QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+6.39%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$246M
AUM Growth
-$27.4M
(-10%)
Cap. Flow
-$36.2M
Cap. Flow
% of AUM
-14.74%
Top 10 Holdings %
Top 10 Hldgs %
8.56%
Holding
491
New
126
Increased
67
Reduced
95
Closed
202
Top Buys
| 1 |
Target
TGT
|
+$2.16M |
| 2 |
DuPont de Nemours
DD
|
+$1.93M |
| 3 |
Whirlpool
WHR
|
+$1.76M |
| 4 |
Brown & Brown
BRO
|
+$1.73M |
| 5 |
Weyerhaeuser
WY
|
+$1.71M |
Top Sells
| 1 |
Visa
V
|
+$2.74M |
| 2 |
Corning
GLW
|
+$2.48M |
| 3 |
Yum! Brands
YUM
|
+$2.37M |
| 4 |
Tyson Foods
TSN
|
+$2.27M |
| 5 |
TJX Companies
TJX
|
+$2.19M |
Sector Composition
| 1 | Financials | 16.52% |
| 2 | Consumer Discretionary | 14.81% |
| 3 | Industrials | 14.68% |
| 4 | Real Estate | 11.83% |
| 5 | Healthcare | 10.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
INFO
226
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $405K | 0.17% |
11,522
-6,090
| -35% | -$214K |
|
227
Enovis
ENOV
$1.78B
| $403K | 0.16% |
6,526
+1,196
| +22% | +$73.9K |
|
228
Center Bancorp
CNOB
$1.29B
| $389K | 0.16% |
+14,973
| New | +$389K |
|
229
Liberty Global Class A
LBTYA
$3.99B
| $387K | 0.16% |
12,567
-1,811
| -13% | -$55.8K |
|
230
SPX Corp
SPXC
$9.15B
| $378K | 0.15% |
+15,885
| New | +$378K |
|
|
ALXN
231
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $370K | 0.15% |
2,998
-382
| -11% | -$47.1K |
|
|
232
TJX Companies
TJX
$155B
| $358K | 0.15% |
9,456
-57,738
| -86% | -$2.19M |
|
233
Affiliated Managers Group
AMG
$6.56B
| $352K | 0.14% |
2,447
-2,114
| -46% | -$304K |
|
234
Bristol-Myers Squibb
BMY
$96.2B
| $346K | 0.14% |
+5,868
| New | +$346K |
|
235
Blackstone Mortgage Trust
BXMT
$3.43B
| $344K | 0.14% |
+11,380
| New | +$344K |
|
236
Kemper
KMPR
$3.38B
| $344K | 0.14% |
+7,681
| New | +$344K |
|
|
CHL
237
DELISTED
China Mobile Limited
CHL
| $344K | 0.14% |
6,559
-13,297
| -67% | -$697K |
|
|
SGEN
238
DELISTED
Seagen Inc. Common Stock
SGEN
| $340K | 0.14% |
6,391
+913
| +17% | +$48.6K |
|
|
PEI
239
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $340K | 0.14% |
1,202
+145
| +14% | +$41K |
|
|
BHI
240
DELISTED
Baker Hughes
BHI
| $333K | 0.14% |
+5,149
| New | +$333K |
|
241
Lockheed Martin
LMT
$106B
| $331K | 0.13% |
+1,322
| New | +$331K |
|
242
iRhythm Technologies
IRTC
$5.99B
| $329K | 0.13% |
+11,331
| New | +$329K |
|
243
Expedia Group
EXPE
$26.9B
| $323K | 0.13% |
2,836
-5,407
| -66% | -$616K |
|
|
SWFT
244
DELISTED
Swift Transportation Company
SWFT
| $315K | 0.13% |
12,932
-2,576
| -17% | -$62.7K |
|
245
Snap-on
SNA
$16.8B
| $312K | 0.13% |
+1,815
| New | +$312K |
|
246
Roper Technologies
ROP
$55.8B
| $309K | 0.13% |
+1,687
| New | +$309K |
|
|
XOG
247
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $306K | 0.12% |
+15,346
| New | +$306K |
|
|
CLGX
248
DELISTED
Corelogic, Inc.
CLGX
| $305K | 0.12% |
+8,254
| New | +$305K |
|
249
Altria Group
MO
$111B
| $301K | 0.12% |
4,442
+1,134
| +34% | +$76.8K |
|
250
SL Green Realty
SLG
$4.26B
| $301K | 0.12% |
+2,936
| New | +$301K |
|