QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+6.39%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$246M
AUM Growth
-$27.4M
(-10%)
Cap. Flow
-$36.2M
Cap. Flow
% of AUM
-14.74%
Top 10 Holdings %
Top 10 Hldgs %
8.56%
Holding
491
New
126
Increased
67
Reduced
95
Closed
202
Top Buys
| 1 |
Target
TGT
|
$2.16M |
| 2 |
DuPont de Nemours
DD
|
$1.93M |
| 3 |
Whirlpool
WHR
|
$1.76M |
| 4 |
Brown & Brown
BRO
|
$1.73M |
| 5 |
Weyerhaeuser
WY
|
$1.71M |
Top Sells
| 1 |
Visa
V
|
$2.74M |
| 2 |
Corning
GLW
|
$2.48M |
| 3 |
Yum! Brands
YUM
|
$2.37M |
| 4 |
Tyson Foods
TSN
|
$2.27M |
| 5 |
TJX Companies
TJX
|
$2.19M |
Sector Composition
| 1 | Financials | 16.52% |
| 2 | Consumer Discretionary | 14.81% |
| 3 | Industrials | 14.68% |
| 4 | Real Estate | 11.83% |
| 5 | Healthcare | 10.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
UCB
201
United Community Banks, Inc.
UCB
$4.04B
| $508K | 0.21% |
17,228
+7,262
| +73% | +$214K |
|
|
RDS.A
202
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $508K | 0.21% |
+9,302
| New | +$508K |
|
203
Hyatt Hotels
H
$13.8B
| $504K | 0.21% |
+9,008
| New | +$504K |
|
204
Cboe Global Markets
CBOE
$24.3B
| $493K | 0.2% |
6,697
-1,746
| -21% | -$129K |
|
205
Morgan Stanley
MS
$236B
| $488K | 0.2% |
+11,578
| New | +$488K |
|
|
TWNK
206
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $487K | 0.2% |
+37,695
| New | +$487K |
|
207
Hilton Worldwide
HLT
$64B
| $479K | 0.2% |
+5,864
| New | +$479K |
|
208
Copart
CPRT
$47B
| $472K | 0.19% |
68,000
-34,728
| -34% | -$241K |
|
|
AMTD
209
DELISTED
TD Ameritrade Holding Corp
AMTD
| $469K | 0.19% |
+10,769
| New | +$469K |
|
210
Regions Financial
RF
$24.1B
| $468K | 0.19% |
33,037
-33,858
| -51% | -$480K |
|
211
Wabtec
WAB
$33B
| $458K | 0.19% |
5,480
-568
| -9% | -$47.5K |
|
212
Fastenal
FAST
$55.1B
| $450K | 0.18% |
+38,128
| New | +$450K |
|
|
CELG
213
DELISTED
Celgene Corp
CELG
| $448K | 0.18% |
3,828
+1,132
| +42% | +$132K |
|
214
Halliburton
HAL
$18.8B
| $435K | 0.18% |
+8,050
| New | +$435K |
|
|
XL
215
DELISTED
XL Group Ltd.
XL
| $430K | 0.18% |
11,543
-42,846
| -79% | -$1.6M |
|
216
Allegion
ALLE
$14.8B
| $428K | 0.17% |
6,613
-4,782
| -42% | -$309K |
|
217
Starwood Property Trust
STWD
$7.56B
| $423K | 0.17% |
+19,183
| New | +$423K |
|
|
PVTB
218
DELISTED
PrivateBancorp Inc
PVTB
| $422K | 0.17% |
+7,832
| New | +$422K |
|
219
Abercrombie & Fitch
ANF
$4.49B
| $419K | 0.17% |
+34,821
| New | +$419K |
|
220
Devon Energy
DVN
$22.1B
| $416K | 0.17% |
+9,051
| New | +$416K |
|
221
Verizon
VZ
$187B
| $416K | 0.17% |
+7,739
| New | +$416K |
|
222
SLM Corp
SLM
$6.49B
| $410K | 0.17% |
37,374
-6,575
| -15% | -$72.1K |
|
|
EQC
223
DELISTED
Equity Commonwealth
EQC
| $409K | 0.17% |
+13,567
| New | +$409K |
|
224
PayPal
PYPL
$65.2B
| $408K | 0.17% |
+10,218
| New | +$408K |
|
|
STOR
225
DELISTED
STORE Capital Corporation
STOR
| $408K | 0.17% |
16,581
-684
| -4% | -$16.8K |
|