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 | |
|---|---|---|---|---|---|---|
151
Applied Materials
AMAT
$126B
| $1.22M | 0.22% |
26,450
+19,661
| +290% | +$908K |
|
|
HPP
152
Hudson Pacific Properties
HPP
$1.07B
| $1.22M | 0.22% |
34,489
-10,799
| -24% | -$383K |
|
153
General Motors
GM
$55.7B
| $1.22M | 0.22% |
30,969
-25,845
| -45% | -$1.02M |
|
|
ATVI
154
DELISTED
Activision Blizzard Inc.
ATVI
| $1.2M | 0.22% |
+15,669
| New | +$1.2M |
|
155
Corning
GLW
$58.7B
| $1.16M | 0.21% |
42,258
+32,140
| +318% | +$885K |
|
156
RTX Corp
RTX
$212B
| $1.16M | 0.21% |
9,272
-611
| -6% | -$76.4K |
|
|
STAY
157
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $1.16M | 0.21% |
+53,481
| New | +$1.16M |
|
158
Essential Properties Realty Trust
EPRT
$6.09B
| $1.15M | 0.21% |
+85,185
| New | +$1.15M |
|
|
PACW
159
DELISTED
PacWest Bancorp
PACW
| $1.15M | 0.21% |
23,223
-20,409
| -47% | -$1.01M |
|
160
Macerich
MAC
$4.58B
| $1.14M | 0.21% |
+20,075
| New | +$1.14M |
|
161
Equitable Holdings
EQH
$15.8B
| $1.13M | 0.21% |
+54,720
| New | +$1.13M |
|
162
Equity Residential
EQR
$24.4B
| $1.13M | 0.21% |
17,683
+136
| +0.8% | +$8.66K |
|
163
Carter's
CRI
$1.06B
| $1.12M | 0.21% |
10,354
+3,373
| +48% | +$366K |
|
164
Expedia Group
EXPE
$26.2B
| $1.11M | 0.2% |
+9,199
| New | +$1.11M |
|
165
LKQ Corp
LKQ
$8.22B
| $1.1M | 0.2% |
34,565
+6,652
| +24% | +$212K |
|
166
Qualcomm
QCOM
$171B
| $1.1M | 0.2% |
+19,624
| New | +$1.1M |
|
|
STOR
167
DELISTED
STORE Capital Corporation
STOR
| $1.1M | 0.2% |
+40,197
| New | +$1.1M |
|
168
Lincoln Electric
LECO
$13.4B
| $1.1M | 0.2% |
12,491
+3,572
| +40% | +$313K |
|
169
Carnival Corp
CCL
$42.2B
| $1.09M | 0.2% |
19,038
-22,690
| -54% | -$1.3M |
|
170
Northern Trust
NTRS
$24.7B
| $1.09M | 0.2% |
10,572
+6,332
| +149% | +$652K |
|
171
Nike
NKE
$110B
| $1.08M | 0.2% |
+13,596
| New | +$1.08M |
|
172
American Financial Group
AFG
$11.4B
| $1.07M | 0.2% |
+9,977
| New | +$1.07M |
|
173
Healthpeak Properties
DOC
$12.5B
| $1.06M | 0.19% |
41,032
-30,610
| -43% | -$790K |
|
174
Sabre
SABR
$690M
| $1.06M | 0.19% |
42,986
+16,186
| +60% | +$399K |
|
175
PTC
PTC
$25.5B
| $1.06M | 0.19% |
11,273
+1,844
| +20% | +$173K |
|