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 | |
|---|---|---|---|---|---|---|
101
Applied Materials
AMAT
$124B
| $809K | 0.38% |
+34,343
| New | +$809K |
|
102
Yelp
YELP
$1.99B
| $809K | 0.38% |
27,722
-9,838
| -26% | -$287K |
|
103
Baxter International
BAX
$12.1B
| $808K | 0.38% |
18,022
-98
| -0.5% | -$4.39K |
|
|
FMBI
104
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $808K | 0.38% |
+46,813
| New | +$808K |
|
|
YHOO
105
DELISTED
Yahoo Inc
YHOO
| $807K | 0.38% |
+21,885
| New | +$807K |
|
106
Electronic Arts
EA
$42B
| $805K | 0.38% |
10,918
-327
| -3% | -$24.1K |
|
107
American Airlines Group
AAL
$8.87B
| $803K | 0.37% |
28,987
-16,686
| -37% | -$462K |
|
108
Eli Lilly
LLY
$661B
| $801K | 0.37% |
10,243
+468
| +5% | +$36.6K |
|
|
MON
109
DELISTED
Monsanto Co
MON
| $801K | 0.37% |
7,734
-9,474
| -55% | -$981K |
|
110
Dollar General
DG
$24.1B
| $800K | 0.37% |
+8,534
| New | +$800K |
|
111
PVH
PVH
$4.1B
| $799K | 0.37% |
8,602
+1,618
| +23% | +$150K |
|
|
ATVI
112
DELISTED
Activision Blizzard Inc.
ATVI
| $797K | 0.37% |
+20,936
| New | +$797K |
|
113
Caterpillar
CAT
$194B
| $791K | 0.37% |
+10,533
| New | +$791K |
|
114
Eaton
ETN
$134B
| $791K | 0.37% |
13,381
+1,310
| +11% | +$77.4K |
|
115
Burlington
BURL
$18.5B
| $786K | 0.37% |
+11,996
| New | +$786K |
|
|
DRII
116
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $786K | 0.37% |
+26,250
| New | +$786K |
|
117
Roper Technologies
ROP
$56.4B
| $784K | 0.37% |
+4,647
| New | +$784K |
|
|
GHL
118
DELISTED
Greenhill & Co., Inc.
GHL
| $784K | 0.37% |
48,970
-15,420
| -24% | -$247K |
|
119
Lear
LEA
$5.77B
| $782K | 0.37% |
7,661
+1,996
| +35% | +$204K |
|
|
MIK
120
DELISTED
Michaels Stores, Inc
MIK
| $779K | 0.36% |
+27,956
| New | +$779K |
|
121
Aptiv
APTV
$17.3B
| $776K | 0.36% |
12,372
+4,362
| +54% | +$274K |
|
122
MGIC Investment
MTG
$6.47B
| $776K | 0.36% |
131,012
+51,932
| +66% | +$308K |
|
|
MDVN
123
DELISTED
MEDIVATION, INC.
MDVN
| $772K | 0.36% |
12,667
+7,017
| +124% | +$428K |
|
|
CST
124
DELISTED
CST Brands, Inc.
CST
| $771K | 0.36% |
+18,058
| New | +$771K |
|
125
Steel Dynamics
STLD
$19.1B
| $769K | 0.36% |
32,559
+14,425
| +80% | +$341K |
|