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 | |
|---|---|---|---|---|---|---|
326
Essent Group
ESNT
$6.29B
| $536K | 0.1% |
+14,961
| New | +$536K |
|
327
TechnipFMC
FTI
$16.1B
| $532K | 0.1% |
22,532
+23
| +0.1% | +$543 |
|
328
Chord Energy
CHRD
$5.9B
| $531K | 0.1% |
40,974
-7,987
| -16% | -$104K |
|
329
Chart Industries
GTLS
$8.98B
| $524K | 0.1% |
+8,491
| New | +$524K |
|
330
Cabot Corp
CBT
$4.31B
| $519K | 0.1% |
+8,397
| New | +$519K |
|
331
Seacoast Banking Corp of Florida
SBCF
$2.73B
| $519K | 0.1% |
16,427
-8,486
| -34% | -$268K |
|
332
American Axle
AXL
$723M
| $516K | 0.09% |
+33,136
| New | +$516K |
|
333
Deere & Co
DE
$130B
| $516K | 0.09% |
3,691
-359
| -9% | -$50.2K |
|
334
lululemon athletica
LULU
$19.9B
| $516K | 0.09% |
4,132
-4,841
| -54% | -$605K |
|
|
TWTR
335
DELISTED
Twitter, Inc.
TWTR
| $515K | 0.09% |
11,799
+4,413
| +60% | +$193K |
|
336
International Flavors & Fragrances
IFF
$17B
| $512K | 0.09% |
4,127
-1,547
| -27% | -$192K |
|
337
SL Green Realty
SLG
$4.32B
| $511K | 0.09% |
+5,248
| New | +$511K |
|
338
Zurn Elkay Water Solutions
ZWS
$7.82B
| $509K | 0.09% |
36,351
+12,718
| +54% | +$178K |
|
339
Carlisle Companies
CSL
$16.8B
| $504K | 0.09% |
4,655
-6,591
| -59% | -$714K |
|
|
TFCFA
340
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $500K | 0.09% |
10,067
-7,576
| -43% | -$376K |
|
|
AAMI
341
Acadian Asset Management Inc.
AAMI
$1.61B
| $498K | 0.09% |
+34,949
| New | +$498K |
|
|
WUBA
342
DELISTED
58.COM INC
WUBA
| $498K | 0.09% |
+7,177
| New | +$498K |
|
343
Ezcorp Inc
EZPW
$1.04B
| $497K | 0.09% |
+41,229
| New | +$497K |
|
344
Magnolia Oil & Gas
MGY
$4.34B
| $497K | 0.09% |
+45,717
| New | +$497K |
|
|
EVHC
345
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $495K | 0.09% |
11,243
+4,373
| +64% | +$193K |
|
346
SLM Corp
SLM
$6.35B
| $493K | 0.09% |
43,062
+32,882
| +323% | +$376K |
|
347
Cigna
CI
$80.3B
| $490K | 0.09% |
2,881
+1,569
| +120% | +$267K |
|
|
NUVA
348
DELISTED
NuVasive, Inc.
NUVA
| $490K | 0.09% |
9,392
-6,955
| -43% | -$363K |
|
|
EVOP
349
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
| $489K | 0.09% |
+23,738
| New | +$489K |
|
350
American Homes 4 Rent
AMH
$12.9B
| $484K | 0.09% |
+21,815
| New | +$484K |
|