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 | |
|---|---|---|---|---|---|---|
|
UNVR
501
DELISTED
Univar Solutions Inc.
UNVR
| $260K | 0.05% |
+9,897
| New | +$260K |
|
|
VRAY
502
DELISTED
ViewRay, Inc.
VRAY
| $259K | 0.05% |
37,440
+26,920
| +256% | +$186K |
|
|
RSPP
503
DELISTED
RSP Permian, Inc.
RSPP
| $258K | 0.05% |
5,851
-180
| -3% | -$7.94K |
|
|
VG
504
DELISTED
Vonage Holdings Corporation
VG
| $256K | 0.05% |
19,843
-727
| -4% | -$9.38K |
|
505
Healthcare Services Group
HCSG
$1.15B
| $253K | 0.05% |
+5,854
| New | +$253K |
|
506
Vail Resorts
MTN
$5.38B
| $250K | 0.05% |
911
-1,107
| -55% | -$304K |
|
|
TVPT
507
DELISTED
Travelport Worldwide Limited
TVPT
| $250K | 0.05% |
+13,462
| New | +$250K |
|
508
Axalta
AXTA
$6.7B
| $249K | 0.05% |
8,217
-1,333
| -14% | -$40.4K |
|
509
International Bancshares
IBOC
$4.41B
| $249K | 0.05% |
5,810
-9,285
| -62% | -$398K |
|
|
CYOU
510
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $249K | 0.05% |
+14,967
| New | +$249K |
|
|
WBC
511
DELISTED
WABCO HOLDINGS INC.
WBC
| $248K | 0.05% |
+2,120
| New | +$248K |
|
512
Crown Holdings
CCK
$11B
| $248K | 0.05% |
5,551
-19,082
| -77% | -$853K |
|
513
Chemours
CC
$2.44B
| $247K | 0.05% |
+5,565
| New | +$247K |
|
514
Heritage Insurance Holdings
HRTG
$690M
| $245K | 0.05% |
+14,687
| New | +$245K |
|
|
AZUL
515
DELISTED
Azul
AZUL
| $244K | 0.04% |
+14,899
| New | +$244K |
|
516
Netflix
NFLX
$533B
| $242K | 0.04% |
617
-1,541
| -71% | -$604K |
|
|
GPMT
517
Granite Point Mortgage Trust
GPMT
$143M
| $239K | 0.04% |
13,003
-42,469
| -77% | -$781K |
|
|
ZGNX
518
DELISTED
Zogenix, Inc.
ZGNX
| $239K | 0.04% |
+5,415
| New | +$239K |
|
519
Barings BDC
BBDC
$992M
| $238K | 0.04% |
+20,682
| New | +$238K |
|
520
AbbVie
ABBV
$375B
| $237K | 0.04% |
+2,555
| New | +$237K |
|
521
First Internet Bancorp
INBK
$212M
| $235K | 0.04% |
+6,894
| New | +$235K |
|
522
New York Times
NYT
$9.38B
| $234K | 0.04% |
9,045
-11,868
| -57% | -$307K |
|
|
PTLA
523
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $234K | 0.04% |
+6,200
| New | +$234K |
|
|
TSG
524
DELISTED
The Stars Group Inc.
TSG
| $233K | 0.04% |
+6,407
| New | +$233K |
|
|
RFP
525
DELISTED
Resolute Forest Products Inc.
RFP
| $232K | 0.04% |
+22,408
| New | +$232K |
|