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 | |
|---|---|---|---|---|---|---|
101
BP
BP
$90.8B
| $1.55M | 0.28% |
33,981
+16,224
| +91% | +$741K |
|
102
Bristol-Myers Squibb
BMY
$96B
| $1.55M | 0.28% |
27,950
-3,951
| -12% | -$219K |
|
103
Ericsson
ERIC
$26.2B
| $1.54M | 0.28% |
+200,903
| New | +$1.54M |
|
|
LPT
104
DELISTED
Liberty Property Trust
LPT
| $1.54M | 0.28% |
+34,721
| New | +$1.54M |
|
105
Capital One
COF
$145B
| $1.54M | 0.28% |
16,740
-5,712
| -25% | -$525K |
|
106
Lamb Weston
LW
$8.02B
| $1.54M | 0.28% |
22,401
+5,235
| +30% | +$359K |
|
107
Teradata
TDC
$1.98B
| $1.53M | 0.28% |
+38,165
| New | +$1.53M |
|
108
Lennar Class A
LEN
$34.5B
| $1.52M | 0.28% |
28,961
+12,812
| +79% | +$672K |
|
|
DCT
109
DELISTED
DCT Industrial Trust Inc.
DCT
| $1.52M | 0.28% |
22,710
+4,464
| +24% | +$298K |
|
|
FCE.A
110
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $1.51M | 0.28% |
+65,993
| New | +$1.51M |
|
111
Kroger
KR
$44.9B
| $1.5M | 0.28% |
+52,866
| New | +$1.5M |
|
112
ConocoPhillips
COP
$124B
| $1.5M | 0.28% |
21,575
+9,177
| +74% | +$639K |
|
113
Adobe
ADBE
$151B
| $1.49M | 0.27% |
6,115
-5,206
| -46% | -$1.27M |
|
114
Royal Caribbean
RCL
$98.7B
| $1.48M | 0.27% |
14,308
+6,037
| +73% | +$625K |
|
115
Agilent Technologies
A
$35.7B
| $1.47M | 0.27% |
23,818
+16,966
| +248% | +$1.05M |
|
116
Trane Technologies
TT
$92.5B
| $1.47M | 0.27% |
+16,331
| New | +$1.47M |
|
|
ULTI
117
DELISTED
Ultimate Software Group Inc
ULTI
| $1.46M | 0.27% |
+5,658
| New | +$1.46M |
|
118
Boston Properties
BXP
$11.5B
| $1.46M | 0.27% |
+11,598
| New | +$1.46M |
|
119
Varonis Systems
VRNS
$6.61B
| $1.45M | 0.27% |
19,444
+15,813
| +435% | +$1.18M |
|
120
Berkshire Hathaway Class B
BRK.B
$1.09T
| $1.44M | 0.26% |
7,686
+684
| +10% | +$128K |
|
121
Cadence Design Systems
CDNS
$95.5B
| $1.41M | 0.26% |
32,565
+16,464
| +102% | +$713K |
|
122
HP
HPQ
$26.7B
| $1.4M | 0.26% |
+61,818
| New | +$1.4M |
|
123
Old Republic International
ORI
$9.93B
| $1.4M | 0.26% |
70,150
-29,756
| -30% | -$593K |
|
124
STMicroelectronics
STM
$24.1B
| $1.36M | 0.25% |
+61,442
| New | +$1.36M |
|
125
Chevron
CVX
$324B
| $1.34M | 0.25% |
10,619
-3,193
| -23% | -$404K |
|