
-21,751
| Closed | -$141K |
|
886
Carnival Corp
CCL
$42.2B
| – | – |
-11,759
| Closed | -$583K |
|
887
Centene
CNC
$14.5B
| – | – |
-4,195
| Closed | -$227K |
|
888
Carter's
CRI
$1.04B
| – | – |
-13,156
| Closed | -$1.19M |
|
889
Community Health Systems
CYH
$387M
| – | – |
-9,024
| Closed | -$386K |
|
890
Deere & Co
DE
$129B
| – | – |
-5,978
| Closed | -$441K |
|
891
HF Sinclair
DINO
$9.52B
| – | – |
-13,486
| Closed | -$659K |
|
892
Delek US
DK
$1.86B
| – | – |
-10,535
| Closed | -$293K |
|
893
Dick's Sporting Goods
DKS
$17B
| – | – |
-9,704
| Closed | -$482K |
|
894
Darden Restaurants
DRI
$24.1B
| – | – |
-5,885
| Closed | -$403K |
|
895
EOG Resources
EOG
$68.8B
| – | – |
-4,710
| Closed | -$346K |
|
896
First American
FAF
$6.56B
| – | – |
-19,330
| Closed | -$755K |
|
897
Diamondback Energy
FANG
$43.1B
| – | – |
-15,045
| Closed | -$972K |
|
898
Fastenal
FAST
$57B
| – | – |
-11,638
| Closed | -$423K |
|
899
Fidelity National Information Services
FIS
$36.5B
| – | – |
-6,106
| Closed | -$410K |
|
900
Foot Locker
FL
$2.3B
| – | – |
-3,731
| Closed | -$269K |
|