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 | |
|---|---|---|---|---|---|---|
676
Ralph Lauren
RL
$18.9B
| – | – |
-5,273
| Closed | -$590K |
|
677
RenaissanceRe
RNR
$11.3B
| – | – |
-2,590
| Closed | -$359K |
|
678
Rockwell Automation
ROK
$38.2B
| – | – |
-8,020
| Closed | -$1.4M |
|
679
Rush Enterprises Class A
RUSHA
$4.53B
| – | – |
-12,182
| Closed | -$230K |
|
680
Boston Beer
SAM
$2.47B
| – | – |
-2,701
| Closed | -$511K |
|
681
Skechers
SKX
$9.5B
| – | – |
-10,963
| Closed | -$426K |
|
682
Solid Biosciences
SLDB
$428M
| – | – |
-3,028
| Closed | -$341K |
|
683
Sleep Number
SNBR
$220M
| – | – |
-16,543
| Closed | -$581K |
|
684
Smith & Nephew
SNN
$16.5B
| – | – |
-9,389
| Closed | -$358K |
|
|
SOHU
685
Sohu.com
SOHU
$467M
| – | – |
-7,085
| Closed | -$219K |
|
686
SPX Corp
SPXC
$9.28B
| – | – |
-6,584
| Closed | -$214K |
|
687
State Street
STT
$32B
| – | – |
-3,452
| Closed | -$344K |
|
688
Synchrony
SYF
$28.1B
| – | – |
-16,572
| Closed | -$556K |
|
689
Sysco
SYY
$39.4B
| – | – |
-4,548
| Closed | -$273K |
|
690
TriCo Bancshares
TCBK
$1.47B
| – | – |
-21,658
| Closed | -$806K |
|
691
Union Pacific
UNP
$131B
| – | – |
-6,194
| Closed | -$833K |
|
692
United Parcel Service
UPS
$72.1B
| – | – |
-5,693
| Closed | -$596K |
|
693
United Rentals
URI
$62.7B
| – | – |
-2,451
| Closed | -$423K |
|
694
Vipshop
VIPS
$8.45B
| – | – |
-12,331
| Closed | -$205K |
|
695
Valero Energy
VLO
$48.7B
| – | – |
-11,065
| Closed | -$1.03M |
|
696
Vornado Realty Trust
VNO
$7.93B
| – | – |
-17,307
| Closed | -$1.17M |
|
|
TWX
697
DELISTED
Time Warner Inc
TWX
| – | – |
-5,208
| Closed | -$493K |
|
698
Vodafone
VOD
$28.5B
| – | – |
-29,484
| Closed | -$820K |
|
699
Verisk Analytics
VRSK
$37.8B
| – | – |
-2,098
| Closed | -$218K |
|
700
Vistra
VST
$63.7B
| – | – |
-11,666
| Closed | -$243K |
|