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 | |
|---|---|---|---|---|---|---|
351
Logitech
LOGI
$16B
| $483K | 0.09% |
+11,003
| New | +$483K |
|
352
Tapestry
TPR
$21.8B
| $483K | 0.09% |
+10,342
| New | +$483K |
|
|
SIX
353
DELISTED
Six Flags Entertainment Corp.
SIX
| $479K | 0.09% |
+6,839
| New | +$479K |
|
354
Ambac
AMBC
$426M
| $477K | 0.09% |
+24,043
| New | +$477K |
|
355
United Fire Group
UFCS
$789M
| $477K | 0.09% |
8,744
-5,014
| -36% | -$274K |
|
356
Equifax
EFX
$31.2B
| $471K | 0.09% |
3,766
-287
| -7% | -$35.9K |
|
357
Franklin Resources
BEN
$12.9B
| $469K | 0.09% |
14,629
-32,336
| -69% | -$1.04M |
|
358
Golar LNG
GLNG
$4.22B
| $467K | 0.09% |
15,866
+672
| +4% | +$19.8K |
|
359
Flex
FLEX
$20.9B
| $463K | 0.09% |
+43,504
| New | +$463K |
|
360
PotlatchDeltic
PCH
$3.3B
| $463K | 0.09% |
9,106
+3,988
| +78% | +$203K |
|
|
USX
361
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
| $463K | 0.09% |
+30,571
| New | +$463K |
|
362
LendingTree
TREE
$1.01B
| $462K | 0.08% |
+2,161
| New | +$462K |
|
363
Whirlpool
WHR
$5.34B
| $461K | 0.08% |
3,151
+1,693
| +116% | +$248K |
|
|
PDCO
364
DELISTED
Patterson Companies, Inc.
PDCO
| $457K | 0.08% |
20,164
+6,530
| +48% | +$148K |
|
365
Under Armour
UAA
$2.19B
| $454K | 0.08% |
+20,202
| New | +$454K |
|
|
ESGR
366
DELISTED
Enstar Group
ESGR
| $453K | 0.08% |
+2,186
| New | +$453K |
|
367
Assurant
AIZ
$10.7B
| $452K | 0.08% |
4,371
-12,621
| -74% | -$1.31M |
|
368
Planet Fitness
PLNT
$8.75B
| $451K | 0.08% |
+10,263
| New | +$451K |
|
369
Caterpillar
CAT
$198B
| $449K | 0.08% |
3,313
-1,558
| -32% | -$211K |
|
370
Origin Bancorp
OBK
$1.22B
| $449K | 0.08% |
+10,961
| New | +$449K |
|
371
Performance Food Group
PFGC
$16.4B
| $447K | 0.08% |
+12,176
| New | +$447K |
|
372
Graphic Packaging
GPK
$6.24B
| $446K | 0.08% |
+30,762
| New | +$446K |
|
|
MIK
373
DELISTED
Michaels Stores, Inc
MIK
| $446K | 0.08% |
23,275
-11,279
| -33% | -$216K |
|
374
Alphabet (Google) Class C
GOOG
$2.83T
| $445K | 0.08% |
7,980
+3,500
| +78% | +$195K |
|
375
Goldman Sachs
GS
$225B
| $444K | 0.08% |
2,013
+27
| +1% | +$5.96K |
|