QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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 | |
|---|---|---|---|---|---|---|
176
Fifth Third Bancorp
FITB
$30.2B
| $1.05M | 0.19% |
36,522
-13,749
| -27% | -$395K |
|
177
Manulife Financial
MFC
$51.7B
| $1.05M | 0.19% |
58,198
+6,148
| +12% | +$110K |
|
|
TMX
178
DELISTED
Terminix Global Holdings, Inc.
TMX
| $1.05M | 0.19% |
26,263
+14,973
| +133% | +$596K |
|
179
Oracle
ORCL
$628B
| $1.04M | 0.19% |
+23,632
| New | +$1.04M |
|
180
Capri Holdings
CPRI
$2.51B
| $1.04M | 0.19% |
15,599
-5,967
| -28% | -$397K |
|
181
Duke Energy
DUK
$94.5B
| $1.04M | 0.19% |
13,113
-12,568
| -49% | -$994K |
|
182
Valley National Bancorp
VLY
$5.88B
| $1.03M | 0.19% |
84,595
-117,267
| -58% | -$1.43M |
|
|
SAVE
183
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.02M | 0.19% |
28,008
+17,072
| +156% | +$621K |
|
184
Conagra Brands
CAG
$9.19B
| $1.02M | 0.19% |
28,405
+19,905
| +234% | +$711K |
|
185
UnitedHealth
UNH
$279B
| $1.01M | 0.19% |
4,107
-1,122
| -21% | -$275K |
|
186
AXIS Capital
AXS
$7.72B
| $1.01M | 0.18% |
18,063
-15,721
| -47% | -$875K |
|
187
Archer Daniels Midland
ADM
$29.7B
| $991K | 0.18% |
+21,617
| New | +$991K |
|
188
Sun Communities
SUI
$15.7B
| $988K | 0.18% |
10,097
-2,125
| -17% | -$208K |
|
|
NBL
189
DELISTED
Noble Energy, Inc.
NBL
| $988K | 0.18% |
28,005
+8,647
| +45% | +$305K |
|
190
Federal Realty Investment Trust
FRT
$8.63B
| $979K | 0.18% |
+7,735
| New | +$979K |
|
191
Ross Stores
ROST
$49.3B
| $978K | 0.18% |
11,542
-3,363
| -23% | -$285K |
|
192
Yelp
YELP
$1.99B
| $976K | 0.18% |
24,914
+13,517
| +119% | +$530K |
|
|
193
Costco
COST
$421B
| $972K | 0.18% |
4,652
-10,888
| -70% | -$2.27M |
|
194
Meritage Homes
MTH
$5.46B
| $966K | 0.18% |
+43,946
| New | +$966K |
|
195
Sunstone Hotel Investors
SHO
$1.8B
| $966K | 0.18% |
58,137
+2,342
| +4% | +$38.9K |
|
|
TCF
196
DELISTED
TCF Financial Corporation
TCF
| $959K | 0.18% |
38,943
-12,476
| -24% | -$307K |
|
197
Walmart
WMT
$793B
| $958K | 0.18% |
+33,549
| New | +$958K |
|
198
COPT Defense Properties
CDP
$3.38B
| $953K | 0.17% |
32,867
-11,560
| -26% | -$335K |
|
199
LPL Financial
LPLA
$28.5B
| $951K | 0.17% |
14,511
-2,152
| -13% | -$141K |
|
200
Mid-America Apartment Communities
MAA
$16.8B
| $950K | 0.17% |
+9,439
| New | +$950K |
|