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 | |
|---|---|---|---|---|---|---|
176
TripAdvisor
TRIP
$2.02B
| $579K | 0.27% |
+9,067
| New | +$579K |
|
177
Delta Air Lines
DAL
$40.3B
| $567K | 0.26% |
+15,641
| New | +$567K |
|
178
Hewlett Packard
HPE
$31B
| $558K | 0.26% |
53,984
+29,685
| +122% | +$307K |
|
|
NBL
179
DELISTED
Noble Energy, Inc.
NBL
| $555K | 0.26% |
+15,475
| New | +$555K |
|
180
Universal Insurance Holdings
UVE
$704M
| $552K | 0.26% |
30,647
-7,753
| -20% | -$140K |
|
|
CLGX
181
DELISTED
Corelogic, Inc.
CLGX
| $521K | 0.24% |
+13,660
| New | +$521K |
|
182
Provident Financial Services
PFS
$2.6B
| $512K | 0.24% |
26,690
-9,254
| -26% | -$178K |
|
|
IMMU
183
DELISTED
Immunomedics Inc
IMMU
| $497K | 0.23% |
+217,000
| New | +$497K |
|
|
RPTP
184
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $495K | 0.23% |
+92,474
| New | +$495K |
|
185
AutoZone
AZO
$71B
| $485K | 0.23% |
612
-146
| -19% | -$116K |
|
186
Illinois Tool Works
ITW
$77.7B
| $455K | 0.21% |
4,465
-2,841
| -39% | -$290K |
|
187
SPX Corp
SPXC
$9.34B
| $455K | 0.21% |
31,096
-56,997
| -65% | -$834K |
|
188
Hershey
HSY
$38B
| $446K | 0.21% |
+3,989
| New | +$446K |
|
189
Light & Wonder
LNW
$7.51B
| $443K | 0.21% |
49,582
-15,499
| -24% | -$138K |
|
|
GMS
190
DELISTED
GMS Inc
GMS
| $422K | 0.2% |
+19,518
| New | +$422K |
|
191
Integra LifeSciences
IART
$1.22B
| $402K | 0.19% |
+10,308
| New | +$402K |
|
192
Safety Insurance
SAFT
$1.1B
| $400K | 0.19% |
6,546
-1,242
| -16% | -$75.9K |
|
193
Archer Daniels Midland
ADM
$29.9B
| $399K | 0.19% |
+9,562
| New | +$399K |
|
194
McDonald's
MCD
$223B
| $379K | 0.18% |
3,173
-11,847
| -79% | -$1.42M |
|
|
ISBC
195
DELISTED
Investors Bancorp, Inc.
ISBC
| $379K | 0.18% |
34,497
+21,351
| +162% | +$235K |
|
|
FCH
196
DELISTED
Felcor Lodging Trust
FCH
| $379K | 0.18% |
60,420
+41,626
| +221% | +$261K |
|
197
Canadian Solar
CSIQ
$731M
| $378K | 0.18% |
25,421
+5,435
| +27% | +$80.8K |
|
198
Nike
NKE
$110B
| $378K | 0.18% |
+6,856
| New | +$378K |
|
199
S&P Global
SPGI
$167B
| $376K | 0.18% |
+3,545
| New | +$376K |
|
|
CELG
200
DELISTED
Celgene Corp
CELG
| $366K | 0.17% |
3,702
-9,738
| -72% | -$963K |
|