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 | |
|---|---|---|---|---|---|---|
201
Wyndham Hotels & Resorts
WH
$6.57B
| $950K | 0.17% |
+16,143
| New | +$950K |
|
|
FDC
202
DELISTED
First Data Corporation
FDC
| $947K | 0.17% |
45,256
+7,792
| +21% | +$163K |
|
203
Starbucks
SBUX
$99.2B
| $942K | 0.17% |
+19,290
| New | +$942K |
|
|
INFO
204
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $940K | 0.17% |
18,230
+4,201
| +30% | +$217K |
|
205
Eaton
ETN
$134B
| $934K | 0.17% |
12,492
-19,855
| -61% | -$1.48M |
|
206
Invesco
IVZ
$9.68B
| $925K | 0.17% |
+34,830
| New | +$925K |
|
207
Texas Capital Bancshares
TCBI
$3.95B
| $923K | 0.17% |
+10,089
| New | +$923K |
|
208
Madison Square Garden
MSGS
$4.71B
| $922K | 0.17% |
+4,167
| New | +$922K |
|
209
Take-Two Interactive
TTWO
$44.1B
| $917K | 0.17% |
7,751
+1,197
| +18% | +$142K |
|
|
PDCE
210
DELISTED
PDC Energy, Inc.
PDCE
| $914K | 0.17% |
+15,121
| New | +$914K |
|
|
WCG
211
DELISTED
Wellcare Health Plans, Inc.
WCG
| $914K | 0.17% |
3,712
+758
| +26% | +$187K |
|
212
East-West Bancorp
EWBC
$14.7B
| $908K | 0.17% |
13,926
+6,275
| +82% | +$409K |
|
213
DXC Technology
DXC
$2.6B
| $896K | 0.16% |
11,121
-9,811
| -47% | -$790K |
|
|
ANDV
214
DELISTED
Andeavor
ANDV
| $893K | 0.16% |
6,806
-4,529
| -40% | -$594K |
|
215
Applied Industrial Technologies
AIT
$9.87B
| $886K | 0.16% |
12,633
+1,199
| +10% | +$84.1K |
|
216
Aon
AON
$80.6B
| $886K | 0.16% |
6,461
+1,244
| +24% | +$171K |
|
217
Wintrust Financial
WTFC
$9.16B
| $886K | 0.16% |
10,183
-5,720
| -36% | -$498K |
|
|
MRO
218
DELISTED
Marathon Oil Corporation
MRO
| $881K | 0.16% |
42,211
+27,342
| +184% | +$571K |
|
219
Dana Inc
DAN
$2.66B
| $877K | 0.16% |
43,453
+8,368
| +24% | +$169K |
|
220
American Express
AXP
$225B
| $870K | 0.16% |
8,880
+2,830
| +47% | +$277K |
|
221
Labcorp
LH
$22.8B
| $868K | 0.16% |
5,626
-7,062
| -56% | -$1.09M |
|
222
Children's Place
PLCE
$111M
| $867K | 0.16% |
+7,176
| New | +$867K |
|
223
Center Bancorp
CNOB
$1.26B
| $862K | 0.16% |
34,601
+1,945
| +6% | +$48.5K |
|
224
AutoNation
AN
$8.31B
| $859K | 0.16% |
17,678
+8,176
| +86% | +$397K |
|
225
Eagle Materials
EXP
$7.27B
| $859K | 0.16% |
+8,186
| New | +$859K |
|