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 | |
|---|---|---|---|---|---|---|
51
CSX Corp
CSX
$60.6B
| $2.24M | 0.41% |
35,067
+8,980
| +34% | +$573K |
|
52
Suncor Energy
SU
$50.1B
| $2.22M | 0.41% |
54,601
-1,019
| -2% | -$41.5K |
|
53
Dollar General
DG
$23.9B
| $2.21M | 0.41% |
22,399
+1,529
| +7% | +$151K |
|
54
FirstEnergy
FE
$25.2B
| $2.15M | 0.4% |
+59,972
| New | +$2.15M |
|
|
LM
55
DELISTED
Legg Mason, Inc.
LM
| $2.11M | 0.39% |
+60,601
| New | +$2.11M |
|
56
WEX
WEX
$5.87B
| $2.1M | 0.39% |
11,045
+8,292
| +301% | +$1.58M |
|
57
Prudential Financial
PRU
$38.6B
| $2.1M | 0.38% |
22,399
+782
| +4% | +$73.1K |
|
|
APC
58
DELISTED
Anadarko Petroleum
APC
| $2.09M | 0.38% |
28,527
-8,383
| -23% | -$614K |
|
59
Ametek
AME
$42.7B
| $2.04M | 0.37% |
28,221
+25,213
| +838% | +$1.82M |
|
60
First Industrial Realty Trust
FR
$6.97B
| $2.03M | 0.37% |
60,847
+19,789
| +48% | +$660K |
|
61
XPO
XPO
$15.3B
| $1.96M | 0.36% |
19,582
+8,006
| +69% | +$802K |
|
62
Voya Financial
VOYA
$7.24B
| $1.95M | 0.36% |
41,530
+25,059
| +152% | +$1.18M |
|
|
TIF
63
DELISTED
Tiffany & Co.
TIF
| $1.93M | 0.35% |
14,690
+6,283
| +75% | +$827K |
|
64
Lazard
LAZ
$5.39B
| $1.91M | 0.35% |
+39,136
| New | +$1.91M |
|
65
Walt Disney
DIS
$213B
| $1.91M | 0.35% |
+18,215
| New | +$1.91M |
|
66
Principal Financial Group
PFG
$17.9B
| $1.88M | 0.35% |
35,582
+23,559
| +196% | +$1.25M |
|
|
67
Home Depot
HD
$405B
| $1.88M | 0.35% |
9,645
-11,805
| -55% | -$2.3M |
|
68
Texas Instruments
TXN
$184B
| $1.87M | 0.34% |
16,955
+5,153
| +44% | +$568K |
|
69
Vulcan Materials
VMC
$38.5B
| $1.87M | 0.34% |
14,485
-3,960
| -21% | -$511K |
|
|
PF
70
DELISTED
Pinnacle Foods, Inc.
PF
| $1.83M | 0.34% |
28,130
-10,623
| -27% | -$691K |
|
71
Electronic Arts
EA
$43B
| $1.83M | 0.34% |
12,960
+3,053
| +31% | +$431K |
|
72
Coca-Cola Europacific Partners
CCEP
$40.4B
| $1.82M | 0.33% |
44,771
+38,904
| +663% | +$1.58M |
|
73
Ameren
AEE
$27B
| $1.81M | 0.33% |
29,813
+1,708
| +6% | +$104K |
|
|
AIV
74
Aimco
AIV
$1.11B
| $1.8M | 0.33% |
+42,612
| New | +$1.8M |
|
75
Invitation Homes
INVH
$19.2B
| $1.8M | 0.33% |
77,846
+12,126
| +18% | +$280K |
|