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 | |
|---|---|---|---|---|---|---|
226
Apple Hospitality REIT
APLE
$3.09B
| $858K | 0.16% |
+47,978
| New | +$858K |
|
|
WPX
227
DELISTED
WPX Energy, Inc.
WPX
| $858K | 0.16% |
47,607
+19,405
| +69% | +$350K |
|
228
Ulta Beauty
ULTA
$23.1B
| $851K | 0.16% |
3,644
+2,027
| +125% | +$473K |
|
229
Lennox International
LII
$20.3B
| $841K | 0.15% |
4,204
-1,061
| -20% | -$212K |
|
|
FNSR
230
DELISTED
Finisar Corp
FNSR
| $841K | 0.15% |
+46,746
| New | +$841K |
|
231
Devon Energy
DVN
$22.1B
| $840K | 0.15% |
19,115
+3,672
| +24% | +$161K |
|
232
Evergy
EVRG
$16.5B
| $835K | 0.15% |
+14,865
| New | +$835K |
|
233
Fortune Brands Innovations
FBIN
$7.3B
| $835K | 0.15% |
+18,191
| New | +$835K |
|
234
LivaNova
LIVN
$3.17B
| $835K | 0.15% |
8,362
+4,625
| +124% | +$462K |
|
235
Lowe's Companies
LOW
$151B
| $832K | 0.15% |
8,706
-9,217
| -51% | -$881K |
|
|
CERN
236
DELISTED
Cerner Corp
CERN
| $827K | 0.15% |
13,836
+5,834
| +73% | +$349K |
|
237
Northrop Grumman
NOC
$83.2B
| $822K | 0.15% |
2,672
-3,473
| -57% | -$1.07M |
|
|
INXN
238
DELISTED
Interxion Holding N.V.
INXN
| $817K | 0.15% |
13,095
+6,738
| +106% | +$420K |
|
239
Urban Edge Properties
UE
$2.67B
| $809K | 0.15% |
35,374
-1,273
| -3% | -$29.1K |
|
240
ICU Medical
ICUI
$3.24B
| $805K | 0.15% |
2,740
+1,440
| +111% | +$423K |
|
241
PVH
PVH
$4.22B
| $805K | 0.15% |
5,378
-3,009
| -36% | -$450K |
|
242
Nucor
NUE
$33.8B
| $799K | 0.15% |
12,785
+7,570
| +145% | +$473K |
|
243
Melco Resorts & Entertainment
MLCO
$3.8B
| $788K | 0.14% |
+28,133
| New | +$788K |
|
244
Pure Storage
PSTG
$25.9B
| $788K | 0.14% |
+33,000
| New | +$788K |
|
245
Intel
INTC
$107B
| $781K | 0.14% |
15,703
+4,278
| +37% | +$213K |
|
246
CubeSmart
CUBE
$9.52B
| $775K | 0.14% |
24,040
-31,700
| -57% | -$1.02M |
|
247
Ventas
VTR
$30.9B
| $774K | 0.14% |
13,587
+7,426
| +121% | +$423K |
|
|
SFLY
248
DELISTED
Shutterfly, Inc.
SFLY
| $770K | 0.14% |
8,553
+995
| +13% | +$89.6K |
|
|
ACC
249
DELISTED
American Campus Communities, Inc.
ACC
| $768K | 0.14% |
17,899
+9,641
| +117% | +$414K |
|
250
Assured Guaranty
AGO
$3.91B
| $765K | 0.14% |
21,418
+12,195
| +132% | +$436K |
|