QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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
+$214M
(-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 | |
|---|---|---|---|---|---|---|
26
KeyCorp
KEY
$20.8B
| $1.1M | 0.51% |
101,809
-37,390
| -27% | -$405K |
|
27
Biogen
BIIB
$20.8B
| $1.09M | 0.51% |
4,575
+1,681
| +58% | +$402K |
|
28
United Airlines
UAL
$34.4B
| $1.09M | 0.51% |
26,799
+4,649
| +21% | +$189K |
|
29
Progressive
PGR
$145B
| $1.08M | 0.51% |
33,205
+26,781
| +417% | +$874K |
|
30
Oracle
ORCL
$628B
| $1.06M | 0.5% |
+26,232
| New | +$1.06M |
|
31
First American
FAF
$6.63B
| $1.05M | 0.49% |
+26,766
| New | +$1.05M |
|
|
BECN
32
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $1.05M | 0.49% |
+23,814
| New | +$1.05M |
|
33
Mastercard
MA
$536B
| $1.04M | 0.49% |
+11,314
| New | +$1.04M |
|
34
Arthur J. Gallagher & Co
AJG
$77.9B
| $1.04M | 0.49% |
22,420
+11,823
| +112% | +$548K |
|
|
SIVB
35
DELISTED
SVB Financial Group
SIVB
| $1.03M | 0.48% |
11,140
-4,757
| -30% | -$441K |
|
36
Invesco
IVZ
$9.68B
| $1.03M | 0.48% |
41,447
-8,945
| -18% | -$222K |
|
37
CME Group
CME
$97.1B
| $1.03M | 0.48% |
+10,693
| New | +$1.03M |
|
38
Foot Locker
FL
$2.3B
| $1.03M | 0.48% |
18,605
-14,274
| -43% | -$786K |
|
39
Openlane
KAR
$3.05B
| $1.03M | 0.48% |
+65,633
| New | +$1.03M |
|
40
Stanley Black & Decker
SWK
$11.3B
| $1.02M | 0.48% |
9,431
+4,867
| +107% | +$526K |
|
41
TIM SA
TIMB
$10.1B
| $1.01M | 0.47% |
97,419
-33,537
| -26% | -$348K |
|
42
Synchrony
SYF
$28.1B
| $1.01M | 0.47% |
40,596
+32,458
| +399% | +$806K |
|
43
Copart
CPRT
$46.5B
| $1.01M | 0.47% |
167,112
-116,712
| -41% | -$702K |
|
|
WP
44
DELISTED
Worldpay, Inc.
WP
| $1M | 0.47% |
+18,203
| New | +$1M |
|
|
FNFG
45
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $1M | 0.47% |
104,471
-47,369
| -31% | -$454K |
|
46
JetBlue
JBLU
$1.98B
| $999K | 0.47% |
60,649
-1,616
| -3% | -$26.6K |
|
47
BioMarin Pharmaceuticals
BMRN
$11.3B
| $996K | 0.47% |
12,716
+9,405
| +284% | +$737K |
|
48
Aflac
AFL
$57.1B
| $992K | 0.46% |
+28,306
| New | +$992K |
|
49
Medtronic
MDT
$118B
| $991K | 0.46% |
+11,598
| New | +$991K |
|
50
Western Alliance Bancorporation
WAL
$9.88B
| $991K | 0.46% |
30,705
-12,727
| -29% | -$411K |
|