QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+3.02%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$393M
AUM Growth
+$36.7M
(+10%)
Cap. Flow
+$29.9M
Cap. Flow
% of AUM
7.6%
Top 10 Holdings %
Top 10 Hldgs %
8.33%
Holding
565
New
216
Increased
111
Reduced
102
Closed
135
Top Buys
| 1 |
American Airlines Group
AAL
|
+$3.26M |
| 2 |
Walt Disney
DIS
|
+$2.86M |
| 3 |
Dollar Tree
DLTR
|
+$2.73M |
| 4 |
Stanley Black & Decker
SWK
|
+$2.58M |
| 5 |
Wendy's
WEN
|
+$2.57M |
Top Sells
| 1 |
Dover
DOV
|
+$2.68M |
| 2 |
Progressive
PGR
|
+$2.43M |
| 3 |
United Airlines
UAL
|
+$2.39M |
| 4 |
Carnival Corp
CCL
|
+$2.38M |
| 5 |
Parker-Hannifin
PH
|
+$2.34M |
Sector Composition
| 1 | Consumer Discretionary | 15.99% |
| 2 | Financials | 15.55% |
| 3 | Industrials | 12.04% |
| 4 | Healthcare | 10.63% |
| 5 | Technology | 9.84% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
WP
276
DELISTED
Worldpay, Inc.
WP
| $387K | 0.1% |
+6,115
| New | +$387K |
|
277
Associated Banc-Corp
ASB
$4.35B
| $386K | 0.1% |
15,308
-7,170
| -32% | -$181K |
|
278
First Citizens BancShares
FCNCA
$25.3B
| $384K | 0.1% |
+1,026
| New | +$384K |
|
|
BBL
279
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $384K | 0.1% |
+12,428
| New | +$384K |
|
280
Mid-America Apartment Communities
MAA
$16.9B
| $382K | 0.1% |
3,622
-6,408
| -64% | -$676K |
|
|
WBC
281
DELISTED
WABCO HOLDINGS INC.
WBC
| $381K | 0.1% |
+2,998
| New | +$381K |
|
|
MDP
282
DELISTED
Meredith Corporation
MDP
| $380K | 0.1% |
+6,419
| New | +$380K |
|
283
eBay
EBAY
$41.8B
| $377K | 0.1% |
10,929
-43,931
| -80% | -$1.52M |
|
284
SEI Investments
SEIC
$10.7B
| $372K | 0.09% |
+6,931
| New | +$372K |
|
285
NetEase
NTES
$91.2B
| $371K | 0.09% |
+6,140
| New | +$371K |
|
286
CarMax
KMX
$9.2B
| $368K | 0.09% |
5,911
-29,302
| -83% | -$1.82M |
|
287
Colgate-Palmolive
CL
$68.2B
| $367K | 0.09% |
4,951
+767
| +18% | +$56.9K |
|
288
SL Green Realty
SLG
$4.27B
| $363K | 0.09% |
3,542
+519
| +17% | +$53.2K |
|
|
AMTD
289
DELISTED
TD Ameritrade Holding Corp
AMTD
| $361K | 0.09% |
8,472
+996
| +13% | +$42.4K |
|
290
Zumiez
ZUMZ
$357M
| $360K | 0.09% |
+29,651
| New | +$360K |
|
291
ServiceNow
NOW
$193B
| $354K | 0.09% |
+3,349
| New | +$354K |
|
|
TWTR
292
DELISTED
Twitter, Inc.
TWTR
| $352K | 0.09% |
+19,927
| New | +$352K |
|
|
BERY
293
DELISTED
Berry Global Group, Inc.
BERY
| $351K | 0.09% |
6,764
-43,076
| -86% | -$2.24M |
|
294
Northrop Grumman
NOC
$81.9B
| $350K | 0.09% |
1,370
-1,154
| -46% | -$295K |
|
|
GPT
295
DELISTED
Gramercy Property Trust
GPT
| $350K | 0.09% |
+11,833
| New | +$350K |
|
296
Allison Transmission
ALSN
$7.4B
| $349K | 0.09% |
+9,356
| New | +$349K |
|
297
Brown-Forman Class B
BF.B
$13.1B
| $349K | 0.09% |
+11,189
| New | +$349K |
|
298
Banc of California
BANC
$2.65B
| $348K | 0.09% |
+16,102
| New | +$348K |
|
299
Assurant
AIZ
$10.7B
| $347K | 0.09% |
+3,334
| New | +$347K |
|
300
Dominion Energy
D
$49.9B
| $347K | 0.09% |
+4,506
| New | +$347K |
|