QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
-1.08%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$471M
AUM Growth
+$76.4M
(+19%)
Cap. Flow
+$78.9M
Cap. Flow
% of AUM
16.76%
Top 10 Holdings %
Top 10 Hldgs %
7.3%
Holding
814
New
287
Increased
185
Reduced
138
Closed
203
Top Buys
| 1 |
Home Depot
HD
|
+$3.82M |
| 2 |
Costco
COST
|
+$2.93M |
| 3 |
Carnival Corp
CCL
|
+$2.74M |
| 4 |
Parker-Hannifin
PH
|
+$2.61M |
| 5 |
Wells Fargo
WFC
|
+$2.42M |
Top Sells
| 1 |
Walt Disney
DIS
|
+$2.17M |
| 2 |
McDonald's
MCD
|
+$1.87M |
| 3 |
FedEx
FDX
|
+$1.85M |
| 4 |
Dollar Tree
DLTR
|
+$1.79M |
| 5 |
Regions Financial
RF
|
+$1.67M |
Sector Composition
| 1 | Financials | 19.17% |
| 2 | Consumer Discretionary | 12.47% |
| 3 | Real Estate | 11.53% |
| 4 | Industrials | 10.89% |
| 5 | Healthcare | 9.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
CHS
301
DELISTED
Chicos FAS, Inc.
CHS
| $523K | 0.11% |
+57,847
| New | +$523K |
|
|
SJR
302
DELISTED
Shaw Communications Inc.
SJR
| $523K | 0.11% |
27,160
+6,694
| +33% | +$129K |
|
|
ZAYO
303
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $523K | 0.11% |
15,311
-10,759
| -41% | -$368K |
|
304
CME Group
CME
$93.7B
| $518K | 0.11% |
+3,203
| New | +$518K |
|
|
PE
305
DELISTED
PARSLEY ENERGY INC
PE
| $515K | 0.11% |
17,769
-2,081
| -10% | -$60.3K |
|
306
ON Semiconductor
ON
$19.7B
| $514K | 0.11% |
+21,006
| New | +$514K |
|
|
HUD
307
DELISTED
Hudson Ltd. Class A Common Shares
HUD
| $513K | 0.11% |
+32,250
| New | +$513K |
|
|
GXP
308
DELISTED
Great Plains Energy Incorporated
GXP
| $513K | 0.11% |
+16,143
| New | +$513K |
|
309
Boston Beer
SAM
$2.38B
| $511K | 0.11% |
+2,701
| New | +$511K |
|
310
Dave & Buster's
PLAY
$760M
| $510K | 0.11% |
+12,207
| New | +$510K |
|
|
GGP
311
DELISTED
GGP Inc.
GGP
| $508K | 0.11% |
24,827
-7,895
| -24% | -$162K |
|
312
New York Times
NYT
$9.38B
| $504K | 0.11% |
+20,913
| New | +$504K |
|
|
ATH
313
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $504K | 0.11% |
10,547
+2,090
| +25% | +$99.9K |
|
314
Goldman Sachs
GS
$233B
| $500K | 0.11% |
+1,986
| New | +$500K |
|
315
Marathon Petroleum
MPC
$55.1B
| $499K | 0.11% |
6,831
+3,266
| +92% | +$239K |
|
316
Ameriprise Financial
AMP
$46.4B
| $496K | 0.11% |
+3,355
| New | +$496K |
|
317
TechnipFMC
FTI
$16.7B
| $493K | 0.1% |
+22,509
| New | +$493K |
|
|
TWX
318
DELISTED
Time Warner Inc
TWX
| $493K | 0.1% |
5,208
-3,660
| -41% | -$346K |
|
319
BOK Financial
BOKF
$7.04B
| $491K | 0.1% |
+4,965
| New | +$491K |
|
320
Devon Energy
DVN
$22.4B
| $491K | 0.1% |
15,443
+6,519
| +73% | +$207K |
|
321
Toronto Dominion Bank
TD
$129B
| $491K | 0.1% |
+8,645
| New | +$491K |
|
|
WRK
322
DELISTED
WestRock Company
WRK
| $488K | 0.1% |
+7,607
| New | +$488K |
|
323
MDU Resources
MDU
$3.35B
| $485K | 0.1% |
+45,263
| New | +$485K |
|
|
FTSI
324
DELISTED
FTS International, Inc. Common Stock
FTSI
| $481K | 0.1% |
+1,307
| New | +$481K |
|
325
East-West Bancorp
EWBC
$15B
| $478K | 0.1% |
+7,651
| New | +$478K |
|