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 | |
|---|---|---|---|---|---|---|
|
HIMX
76
Himax Technologies
HIMX
$1.42B
| $836K | 0.23% |
+100,475
| New | +$836K |
|
|
CIT
77
DELISTED
CIT Group Inc.
CIT
| $827K | 0.22% |
20,714
+11,533
| +126% | +$460K |
|
78
Curtiss-Wright
CW
$18B
| $819K | 0.22% |
+11,748
| New | +$819K |
|
|
SFLY
79
DELISTED
Shutterfly, Inc.
SFLY
| $805K | 0.22% |
17,969
-5,437
| -23% | -$244K |
|
|
SPWR
80
DELISTED
SunPower Corporation Common Stock
SPWR
| $795K | 0.22% |
26,174
+5,119
| +24% | +$155K |
|
81
Magna International
MGA
$12.9B
| $794K | 0.22% |
19,362
+7,071
| +58% | +$290K |
|
82
Alphabet (Google) Class C
GOOG
$2.58T
| $792K | 0.21% |
+1,028
| New | +$792K |
|
83
3M
MMM
$82.8B
| $783K | 0.21% |
+5,155
| New | +$783K |
|
84
American Eagle Outfitters
AEO
$2.24B
| $776K | 0.21% |
49,685
-2,094
| -4% | -$32.7K |
|
85
McDonald's
MCD
$224B
| $772K | 0.21% |
6,463
+2,803
| +77% | +$335K |
|
|
CDK
86
DELISTED
CDK Global, Inc.
CDK
| $771K | 0.21% |
+15,768
| New | +$771K |
|
87
Olin
OLN
$2.71B
| $769K | 0.21% |
43,742
-12,289
| -22% | -$216K |
|
88
Albemarle
ALB
$9.99B
| $765K | 0.21% |
13,580
+3,125
| +30% | +$176K |
|
|
NVRO
89
DELISTED
NEVRO CORP.
NVRO
| $764K | 0.21% |
+11,395
| New | +$764K |
|
90
Amgen
AMGN
$155B
| $761K | 0.21% |
4,658
+1,982
| +74% | +$324K |
|
|
SFUN
91
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $753K | 0.2% |
104,914
+43,891
| +72% | +$315K |
|
92
Target
TGT
$43.6B
| $748K | 0.2% |
10,265
-826
| -7% | -$60.2K |
|
93
Microsoft
MSFT
$3.77T
| $743K | 0.2% |
13,204
-97
| -0.7% | -$5.46K |
|
94
Eli Lilly
LLY
$657B
| $734K | 0.2% |
8,526
+2,825
| +50% | +$243K |
|
95
A.O. Smith
AOS
$9.99B
| $725K | 0.2% |
+9,299
| New | +$725K |
|
96
Owens Corning
OC
$12.6B
| $725K | 0.2% |
15,324
+2,163
| +16% | +$102K |
|
97
Assured Guaranty
AGO
$3.91B
| $721K | 0.2% |
26,955
+10,955
| +68% | +$293K |
|
|
LVLT
98
DELISTED
Level 3 Communications Inc
LVLT
| $720K | 0.2% |
13,247
+5,692
| +75% | +$309K |
|
99
Sally Beauty Holdings
SBH
$1.37B
| $715K | 0.19% |
+25,471
| New | +$715K |
|
|
JMEI
100
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
| $715K | 0.19% |
79,379
-30,096
| -27% | -$271K |
|