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 | |
|---|---|---|---|---|---|---|
301
Comtech Telecommunications
CMTL
$69.7M
| $178K | 0.08% |
14,377
-3,106
| -18% | -$38.5K |
|
302
Iovance Biotherapeutics
IOVA
$858M
| $178K | 0.08% |
+22,452
| New | +$178K |
|
303
Micron Technology
MU
$151B
| $178K | 0.08% |
+13,523
| New | +$178K |
|
|
AAIC
304
DELISTED
Arlington Asset Investment Corp.
AAIC
| $177K | 0.08% |
13,785
+1,831
| +15% | +$23.5K |
|
305
Marvell Technology
MRVL
$57.6B
| $176K | 0.08% |
18,636
-55,926
| -75% | -$528K |
|
|
RDEN
306
DELISTED
ELIZABETH ARDEN INC
RDEN
| $176K | 0.08% |
+12,863
| New | +$176K |
|
307
Xerox
XRX
$468M
| $175K | 0.08% |
+7,079
| New | +$175K |
|
|
SFS
308
DELISTED
Smart & Final Stores, Inc.
SFS
| $175K | 0.08% |
11,867
-25,711
| -68% | -$379K |
|
|
HRG
309
DELISTED
HRG Group, Inc.
HRG
| $175K | 0.08% |
+13,078
| New | +$175K |
|
310
National CineMedia
NCMI
$435M
| $174K | 0.08% |
1,171
+170
| +17% | +$25.3K |
|
311
Valley National Bancorp
VLY
$6B
| $173K | 0.08% |
19,373
+4,544
| +31% | +$40.6K |
|
312
Azenta
AZTA
$1.35B
| $172K | 0.08% |
15,700
+1,084
| +7% | +$11.9K |
|
313
3D Systems Corporation
DDD
$269M
| $172K | 0.08% |
+12,667
| New | +$172K |
|
|
BGC
314
DELISTED
General Cable Corporation
BGC
| $172K | 0.08% |
13,681
-385
| -3% | -$4.84K |
|
|
EJ
315
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $172K | 0.08% |
+26,453
| New | +$172K |
|
316
DiamondRock Hospitality
DRH
$1.73B
| $171K | 0.08% |
+19,043
| New | +$171K |
|
317
Gray Television
GTN
$597M
| $171K | 0.08% |
15,718
+2,792
| +22% | +$30.4K |
|
|
NXGN
318
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $171K | 0.08% |
+14,755
| New | +$171K |
|
|
CVA
319
DELISTED
Covanta Holding Corporation
CVA
| $171K | 0.08% |
+10,536
| New | +$171K |
|
|
EVER
320
DELISTED
Everbank Financial Corp
EVER
| $171K | 0.08% |
11,809
+1,591
| +16% | +$23K |
|
321
Metallus
MTUS
$704M
| $170K | 0.08% |
17,985
+54
| +0.3% | +$510 |
|
322
GoPro
GPRO
$264M
| $169K | 0.08% |
15,659
-142,647
| -90% | -$1.54M |
|
323
Kinross Gold
KGC
$27.3B
| $169K | 0.08% |
+33,599
| New | +$169K |
|
324
MBIA
MBI
$386M
| $169K | 0.08% |
+24,760
| New | +$169K |
|
325
Enviri
NVRI
$943M
| $169K | 0.08% |
26,275
-2,669
| -9% | -$17.2K |
|