QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+4.27%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$545M
AUM Growth
+$74.3M
(+16%)
Cap. Flow
+$62M
Cap. Flow
% of AUM
11.38%
Top 10 Holdings %
Top 10 Hldgs %
7.77%
Holding
883
New
272
Increased
191
Reduced
143
Closed
277
Top Buys
| 1 |
Allstate
ALL
|
$3.58M |
| 2 |
Honeywell
HON
|
$3.02M |
| 3 |
Bank of America
BAC
|
$2.97M |
| 4 |
Equity Lifestyle Properties
ELS
|
$2.77M |
| 5 |
JPMorgan Chase
JPM
|
$2.69M |
Top Sells
| 1 |
PepsiCo
PEP
|
$3.15M |
| 2 |
Parker-Hannifin
PH
|
$3M |
| 3 |
Annaly Capital Management
NLY
|
$2.71M |
| 4 |
Home Depot
HD
|
$2.3M |
| 5 |
Costco
COST
|
$2.27M |
Sector Composition
| 1 | Financials | 22.29% |
| 2 | Technology | 11.85% |
| 3 | Consumer Discretionary | 11.08% |
| 4 | Real Estate | 10.78% |
| 5 | Industrials | 10.34% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
251
Canadian Natural Resources
CNQ
$63.2B
| $761K | 0.14% |
+43,105
| New | +$761K |
|
252
EQT Corp
EQT
$32.2B
| $761K | 0.14% |
25,334
+15,535
| +159% | +$467K |
|
253
Monster Beverage
MNST
$61B
| $760K | 0.14% |
26,538
+12,858
| +94% | +$368K |
|
254
PG&E
PCG
$33.2B
| $759K | 0.14% |
17,823
+2,814
| +19% | +$120K |
|
255
Cheniere Energy
LNG
$51.8B
| $755K | 0.14% |
11,578
-3,274
| -22% | -$213K |
|
256
Alphabet (Google) Class A
GOOGL
$2.84T
| $752K | 0.14% |
13,320
-26,740
| -67% | -$1.51M |
|
257
New Oriental
EDU
$7.98B
| $751K | 0.14% |
+7,936
| New | +$751K |
|
258
FMC
FMC
$4.72B
| $747K | 0.14% |
+9,661
| New | +$747K |
|
259
Eli Lilly
LLY
$652B
| $747K | 0.14% |
8,749
-9,602
| -52% | -$820K |
|
260
GoDaddy
GDDY
$20.1B
| $742K | 0.14% |
10,504
+6,033
| +135% | +$426K |
|
261
Lincoln National
LNC
$7.98B
| $742K | 0.14% |
+11,916
| New | +$742K |
|
|
WP
262
DELISTED
Worldpay, Inc.
WP
| $728K | 0.13% |
8,900
+1,866
| +27% | +$153K |
|
263
Morgan Stanley
MS
$236B
| $726K | 0.13% |
15,313
-7,747
| -34% | -$367K |
|
264
Papa John's
PZZA
$1.58B
| $720K | 0.13% |
+14,198
| New | +$720K |
|
|
PE
265
DELISTED
PARSLEY ENERGY INC
PE
| $714K | 0.13% |
23,571
+5,802
| +33% | +$176K |
|
266
Euronet Worldwide
EEFT
$3.74B
| $709K | 0.13% |
+8,459
| New | +$709K |
|
267
Gilead Sciences
GILD
$143B
| $708K | 0.13% |
+9,994
| New | +$708K |
|
268
Avista
AVA
$2.99B
| $698K | 0.13% |
+13,250
| New | +$698K |
|
|
Y
269
DELISTED
Alleghany Corporation
Y
| $696K | 0.13% |
1,210
+818
| +209% | +$471K |
|
|
AABA
270
DELISTED
Altaba Inc. Common Stock
AABA
| $687K | 0.13% |
9,379
+6,030
| +180% | +$442K |
|
271
BGC Group
BGC
$4.71B
| $685K | 0.13% |
+94,112
| New | +$685K |
|
|
PRMW
272
DELISTED
Primo Water Corporation
PRMW
| $681K | 0.13% |
41,121
+898
| +2% | +$14.9K |
|
273
Select Medical
SEM
$1.62B
| $680K | 0.12% |
+69,561
| New | +$680K |
|
274
TJX Companies
TJX
$155B
| $680K | 0.12% |
+14,292
| New | +$680K |
|
275
Citizens Financial Group
CFG
$22.3B
| $679K | 0.12% |
17,448
+2,779
| +19% | +$108K |
|