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 | |
|---|---|---|---|---|---|---|
76
Philip Morris
PM
$254B
| $897K | 0.42% |
9,074
+1,226
| +16% | +$121K |
|
77
Welltower
WELL
$112B
| $888K | 0.41% |
+11,755
| New | +$888K |
|
78
Duke Energy
DUK
$94.5B
| $884K | 0.41% |
+10,480
| New | +$884K |
|
|
ESRX
79
DELISTED
Express Scripts Holding Company
ESRX
| $882K | 0.41% |
11,651
-7,886
| -40% | -$597K |
|
80
Broadcom
AVGO
$1.42T
| $878K | 0.41% |
56,640
-56,180
| -50% | -$871K |
|
81
Cboe Global Markets
CBOE
$24.6B
| $868K | 0.41% |
+13,204
| New | +$868K |
|
82
Northrop Grumman
NOC
$83.2B
| $863K | 0.4% |
3,971
+1,197
| +43% | +$260K |
|
|
BERY
83
DELISTED
Berry Global Group, Inc.
BERY
| $854K | 0.4% |
24,631
-1,516
| -6% | -$52.6K |
|
84
East-West Bancorp
EWBC
$14.7B
| $850K | 0.4% |
25,389
-15,392
| -38% | -$515K |
|
85
Carter's
CRI
$1.04B
| $847K | 0.4% |
8,063
+811
| +11% | +$85.2K |
|
|
BIG
86
DELISTED
Big Lots, Inc.
BIG
| $845K | 0.39% |
+16,796
| New | +$845K |
|
87
CarMax
KMX
$9.04B
| $830K | 0.39% |
+17,209
| New | +$830K |
|
88
Pentair
PNR
$17.5B
| $830K | 0.39% |
21,407
-20,735
| -49% | -$804K |
|
89
Automatic Data Processing
ADP
$121B
| $828K | 0.39% |
9,292
-5,571
| -37% | -$496K |
|
90
American Eagle Outfitters
AEO
$2.36B
| $828K | 0.39% |
+52,838
| New | +$828K |
|
91
SLM Corp
SLM
$6.44B
| $828K | 0.39% |
136,706
+105,695
| +341% | +$640K |
|
92
Franklin Resources
BEN
$13.3B
| $827K | 0.39% |
25,473
-8,380
| -25% | -$272K |
|
93
Mattel
MAT
$5.87B
| $827K | 0.39% |
26,675
-30,633
| -53% | -$950K |
|
|
ITCI
94
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $827K | 0.39% |
+22,102
| New | +$827K |
|
|
SFLY
95
DELISTED
Shutterfly, Inc.
SFLY
| $827K | 0.39% |
17,911
+1,506
| +9% | +$69.5K |
|
96
JB Hunt Transport Services
JBHT
$14.1B
| $826K | 0.39% |
10,351
-7,218
| -41% | -$576K |
|
97
Edwards Lifesciences
EW
$47.7B
| $826K | 0.39% |
25,569
+16,575
| +184% | +$535K |
|
|
EQC
98
DELISTED
Equity Commonwealth
EQC
| $825K | 0.39% |
+28,587
| New | +$825K |
|
99
Domino's
DPZ
$15.8B
| $814K | 0.38% |
6,415
+892
| +16% | +$113K |
|
100
Prudential Financial
PRU
$37.8B
| $814K | 0.38% |
+11,601
| New | +$814K |
|