QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
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
+$165M
(+81%)
Cap. Flow
+$155M
Cap. Flow
% of AUM
42.17%
Top 10 Holdings %
Top 10 Hldgs %
4.27%
Holding
996
New
647
Increased
94
Reduced
131
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 | |
|---|---|---|---|---|---|---|
|
BTCM
201
BIT Mining
BTCM
$46M
| $460K | 0.12% |
2,245
-314
| -12% | -$64.3K |
|
202
Vodafone
VOD
$28.3B
| $457K | 0.12% |
+14,235
| New | +$457K |
|
203
Goldman Sachs
GS
$227B
| $456K | 0.12% |
+2,509
| New | +$456K |
|
204
Walmart
WMT
$805B
| $456K | 0.12% |
22,197
+3,822
| +21% | +$78.5K |
|
205
Johnson & Johnson
JNJ
$431B
| $454K | 0.12% |
4,372
-2,273
| -34% | -$236K |
|
206
Chubb
CB
$112B
| $453K | 0.12% |
3,834
-3,744
| -49% | -$442K |
|
207
PACCAR
PCAR
$51.6B
| $449K | 0.12% |
14,063
-11,869
| -46% | -$379K |
|
208
Zions Bancorporation
ZION
$8.58B
| $447K | 0.12% |
16,297
-5,088
| -24% | -$140K |
|
209
Waste Management
WM
$90.6B
| $444K | 0.12% |
+8,231
| New | +$444K |
|
|
SWFT
210
DELISTED
Swift Transportation Company
SWFT
| $439K | 0.12% |
+32,297
| New | +$439K |
|
211
Standard BioTools
LAB
$493M
| $438K | 0.12% |
+40,927
| New | +$438K |
|
212
Five Below
FIVE
$8.43B
| $434K | 0.12% |
13,520
-10,142
| -43% | -$326K |
|
|
HNT
213
DELISTED
HEALTH NET INC
HNT
| $434K | 0.12% |
+6,309
| New | +$434K |
|
214
Eaton
ETN
$136B
| $433K | 0.12% |
+8,243
| New | +$433K |
|
215
Bank of America
BAC
$375B
| $427K | 0.12% |
+25,084
| New | +$427K |
|
216
Light & Wonder
LNW
$7.37B
| $427K | 0.12% |
48,064
-12,231
| -20% | -$109K |
|
217
Lear
LEA
$5.87B
| $425K | 0.12% |
+3,421
| New | +$425K |
|
218
Cognizant
CTSH
$34.9B
| $422K | 0.11% |
6,927
+2,087
| +43% | +$127K |
|
219
Delta Air Lines
DAL
$39.5B
| $421K | 0.11% |
8,242
-15,946
| -66% | -$815K |
|
|
P
220
DELISTED
Pandora Media Inc
P
| $421K | 0.11% |
31,530
+6,518
| +26% | +$87K |
|
|
BETR
221
DELISTED
Amplify Snack Brands, Inc.
BETR
| $418K | 0.11% |
+37,458
| New | +$418K |
|
222
Fabrinet
FN
$12.9B
| $415K | 0.11% |
17,216
-22,877
| -57% | -$551K |
|
223
United Parcel Service
UPS
$71.6B
| $414K | 0.11% |
4,263
+178
| +4% | +$17.3K |
|
|
GRA
224
DELISTED
W.R. Grace & Co.
GRA
| $412K | 0.11% |
4,114
-1,264
| -24% | -$127K |
|
225
Electronic Arts
EA
$42B
| $411K | 0.11% |
5,911
+2,197
| +59% | +$153K |
|