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 | |
|---|---|---|---|---|---|---|
|
UNIT
251
Uniti Group
UNIT
$1.78B
| $229K | 0.11% |
+8,110
| New | +$229K |
|
252
FMC
FMC
$4.67B
| $226K | 0.11% |
+5,737
| New | +$226K |
|
253
Lincoln National
LNC
$7.89B
| $226K | 0.11% |
5,952
-17,794
| -75% | -$676K |
|
254
AMC Networks
AMCX
$332M
| $225K | 0.11% |
+3,927
| New | +$225K |
|
255
Ralph Lauren
RL
$18.6B
| $224K | 0.1% |
+2,526
| New | +$224K |
|
|
KCG
256
DELISTED
KCG Holdings, Inc.
KCG
| $224K | 0.1% |
17,181
+4,100
| +31% | +$53.5K |
|
|
AIV
257
Aimco
AIV
$1.1B
| $223K | 0.1% |
+38,615
| New | +$223K |
|
|
AEL
258
DELISTED
American Equity Investment Life Holding Company
AEL
| $222K | 0.1% |
15,984
-2,639
| -14% | -$36.7K |
|
|
SBNY
259
DELISTED
Signature Bank
SBNY
| $222K | 0.1% |
+1,803
| New | +$222K |
|
|
FNSR
260
DELISTED
Finisar Corp
FNSR
| $222K | 0.1% |
+12,814
| New | +$222K |
|
|
XL
261
DELISTED
XL Group Ltd.
XL
| $221K | 0.1% |
+6,869
| New | +$221K |
|
262
Qorvo
QRVO
$8.49B
| $220K | 0.1% |
+4,031
| New | +$220K |
|
263
CVS Health
CVS
$90.7B
| $218K | 0.1% |
+2,293
| New | +$218K |
|
264
eBay
EBAY
$41.9B
| $218K | 0.1% |
+9,366
| New | +$218K |
|
|
PX
265
DELISTED
Praxair Inc
PX
| $218K | 0.1% |
+1,972
| New | +$218K |
|
|
SC
266
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $216K | 0.1% |
20,969
-128,305
| -86% | -$1.32M |
|
|
HTZ
267
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $216K | 0.1% |
+22,773
| New | +$216K |
|
|
IBKC
268
DELISTED
IBERIABANK Corp
IBKC
| $215K | 0.1% |
3,629
-25,767
| -88% | -$1.53M |
|
|
ELGX
269
DELISTED
Endologix Inc
ELGX
| $215K | 0.1% |
+1,743
| New | +$215K |
|
|
LM
270
DELISTED
Legg Mason, Inc.
LM
| $214K | 0.1% |
7,335
-38,579
| -84% | -$1.13M |
|
|
INXN
271
DELISTED
Interxion Holding N.V.
INXN
| $214K | 0.1% |
+5,934
| New | +$214K |
|
|
RDUS
272
DELISTED
Radius Health, Inc.
RDUS
| $213K | 0.1% |
+5,769
| New | +$213K |
|
273
Sarepta Therapeutics
SRPT
$1.84B
| $211K | 0.1% |
+11,293
| New | +$211K |
|
|
NSTG
274
DELISTED
NanoString Technologies, Inc.
NSTG
| $211K | 0.1% |
+16,872
| New | +$211K |
|
|
KRA
275
DELISTED
Kraton Corporation
KRA
| $211K | 0.1% |
+7,813
| New | +$211K |
|