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 | |
|---|---|---|---|---|---|---|
901
Flowserve
FLS
$7.02B
| – | – |
-5,427
| Closed | -$222K |
|
902
GATX Corp
GATX
$6B
| – | – |
-10,090
| Closed | -$445K |
|
903
Global Indemnity Group
GBLI
$424M
| – | – |
-15,711
| Closed | -$411K |
|
904
Gilead Sciences
GILD
$140B
| – | – |
-4,577
| Closed | -$449K |
|
905
Golar LNG
GLNG
$4.48B
| – | – |
-28,566
| Closed | -$796K |
|
906
Corning
GLW
$58.7B
| – | – |
-47,262
| Closed | -$808K |
|
907
Hilton Worldwide
HLT
$64.9B
| – | – |
-25,450
| Closed | -$584K |
|
|
JWN
908
DELISTED
Nordstrom
JWN
| – | – |
-9,999
| Closed | -$716K |
|
909
Kirby Corp
KEX
$5.42B
| – | – |
-5,787
| Closed | -$359K |
|
910
Lennar Class A
LEN
$34.5B
| – | – |
-5,077
| Closed | -$244K |
|
911
Masco
MAS
$15.4B
| – | – |
-19,822
| Closed | -$500K |
|
912
Medtronic
MDT
$120B
| – | – |
-3,210
| Closed | -$215K |
|
913
MetLife
MET
$54.1B
| – | – |
-9,148
| Closed | -$431K |
|
914
Martin Marietta Materials
MLM
$37.2B
| – | – |
-5,147
| Closed | -$782K |
|
915
Marvell Technology
MRVL
$55.7B
| – | – |
-82,081
| Closed | -$743K |
|
916
Motorola Solutions
MSI
$78.7B
| – | – |
-5,230
| Closed | -$358K |
|
917
Newell Brands
NWL
$2.45B
| – | – |
-5,942
| Closed | -$236K |
|
918
O-I Glass
OI
$2B
| – | – |
-36,684
| Closed | -$760K |
|
919
ON Semiconductor
ON
$20.3B
| – | – |
-48,634
| Closed | -$454K |
|
920
Oracle
ORCL
$633B
| – | – |
-10,244
| Closed | -$370K |
|
921
PepsiCo
PEP
$206B
| – | – |
-11,233
| Closed | -$1.06M |
|
922
Procter & Gamble
PG
$368B
| – | – |
-6,869
| Closed | -$494K |
|
923
Ryder
R
$7.65B
| – | – |
-5,445
| Closed | -$403K |
|
924
Regeneron Pharmaceuticals
REGN
$61.5B
| – | – |
-1,631
| Closed | -$757K |
|
925
Transocean
RIG
$2.89B
| – | – |
-19,452
| Closed | -$251K |
|