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 | |
|---|---|---|---|---|---|---|
876
Nasdaq
NDAQ
$54.4B
| – | – |
-8,239
| Closed | -$710K |
|
877
Nordson
NDSN
$12.6B
| – | – |
-5,694
| Closed | -$776K |
|
878
NextEra Energy, Inc.
NEE
$148B
| – | – |
-7,345
| Closed | -$1.2M |
|
879
NeoGenomics
NEO
$1.13B
| – | – |
-12,195
| Closed | -$100K |
|
880
NiSource
NI
$19.9B
| – | – |
-17,817
| Closed | -$426K |
|
881
Nine Energy Service
NINE
$29.8M
| – | – |
-26,239
| Closed | -$639K |
|
|
882
Annaly Capital Management
NLY
$13.6B
| – | – |
-259,609
| Closed | -$2.71M |
|
883
ServiceNow
NOW
$190B
| – | – |
-2,534
| Closed | -$419K |
|