QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+1.22%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$214M
AUM Growth
-$44.2M
(-17%)
Cap. Flow
-$39.5M
Cap. Flow
% of AUM
-18.44%
Top 10 Holdings %
Top 10 Hldgs %
7.74%
Holding
612
New
212
Increased
92
Reduced
104
Closed
203
Top Buys
| 1 |
EXPR
Express, Inc.
EXPR
|
+$1.68M |
| 2 |
T-Mobile US
TMUS
|
+$1.65M |
| 3 |
lululemon athletica
LULU
|
+$1.64M |
| 4 |
BWLD
Buffalo Wild Wings, Inc.
BWLD
|
+$1.61M |
| 5 |
HA
Hawaiian Holdings, Inc.
HA
|
+$1.57M |
Top Sells
| 1 |
Interpublic Group of Companies
IPG
|
+$2.13M |
| 2 |
HIMX
Himax Technologies
HIMX
|
+$2.11M |
| 3 |
Southwest Airlines
LUV
|
+$2.1M |
| 4 |
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
|
+$2.08M |
| 5 |
MXIM
Maxim Integrated Products
MXIM
|
+$2.08M |
Sector Composition
| 1 | Consumer Discretionary | 21.02% |
| 2 | Financials | 18% |
| 3 | Industrials | 15.68% |
| 4 | Healthcare | 12.97% |
| 5 | Technology | 7.64% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
AVDL
226
Avadel Pharmaceuticals
AVDL
$1.47B
| $261K | 0.12% |
+24,232
| New | +$261K |
|
227
Trinseo
TSE
$85.2M
| $258K | 0.12% |
+6,091
| New | +$258K |
|
228
Jones Lang LaSalle
JLL
$14.6B
| $254K | 0.12% |
+2,527
| New | +$254K |
|
229
Waste Management
WM
$87.9B
| $254K | 0.12% |
+3,890
| New | +$254K |
|
|
STJ
230
DELISTED
St Jude Medical
STJ
| $253K | 0.12% |
3,262
-7,714
| -70% | -$598K |
|
|
TRQ
231
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $252K | 0.12% |
7,660
-8,105
| -51% | -$267K |
|
232
Fiserv
FI
$73.8B
| $250K | 0.12% |
+4,694
| New | +$250K |
|
|
DCT
233
DELISTED
DCT Industrial Trust Inc.
DCT
| $247K | 0.12% |
+5,241
| New | +$247K |
|
234
Bank OZK
OZK
$5.84B
| $246K | 0.11% |
+6,706
| New | +$246K |
|
235
Macy's
M
$4.61B
| $245K | 0.11% |
+7,344
| New | +$245K |
|
236
MarketAxess Holdings
MKTX
$7.03B
| $243K | 0.11% |
+1,708
| New | +$243K |
|
|
SHPG
237
DELISTED
Shire pic
SHPG
| $243K | 0.11% |
1,345
-3,413
| -72% | -$617K |
|
238
Abercrombie & Fitch
ANF
$4.48B
| $242K | 0.11% |
13,816
-51,928
| -79% | -$910K |
|
239
Exelixis
EXEL
$10.2B
| $242K | 0.11% |
+31,047
| New | +$242K |
|
|
XLNX
240
DELISTED
Xilinx Inc
XLNX
| $240K | 0.11% |
+5,272
| New | +$240K |
|
|
TSRO
241
DELISTED
TESARO, Inc.
TSRO
| $240K | 0.11% |
+2,946
| New | +$240K |
|
242
Treehouse Foods
THS
$898M
| $239K | 0.11% |
+2,414
| New | +$239K |
|
243
Advance Auto Parts
AAP
$3.52B
| $238K | 0.11% |
+1,477
| New | +$238K |
|
|
MSCC
244
DELISTED
Microsemi Corp
MSCC
| $238K | 0.11% |
+7,581
| New | +$238K |
|
245
Woodward
WWD
$14.2B
| $237K | 0.11% |
+4,218
| New | +$237K |
|
246
US Foods
USFD
$17.2B
| $233K | 0.11% |
+9,569
| New | +$233K |
|
247
Citizens Financial Group
CFG
$22.3B
| $232K | 0.11% |
11,869
-394
| -3% | -$7.7K |
|
248
Lam Research
LRCX
$133B
| $232K | 0.11% |
+28,260
| New | +$232K |
|
|
WRK
249
DELISTED
WestRock Company
WRK
| $232K | 0.11% |
+6,117
| New | +$232K |
|
250
Atlanta Braves Holdings Series B
BATRK
$2.64B
| $229K | 0.11% |
+16,265
| New | +$229K |
|