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 | |
|---|---|---|---|---|---|---|
|
DEA
301
Easterly Government Properties
DEA
$1.05B
| $594K | 0.11% |
+12,022
| New | +$594K |
|
302
Penske Automotive Group
PAG
$12.4B
| $594K | 0.11% |
+12,674
| New | +$594K |
|
|
LADR
303
Ladder Capital
LADR
$1.51B
| $593K | 0.11% |
37,946
-22,952
| -38% | -$359K |
|
304
Werner Enterprises
WERN
$1.71B
| $593K | 0.11% |
+15,795
| New | +$593K |
|
305
Dycom Industries
DY
$7.19B
| $591K | 0.11% |
+6,255
| New | +$591K |
|
306
VF Corp
VFC
$5.86B
| $583K | 0.11% |
7,596
-10,480
| -58% | -$804K |
|
307
Everest Group
EG
$14.3B
| $581K | 0.11% |
2,522
-291
| -10% | -$67K |
|
308
Ingersoll Rand
IR
$32.2B
| $581K | 0.11% |
19,771
+8,767
| +80% | +$258K |
|
309
West Pharmaceutical
WST
$18B
| $579K | 0.11% |
+5,832
| New | +$579K |
|
|
LGF.A
310
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $572K | 0.11% |
+23,051
| New | +$572K |
|
311
Advanced Micro Devices
AMD
$245B
| $570K | 0.1% |
+38,010
| New | +$570K |
|
312
Louisiana-Pacific
LPX
$6.9B
| $567K | 0.1% |
+20,817
| New | +$567K |
|
|
IMPV
313
DELISTED
Imperva, Inc.
IMPV
| $566K | 0.1% |
+11,722
| New | +$566K |
|
314
Martin Marietta Materials
MLM
$37.5B
| $563K | 0.1% |
+2,520
| New | +$563K |
|
315
NRG Energy
NRG
$28.6B
| $562K | 0.1% |
+18,318
| New | +$562K |
|
316
Emerson Electric
EMR
$74.6B
| $557K | 0.1% |
8,058
-13,050
| -62% | -$902K |
|
317
Commault Systems
CVLT
$7.96B
| $556K | 0.1% |
+8,437
| New | +$556K |
|
|
BRSL
318
Brightstar Lottery PLC
BRSL
$3.18B
| $556K | 0.1% |
23,908
+6,416
| +37% | +$149K |
|
319
Greif
GEF
$3.57B
| $549K | 0.1% |
+10,382
| New | +$549K |
|
|
MIC
320
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $549K | 0.1% |
+13,002
| New | +$549K |
|
|
AET
321
DELISTED
Aetna Inc
AET
| $549K | 0.1% |
2,992
-1,124
| -27% | -$206K |
|
322
Affiliated Managers Group
AMG
$6.54B
| $547K | 0.1% |
3,678
+1,304
| +55% | +$194K |
|
323
PayPal
PYPL
$65.2B
| $543K | 0.1% |
+6,519
| New | +$543K |
|
324
Alnylam Pharmaceuticals
ALNY
$59.2B
| $541K | 0.1% |
+5,493
| New | +$541K |
|
325
Spotify
SPOT
$146B
| $541K | 0.1% |
+3,215
| New | +$541K |
|