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 | |
|---|---|---|---|---|---|---|
76
First Horizon
FHN
$11.5B
| $1.79M | 0.33% |
100,471
+41,932
| +72% | +$748K |
|
77
Sherwin-Williams
SHW
$91.2B
| $1.78M | 0.33% |
+4,376
| New | +$1.78M |
|
78
RLJ Lodging Trust
RLJ
$1.16B
| $1.76M | 0.32% |
79,678
+62,084
| +353% | +$1.37M |
|
|
CY
79
DELISTED
Cypress Semiconductor
CY
| $1.75M | 0.32% |
+112,281
| New | +$1.75M |
|
|
HDS
80
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.71M | 0.31% |
+39,905
| New | +$1.71M |
|
81
AstraZeneca
AZN
$248B
| $1.71M | 0.31% |
48,625
+5,997
| +14% | +$211K |
|
82
Verizon
VZ
$186B
| $1.71M | 0.31% |
33,931
-17,602
| -34% | -$886K |
|
83
Simon Property Group
SPG
$59B
| $1.69M | 0.31% |
9,916
+5,665
| +133% | +$964K |
|
84
Empire State Realty Trust
ESRT
$1.3B
| $1.69M | 0.31% |
98,585
-90,698
| -48% | -$1.55M |
|
85
Viavi Solutions
VIAV
$2.52B
| $1.66M | 0.3% |
+162,164
| New | +$1.66M |
|
86
Halliburton
HAL
$19.4B
| $1.65M | 0.3% |
36,665
-6,162
| -14% | -$278K |
|
|
JNPR
87
DELISTED
Juniper Networks
JNPR
| $1.64M | 0.3% |
+59,866
| New | +$1.64M |
|
|
RP
88
DELISTED
RealPage, Inc.
RP
| $1.64M | 0.3% |
29,804
+24,029
| +416% | +$1.32M |
|
89
Broadcom
AVGO
$1.4T
| $1.64M | 0.3% |
6,765
+5,270
| +353% | +$1.28M |
|
90
AutoZone
AZO
$70.2B
| $1.63M | 0.3% |
2,434
-910
| -27% | -$611K |
|
91
Knight Transportation
KNX
$7.13B
| $1.62M | 0.3% |
42,386
+30,650
| +261% | +$1.17M |
|
92
Target
TGT
$43.6B
| $1.62M | 0.3% |
+21,231
| New | +$1.62M |
|
|
PARA
93
DELISTED
Paramount Global Class B
PARA
| $1.61M | 0.3% |
+28,681
| New | +$1.61M |
|
|
SBNY
94
DELISTED
Signature Bank
SBNY
| $1.61M | 0.3% |
12,593
+4,544
| +56% | +$581K |
|
95
Toll Brothers
TOL
$13.4B
| $1.6M | 0.29% |
+43,356
| New | +$1.6M |
|
96
US Foods
USFD
$17.5B
| $1.6M | 0.29% |
42,169
-19,434
| -32% | -$735K |
|
97
Oshkosh
OSK
$8.92B
| $1.56M | 0.29% |
22,183
+12,598
| +131% | +$886K |
|
|
ZAYO
98
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $1.56M | 0.29% |
42,770
+27,459
| +179% | +$1M |
|
99
Dominion Energy
D
$51.1B
| $1.55M | 0.29% |
22,795
+2,597
| +13% | +$177K |
|
100
Marvell Technology
MRVL
$54.2B
| $1.55M | 0.29% |
72,470
+43,400
| +149% | +$931K |
|