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 | |
|---|---|---|---|---|---|---|
151
Nike
NKE
$110B
| $678K | 0.18% |
10,724
+2,216
| +26% | +$140K |
|
152
AutoZone
AZO
$70.2B
| $671K | 0.18% |
895
+266
| +42% | +$199K |
|
|
SLCA
153
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $668K | 0.18% |
+36,122
| New | +$668K |
|
154
Hartford Financial Services
HIG
$37.2B
| $661K | 0.18% |
15,073
+311
| +2% | +$13.6K |
|
155
Safety Insurance
SAFT
$1.1B
| $659K | 0.18% |
11,590
+3,274
| +39% | +$186K |
|
156
TriNet
TNET
$3.52B
| $658K | 0.18% |
+33,953
| New | +$658K |
|
|
LVNTA
157
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $649K | 0.18% |
14,616
+8,099
| +124% | +$360K |
|
|
TCF
158
DELISTED
TCF Financial Corporation Common Stock
TCF
| $647K | 0.18% |
18,552
+6,967
| +60% | +$243K |
|
159
Quanta Services
PWR
$56.3B
| $635K | 0.17% |
+31,054
| New | +$635K |
|
160
Lennox International
LII
$19.6B
| $626K | 0.17% |
4,948
-1,134
| -19% | -$143K |
|
|
SPNC
161
DELISTED
Spectranetics Corp
SPNC
| $626K | 0.17% |
+41,127
| New | +$626K |
|
162
Owens & Minor
OMI
$378M
| $618K | 0.17% |
+16,779
| New | +$618K |
|
163
DuPont de Nemours
DD
$32.2B
| $616K | 0.17% |
+11,920
| New | +$616K |
|
|
TEN
164
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $612K | 0.17% |
13,136
+4,093
| +45% | +$191K |
|
165
Salesforce
CRM
$242B
| $610K | 0.17% |
7,716
-2,633
| -25% | -$208K |
|
166
EQT Corp
EQT
$32.4B
| $593K | 0.16% |
11,529
-21,369
| -65% | -$1.1M |
|
|
CAFD
167
DELISTED
8point3 Energy Partners LP Class A shares
CAFD
| $590K | 0.16% |
36,900
-27,844
| -43% | -$445K |
|
168
ABM Industries
ABM
$3.06B
| $570K | 0.15% |
+19,609
| New | +$570K |
|
169
B&G Foods
BGS
$361M
| $557K | 0.15% |
+15,591
| New | +$557K |
|
|
LNCE
170
DELISTED
Snyders-Lance, Inc.
LNCE
| $554K | 0.15% |
+15,945
| New | +$554K |
|
171
American Tower
AMT
$95.5B
| $547K | 0.15% |
+5,586
| New | +$547K |
|
|
YHOO
172
DELISTED
Yahoo Inc
YHOO
| $538K | 0.15% |
16,118
-61,081
| -79% | -$2.04M |
|
|
173
Bristol-Myers Squibb
BMY
$96B
| $537K | 0.15% |
7,730
-29,332
| -79% | -$2.04M |
|
174
Qualcomm
QCOM
$171B
| $536K | 0.15% |
10,638
+2,470
| +30% | +$124K |
|
|
MDVN
175
DELISTED
MEDIVATION, INC.
MDVN
| $531K | 0.14% |
+11,017
| New | +$531K |
|