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 | |
|---|---|---|---|---|---|---|
201
Abbott
ABT
$230B
| $363K | 0.17% |
+9,417
| New | +$363K |
|
202
Fifth Third Bancorp
FITB
$30.1B
| $360K | 0.17% |
21,024
-66,243
| -76% | -$1.13M |
|
|
MNK
203
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $335K | 0.16% |
+5,598
| New | +$335K |
|
|
WUBA
204
DELISTED
58.COM INC
WUBA
| $331K | 0.15% |
+7,209
| New | +$331K |
|
205
Neurocrine Biosciences
NBIX
$14.3B
| $321K | 0.15% |
+7,077
| New | +$321K |
|
206
United Parks & Resorts
PRKS
$2.9B
| $312K | 0.15% |
+21,897
| New | +$312K |
|
|
KLXI
207
DELISTED
KLX Inc.
KLXI
| $307K | 0.14% |
+11,856
| New | +$307K |
|
208
American Axle
AXL
$723M
| $302K | 0.14% |
+20,389
| New | +$302K |
|
|
ANH
209
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $302K | 0.14% |
+64,722
| New | +$302K |
|
210
Pacira BioSciences
PCRX
$1.2B
| $299K | 0.14% |
+7,971
| New | +$299K |
|
211
Newmont
NEM
$83.2B
| $296K | 0.14% |
7,858
-22,365
| -74% | -$842K |
|
212
Akamai
AKAM
$11.3B
| $290K | 0.14% |
+5,313
| New | +$290K |
|
|
CAVM
213
DELISTED
Cavium, Inc.
CAVM
| $290K | 0.14% |
7,547
-16,953
| -69% | -$651K |
|
214
Brunswick
BC
$4.37B
| $280K | 0.13% |
6,282
+853
| +16% | +$38K |
|
215
Camden National
CAC
$686M
| $277K | 0.13% |
+9,932
| New | +$277K |
|
216
DuPont de Nemours
DD
$32.6B
| $273K | 0.13% |
+2,743
| New | +$273K |
|
217
Union Pacific
UNP
$129B
| $270K | 0.13% |
+3,122
| New | +$270K |
|
|
ARRS
218
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $270K | 0.13% |
+13,105
| New | +$270K |
|
219
CF Industries
CF
$13.7B
| $269K | 0.13% |
11,059
+3,413
| +45% | +$83K |
|
|
STI
220
DELISTED
SunTrust Banks, Inc.
STI
| $268K | 0.13% |
+6,701
| New | +$268K |
|
221
Semtech
SMTC
$5.26B
| $265K | 0.12% |
+11,389
| New | +$265K |
|
|
MLNX
222
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $265K | 0.12% |
+5,647
| New | +$265K |
|
223
Everest Group
EG
$14.2B
| $264K | 0.12% |
+1,521
| New | +$264K |
|
224
PepsiCo
PEP
$194B
| $263K | 0.12% |
+2,553
| New | +$263K |
|
|
NVRO
225
DELISTED
NEVRO CORP.
NVRO
| $263K | 0.12% |
3,674
-602
| -14% | -$43.1K |
|