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 | |
|---|---|---|---|---|---|---|
|
PRTY
326
DELISTED
Party City Holdco Inc.
PRTY
| $169K | 0.08% |
12,260
+1,913
| +18% | +$26.4K |
|
|
P
327
DELISTED
Pandora Media Inc
P
| $169K | 0.08% |
13,463
-8,309
| -38% | -$104K |
|
|
MPSX
328
DELISTED
Multi Packaging Solutions Intl.
MPSX
| $169K | 0.08% |
+12,789
| New | +$169K |
|
329
Ally Financial
ALLY
$12.7B
| $168K | 0.08% |
+10,521
| New | +$168K |
|
330
Bank of America
BAC
$371B
| $168K | 0.08% |
12,729
-7,457
| -37% | -$98.4K |
|
331
Itaú Unibanco
ITUB
$75.7B
| $168K | 0.08% |
+39,358
| New | +$168K |
|
332
Rayonier Advanced Materials
RYAM
$402M
| $168K | 0.08% |
12,952
-2,901
| -18% | -$37.6K |
|
333
Zumiez
ZUMZ
$356M
| $168K | 0.08% |
+11,930
| New | +$168K |
|
334
MRC Global
MRC
$1.24B
| $167K | 0.08% |
+12,260
| New | +$167K |
|
335
Nomad Foods
NOMD
$2.12B
| $167K | 0.08% |
20,766
+3,981
| +24% | +$32K |
|
336
Old National Bancorp
ONB
$8.81B
| $167K | 0.08% |
13,628
+1,182
| +9% | +$14.5K |
|
337
Vera Bradley
VRA
$63.7M
| $167K | 0.08% |
+11,805
| New | +$167K |
|
|
SNR
338
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $167K | 0.08% |
15,641
+610
| +4% | +$6.51K |
|
|
BPFH
339
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $167K | 0.08% |
14,580
+1,443
| +11% | +$16.5K |
|
|
LQ
340
DELISTED
La Quinta Holdings Inc.
LQ
| $167K | 0.08% |
+14,731
| New | +$167K |
|
|
INVN
341
DELISTED
Invensense Inc
INVN
| $167K | 0.08% |
+28,026
| New | +$167K |
|
|
APOL
342
DELISTED
Apollo Education Group Inc Class A
APOL
| $167K | 0.08% |
+18,474
| New | +$167K |
|
|
STL
343
DELISTED
Sterling Bancorp
STL
| $167K | 0.08% |
+10,700
| New | +$167K |
|
|
FDC
344
DELISTED
First Data Corporation
FDC
| $167K | 0.08% |
15,200
+3,337
| +28% | +$36.7K |
|
345
Kearny Financial
KRNY
$415M
| $166K | 0.08% |
13,601
+1,229
| +10% | +$15K |
|
|
MFA
346
MFA Financial
MFA
$1.05B
| $166K | 0.08% |
+5,773
| New | +$166K |
|
347
Nokia
NOK
$24.6B
| $166K | 0.08% |
+30,036
| New | +$166K |
|
348
Rithm Capital
RITM
$6.63B
| $166K | 0.08% |
12,355
-1,110
| -8% | -$14.9K |
|
349
Sportsman's Warehouse
SPWH
$112M
| $166K | 0.08% |
+20,525
| New | +$166K |
|
|
TWO
350
Two Harbors Investment
TWO
$1.06B
| $166K | 0.08% |
2,432
-115
| -5% | -$7.85K |
|