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 | |
|---|---|---|---|---|---|---|
551
Lowe's Companies
LOW
$151B
| – | – |
-2,866
| Closed | -$218K |
|
552
Liquidity Services
LQDT
$836M
| – | – |
-11,305
| Closed | -$61K |
|
|
553
Southwest Airlines
LUV
$16.5B
| – | – |
-46,692
| Closed | -$2.1M |
|
554
LXP Industrial Trust
LXP
$2.71B
| – | – |
-17,402
| Closed | -$148K |
|
555
LyondellBasell Industries
LYB
$17.7B
| – | – |
-9,582
| Closed | -$823K |
|
556
Microchip Technology
MCHP
$35.6B
| – | – |
-54,392
| Closed | -$1.33M |
|
557
McKesson
MCK
$85.5B
| – | – |
-8,281
| Closed | -$1.31M |
|
|
MITT
558
AG Mortgage Investment Trust
MITT
$247M
| – | – |
-3,890
| Closed | -$151K |
|
559
Topgolf Callaway Brands
MODG
$1.7B
| – | – |
-16,403
| Closed | -$151K |
|
560
Medical Properties Trust
MPW
$2.77B
| – | – |
-11,732
| Closed | -$152K |
|
561
Microsoft
MSFT
$3.68T
| – | – |
-28,856
| Closed | -$1.59M |
|
562
Navient
NAVI
$1.37B
| – | – |
-14,592
| Closed | -$175K |
|
563
NOV
NOV
$4.95B
| – | – |
-26,663
| Closed | -$832K |
|
564
NVIDIA
NVDA
$4.07T
| – | – |
-941,760
| Closed | -$842K |
|
565
Newell Brands
NWL
$2.68B
| – | – |
-14,266
| Closed | -$633K |
|
566
NXP Semiconductors
NXPI
$57.2B
| – | – |
-3,171
| Closed | -$259K |
|
567
New York Times
NYT
$9.6B
| – | – |
-12,027
| Closed | -$152K |
|
568
Oaktree Specialty Lending
OCSL
$1.23B
| – | – |
-10,191
| Closed | -$154K |
|
569
ODP
ODP
$668M
| – | – |
-2,382
| Closed | -$176K |
|
570
OFG Bancorp
OFG
$1.99B
| – | – |
-19,379
| Closed | -$137K |
|
571
Olin
OLN
$2.9B
| – | – |
-84,833
| Closed | -$1.48M |
|
572
Outfront Media
OUT
$3.05B
| – | – |
-13,042
| Closed | -$264K |
|
573
Pacific Biosciences
PACB
$381M
| – | – |
-17,242
| Closed | -$150K |
|
574
Pfizer
PFE
$141B
| – | – |
-68,099
| Closed | -$1.94M |
|
575
Pultegroup
PHM
$27.7B
| – | – |
-21,182
| Closed | -$391K |
|