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 | |
|---|---|---|---|---|---|---|
826
Hershey
HSY
$37.7B
| – | – |
-5,760
| Closed | -$570K |
|
827
HUB Group
HUBG
$2.27B
| – | – |
-14,195
| Closed | -$594K |
|
828
Hancock Whitney
HWC
$5.28B
| – | – |
-12,717
| Closed | -$657K |
|
829
Icon
ICLR
$13.8B
| – | – |
-2,505
| Closed | -$296K |
|
830
Illumina
ILMN
$15.5B
| – | – |
-1,143
| Closed | -$270K |
|
831
ING
ING
$70.6B
| – | – |
-20,567
| Closed | -$348K |
|
832
IQVIA
IQV
$31.2B
| – | – |
-2,159
| Closed | -$212K |
|
833
iRhythm Technologies
IRTC
$5.5B
| – | – |
-3,538
| Closed | -$223K |
|
834
Ironwood Pharmaceuticals
IRWD
$213M
| – | – |
-11,644
| Closed | -$180K |
|
835
Intuitive Surgical
ISRG
$168B
| – | – |
-533
| Closed | -$220K |
|
836
Itron
ITRI
$5.53B
| – | – |
-4,154
| Closed | -$297K |
|
837
J. Jill
JILL
$258M
| – | – |
-14,867
| Closed | -$66K |
|
838
James River Group
JRVR
$248M
| – | – |
-20,162
| Closed | -$715K |
|
|
JWN
839
DELISTED
Nordstrom
JWN
| – | – |
-17,509
| Closed | -$848K |
|
840
Openlane
KAR
$3.07B
| – | – |
-7,774
| Closed | -$421K |
|
841
Kirby Corp
KEX
$5.3B
| – | – |
-2,885
| Closed | -$222K |
|
842
Kraft Heinz
KHC
$30.8B
| – | – |
-6,357
| Closed | -$396K |
|
843
CarMax
KMX
$8.96B
| – | – |
-7,473
| Closed | -$463K |
|
844
Coca-Cola
KO
$297B
| – | – |
-25,380
| Closed | -$1.1M |
|
845
Coca-Cola Femsa
KOF
$17.7B
| – | – |
-4,734
| Closed | -$314K |
|
846
Kohl's
KSS
$1.81B
| – | – |
-13,092
| Closed | -$858K |
|
847
Kennedy-Wilson Holdings
KW
$1.18B
| – | – |
-23,114
| Closed | -$402K |
|
848
Liberty Global Class C
LBTYK
$4.02B
| – | – |
-11,947
| Closed | -$364K |
|
849
Lineage Cell Therapeutics
LCTX
$279M
| – | – |
-19,400
| Closed | -$52K |
|
850
Lennar Class B
LEN.B
$32.9B
| – | – |
-5,828
| Closed | -$278K |
|