QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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
+$545M
(+16%)
Cap. Flow
+$62.9M
Cap. Flow
% of AUM
11.55%
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 | |
|---|---|---|---|---|---|---|
26
Comerica
CMA
$9.07B
| $2.88M | 0.53% |
31,655
+21,589
| +214% | +$1.96M |
|
|
27
Equity Lifestyle Properties
ELS
$11.7B
| $2.77M | 0.51% |
+30,188
| New | +$2.77M |
|
28
S&P Global
SPGI
$167B
| $2.76M | 0.51% |
13,553
+4,420
| +48% | +$901K |
|
|
29
JPMorgan Chase
JPM
$829B
| $2.69M | 0.49% |
+25,763
| New | +$2.69M |
|
|
STL
30
DELISTED
Sterling Bancorp
STL
| $2.67M | 0.49% |
113,398
+12,556
| +12% | +$295K |
|
31
Hilton Worldwide
HLT
$64.9B
| $2.66M | 0.49% |
+33,636
| New | +$2.66M |
|
|
CIT
32
DELISTED
CIT Group Inc.
CIT
| $2.64M | 0.48% |
+52,321
| New | +$2.64M |
|
|
IBKC
33
DELISTED
IBERIABANK Corp
IBKC
| $2.62M | 0.48% |
34,534
+4,208
| +14% | +$319K |
|
34
ASML
ASML
$292B
| $2.61M | 0.48% |
13,164
+7,478
| +132% | +$1.48M |
|
35
Baxter International
BAX
$12.7B
| $2.6M | 0.48% |
35,269
-6,799
| -16% | -$502K |
|
|
RDS.A
36
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $2.6M | 0.48% |
37,561
+31,728
| +544% | +$2.2M |
|
37
Associated Banc-Corp
ASB
$4.47B
| $2.58M | 0.47% |
94,632
+58,817
| +164% | +$1.61M |
|
|
DRE
38
DELISTED
Duke Realty Corp.
DRE
| $2.56M | 0.47% |
88,280
+20,703
| +31% | +$601K |
|
39
Camden Property Trust
CPT
$12B
| $2.54M | 0.47% |
27,920
-2,435
| -8% | -$222K |
|
40
KeyCorp
KEY
$21.2B
| $2.54M | 0.47% |
+129,757
| New | +$2.54M |
|
41
DuPont de Nemours
DD
$32.2B
| $2.48M | 0.45% |
37,613
+18,156
| +93% | +$1.2M |
|
42
Intercontinental Exchange
ICE
$101B
| $2.46M | 0.45% |
33,461
+23,336
| +230% | +$1.72M |
|
43
Ameriprise Financial
AMP
$48.5B
| $2.42M | 0.44% |
17,312
+13,957
| +416% | +$1.95M |
|
44
United Airlines
UAL
$34B
| $2.39M | 0.44% |
34,273
+19,388
| +130% | +$1.35M |
|
45
Revvity
RVTY
$10.5B
| $2.36M | 0.43% |
32,278
+3,739
| +13% | +$274K |
|
46
T-Mobile US
TMUS
$284B
| $2.35M | 0.43% |
39,330
+29,895
| +317% | +$1.79M |
|
|
ATH
47
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $2.35M | 0.43% |
53,482
+42,935
| +407% | +$1.88M |
|
48
Meta Platforms (Facebook)
META
$1.86T
| $2.28M | 0.42% |
11,706
+5,068
| +76% | +$985K |
|
49
Regency Centers
REG
$13.2B
| $2.27M | 0.42% |
36,627
+3,963
| +12% | +$246K |
|
50
Mastercard
MA
$538B
| $2.24M | 0.41% |
11,419
+4,991
| +78% | +$981K |
|