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 | |
|---|---|---|---|---|---|---|
276
Navient
NAVI
$1.37B
| $677K | 0.12% |
+51,955
| New | +$677K |
|
277
Agree Realty
ADC
$8.08B
| $669K | 0.12% |
12,679
+2,810
| +28% | +$148K |
|
278
Air Lease Corp
AL
$7.12B
| $666K | 0.12% |
+15,868
| New | +$666K |
|
279
Bank of New York Mellon
BK
$73.1B
| $665K | 0.12% |
+12,340
| New | +$665K |
|
|
SHPG
280
DELISTED
Shire pic
SHPG
| $651K | 0.12% |
3,859
-694
| -15% | -$117K |
|
281
AT&T
T
$212B
| $650K | 0.12% |
+26,822
| New | +$650K |
|
|
MGP
282
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $650K | 0.12% |
+21,349
| New | +$650K |
|
283
United Parks & Resorts
PRKS
$2.99B
| $649K | 0.12% |
29,736
+343
| +1% | +$7.49K |
|
|
CADE
284
DELISTED
Cadence Bancorporation
CADE
| $637K | 0.12% |
+22,078
| New | +$637K |
|
285
Becton Dickinson
BDX
$55.1B
| $635K | 0.12% |
2,716
-807
| -23% | -$189K |
|
286
Orion
OEC
$596M
| $629K | 0.12% |
20,384
+11,853
| +139% | +$366K |
|
287
Jack in the Box
JACK
$386M
| $628K | 0.12% |
+7,378
| New | +$628K |
|
|
AKRX
288
DELISTED
Akorn, Inc.
AKRX
| $627K | 0.12% |
+37,786
| New | +$627K |
|
|
CLDT
289
Chatham Lodging
CLDT
$363M
| $624K | 0.11% |
+29,408
| New | +$624K |
|
290
Antero Resources
AR
$10.1B
| $620K | 0.11% |
29,048
+14,603
| +101% | +$312K |
|
291
Raymond James Financial
RJF
$33B
| $620K | 0.11% |
+10,407
| New | +$620K |
|
|
DATA
292
DELISTED
Tableau Software, Inc.
DATA
| $615K | 0.11% |
+6,292
| New | +$615K |
|
|
AGS
293
DELISTED
PlayAGS
AGS
| $615K | 0.11% |
22,704
-18,449
| -45% | -$500K |
|
294
Trinity Industries
TRN
$2.31B
| $614K | 0.11% |
24,877
-2,575
| -9% | -$63.6K |
|
295
NetEase
NTES
$85B
| $611K | 0.11% |
+12,090
| New | +$611K |
|
|
WRI
296
DELISTED
Weingarten Realty Investors
WRI
| $611K | 0.11% |
+19,841
| New | +$611K |
|
297
Red Rock Resorts
RRR
$3.7B
| $607K | 0.11% |
18,126
+8,889
| +96% | +$298K |
|
298
Celanese
CE
$5.34B
| $603K | 0.11% |
5,430
-9,186
| -63% | -$1.02M |
|
299
BCE
BCE
$23.1B
| $600K | 0.11% |
14,830
-36,323
| -71% | -$1.47M |
|
|
MOMO
300
Hello Group
MOMO
$1.37B
| $597K | 0.11% |
13,726
+3,531
| +35% | +$154K |
|