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 | |
|---|---|---|---|---|---|---|
126
Global Payments
GPN
$21.5B
| $701K | 0.19% |
10,751
+7,526
| +233% | +$491K |
|
127
Home BancShares
HOMB
$5.87B
| $701K | 0.19% |
17,150
+7,667
| +81% | +$313K |
|
128
Ironwood Pharmaceuticals
IRWD
$214M
| $701K | 0.19% |
59,211
+20,823
| +54% | +$247K |
|
129
TJX Companies
TJX
$152B
| $701K | 0.19% |
+9,831
| New | +$701K |
|
|
FIT
130
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $701K | 0.19% |
+23,670
| New | +$701K |
|
131
Hope Bancorp
HOPE
$1.43B
| $700K | 0.19% |
39,977
+14,879
| +59% | +$261K |
|
132
Pacira BioSciences
PCRX
$1.2B
| $700K | 0.19% |
+9,089
| New | +$700K |
|
133
Robert Half
RHI
$3.8B
| $700K | 0.19% |
14,731
+7,499
| +104% | +$356K |
|
134
SEI Investments
SEIC
$10.9B
| $700K | 0.19% |
+13,253
| New | +$700K |
|
135
T Rowe Price
TROW
$23.6B
| $700K | 0.19% |
+9,710
| New | +$700K |
|
136
TransUnion
TRU
$16.8B
| $700K | 0.19% |
+25,180
| New | +$700K |
|
137
Tractor Supply
TSCO
$32.7B
| $700K | 0.19% |
8,112
+4,996
| +160% | +$431K |
|
|
WP
138
DELISTED
Worldpay, Inc.
WP
| $700K | 0.19% |
+14,721
| New | +$700K |
|
|
IHS
139
DELISTED
IHS INC CL-A COM STK
IHS
| $700K | 0.19% |
+5,899
| New | +$700K |
|
|
XL
140
DELISTED
XL Group Ltd.
XL
| $700K | 0.19% |
17,579
+7,734
| +79% | +$308K |
|
141
Liberty Global Class C
LBTYK
$4.07B
| $697K | 0.19% |
17,632
+8,087
| +85% | +$320K |
|
142
General Motors
GM
$55.7B
| $694K | 0.19% |
20,230
-5,416
| -21% | -$186K |
|
|
WIBC
143
DELISTED
WILSHIRE BANCORP INC
WIBC
| $693K | 0.19% |
+58,824
| New | +$693K |
|
144
United Airlines
UAL
$33.9B
| $692K | 0.19% |
+12,030
| New | +$692K |
|
|
GLUU
145
DELISTED
Glu Mobile Inc.
GLUU
| $692K | 0.19% |
+278,313
| New | +$692K |
|
146
Bunge Global
BG
$16.8B
| $690K | 0.19% |
+10,037
| New | +$690K |
|
147
MGM Resorts International
MGM
$10.8B
| $687K | 0.19% |
30,470
-982
| -3% | -$22.1K |
|
|
FNFG
148
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $685K | 0.19% |
+62,731
| New | +$685K |
|
|
AGN
149
DELISTED
Allergan plc
AGN
| $682K | 0.19% |
2,164
-595
| -22% | -$188K |
|
150
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$3.51B
| $679K | 0.18% |
+35,493
| New | +$679K |
|