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 | |
|---|---|---|---|---|---|---|
526
Flex
FLEX
$20.8B
| – | – |
-17,215
| Closed | -$155K |
|
527
Fabrinet
FN
$13.2B
| – | – |
-23,886
| Closed | -$778K |
|
528
Franco-Nevada
FNV
$37.3B
| – | – |
-6,336
| Closed | -$396K |
|
|
FSP
529
Franklin Street Properties
FSP
$174M
| – | – |
-14,373
| Closed | -$152K |
|
530
GATX Corp
GATX
$5.97B
| – | – |
-27,871
| Closed | -$1.33M |
|
531
General Dynamics
GD
$86.8B
| – | – |
-3,129
| Closed | -$411K |
|
532
Global Net Lease
GNL
$1.77B
| – | – |
-5,964
| Closed | -$151K |
|
533
Graphic Packaging
GPK
$6.38B
| – | – |
-12,102
| Closed | -$156K |
|
534
Goldman Sachs
GS
$223B
| – | – |
-2,955
| Closed | -$462K |
|
535
Home Depot
HD
$417B
| – | – |
-5,849
| Closed | -$780K |
|
|
HES
536
DELISTED
Hess
HES
| – | – |
-7,720
| Closed | -$394K |
|
|
HIMX
537
Himax Technologies
HIMX
$1.46B
| – | – |
-184,227
| Closed | -$2.11M |
|
538
Herbalife
HLF
$1.02B
| – | – |
-29,382
| Closed | -$901K |
|
539
HSBC
HSBC
$227B
| – | – |
-21,386
| Closed | -$599K |
|
540
IBM
IBM
$232B
| – | – |
-9,954
| Closed | -$1.41M |
|
541
IMAX
IMAX
$1.6B
| – | – |
-8,376
| Closed | -$258K |
|
|
542
Interpublic Group of Companies
IPG
$9.94B
| – | – |
-93,167
| Closed | -$2.13M |
|
543
ITT
ITT
$13.3B
| – | – |
-36,327
| Closed | -$1.35M |
|
544
Jack in the Box
JACK
$386M
| – | – |
-10,193
| Closed | -$657K |
|
545
Johnson & Johnson
JNJ
$430B
| – | – |
-17,664
| Closed | -$1.93M |
|
546
Kellanova
K
$27.8B
| – | – |
-3,397
| Closed | -$245K |
|
547
Kinder Morgan
KMI
$59.1B
| – | – |
-35,928
| Closed | -$641K |
|
548
Coca-Cola
KO
$292B
| – | – |
-16,954
| Closed | -$789K |
|
549
Kohl's
KSS
$1.86B
| – | – |
-41,871
| Closed | -$1.93M |
|
550
Liberty Global Class C
LBTYK
$4.12B
| – | – |
-20,712
| Closed | -$678K |
|