QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+1.59%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$436M
AUM Growth
+$436M
(-18%)
Cap. Flow
-$98.4M
Cap. Flow
% of AUM
-22.58%
Top 10 Holdings %
Top 10 Hldgs %
11.11%
Holding
645
New
185
Increased
120
Reduced
144
Closed
195
Top Buys
| 1 |
PepsiCo
PEP
|
$4.95M |
| 2 |
Nike
NKE
|
$4.3M |
| 3 |
NextEra Energy, Inc.
NEE
|
$4.06M |
| 4 |
Ameren
AEE
|
$3.62M |
| 5 |
Global Payments
GPN
|
$3.45M |
Top Sells
| 1 |
Kimberly-Clark
KMB
|
$6.2M |
| 2 |
DTE Energy
DTE
|
$5.55M |
| 3 |
Hartford Financial Services
HIG
|
$5.36M |
| 4 |
AvalonBay Communities
AVB
|
$5.22M |
| 5 |
S&P Global
SPGI
|
$5.16M |
Sector Composition
| 1 | Financials | 23.76% |
| 2 | Technology | 10.79% |
| 3 | Real Estate | 10.41% |
| 4 | Healthcare | 10.11% |
| 5 | Industrials | 9.86% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
76
Wintrust Financial
WTFC
$9.16B
| $1.73M | 0.4% |
26,711
-24,807
| -48% | -$1.6M |
|
77
AstraZeneca
AZN
$249B
| $1.71M | 0.39% |
38,382
-22,795
| -37% | -$1.02M |
|
78
Emerson Electric
EMR
$73.9B
| $1.71M | 0.39% |
+25,505
| New | +$1.71M |
|
79
Alibaba
BABA
$330B
| $1.69M | 0.39% |
10,106
-4,114
| -29% | -$688K |
|
80
Charles River Laboratories
CRL
$7.94B
| $1.69M | 0.39% |
12,763
+5,224
| +69% | +$691K |
|
81
Ally Financial
ALLY
$12.5B
| $1.68M | 0.39% |
+50,696
| New | +$1.68M |
|
82
Fidelity National Information Services
FIS
$35.7B
| $1.64M | 0.38% |
12,356
-20,631
| -63% | -$2.74M |
|
83
Lowe's Companies
LOW
$145B
| $1.62M | 0.37% |
+14,686
| New | +$1.62M |
|
84
SiriusXM
SIRI
$7.78B
| $1.6M | 0.37% |
+255,810
| New | +$1.6M |
|
85
Royal Caribbean
RCL
$96.2B
| $1.58M | 0.36% |
14,621
+10,849
| +288% | +$1.18M |
|
86
Agilent Technologies
A
$35.6B
| $1.54M | 0.35% |
+20,041
| New | +$1.54M |
|
87
AXIS Capital
AXS
$7.72B
| $1.53M | 0.35% |
22,921
-14,210
| -38% | -$948K |
|
|
RP
88
DELISTED
RealPage, Inc.
RP
| $1.52M | 0.35% |
24,208
+4,140
| +21% | +$260K |
|
89
W.R. Berkley
WRB
$27.3B
| $1.51M | 0.35% |
20,918
+10,167
| +95% | +$734K |
|
90
Dollar Tree
DLTR
$23.2B
| $1.51M | 0.35% |
13,224
-3,923
| -23% | -$448K |
|
91
United Airlines
UAL
$33.9B
| $1.5M | 0.34% |
+16,915
| New | +$1.5M |
|
92
Western Alliance Bancorporation
WAL
$9.82B
| $1.47M | 0.34% |
31,857
-13,366
| -30% | -$616K |
|
93
Vornado Realty Trust
VNO
$7.28B
| $1.45M | 0.33% |
+22,844
| New | +$1.45M |
|
94
Broadcom
AVGO
$1.4T
| $1.44M | 0.33% |
5,230
-157
| -3% | -$43.3K |
|
95
Novartis
NVS
$245B
| $1.41M | 0.32% |
16,260
-22,130
| -58% | -$1.92M |
|
|
CELG
96
DELISTED
Celgene Corp
CELG
| $1.41M | 0.32% |
14,160
-2,979
| -17% | -$296K |
|
97
Kemper
KMPR
$3.41B
| $1.4M | 0.32% |
+17,919
| New | +$1.4M |
|
98
Western Digital
WDC
$28.4B
| $1.39M | 0.32% |
+23,322
| New | +$1.39M |
|
99
Humana
HUM
$37.3B
| $1.37M | 0.31% |
5,368
-773
| -13% | -$198K |
|
100
Church & Dwight Co
CHD
$22.7B
| $1.37M | 0.31% |
+18,137
| New | +$1.37M |
|