QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+7.25%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$287M
AUM Growth
-$360M
(-56%)
Cap. Flow
-$392M
Cap. Flow
% of AUM
-136.74%
Top 10 Holdings %
Top 10 Hldgs %
10.87%
Holding
738
New
146
Increased
49
Reduced
252
Closed
290
Top Buys
| 1 |
Humana
HUM
|
+$2.57M |
| 2 |
Walmart
WMT
|
+$2.16M |
| 3 |
Nutrien
NTR
|
+$1.98M |
| 4 |
Comcast
CMCSA
|
+$1.76M |
| 5 |
Texas Roadhouse
TXRH
|
+$1.69M |
Top Sells
| 1 |
Charles River Laboratories
CRL
|
+$6.03M |
| 2 |
Meta Platforms (Facebook)
META
|
+$5.81M |
| 3 |
Merck
MRK
|
+$5.62M |
| 4 |
Mastercard
MA
|
+$4.8M |
| 5 |
RTX Corp
RTX
|
+$4.57M |
Sector Composition
| 1 | Healthcare | 17.13% |
| 2 | Consumer Discretionary | 11.96% |
| 3 | Industrials | 11.26% |
| 4 | Real Estate | 10.5% |
| 5 | Financials | 10.07% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
VER
226
DELISTED
VEREIT, Inc.
VER
| $520K | 0.18% |
11,311
-58,312
| -84% | -$2.68M |
|
227
Virtus Investment Partners
VRTS
$1.32B
| $519K | 0.18% |
1,870
-4,068
| -69% | -$1.13M |
|
228
Middleby
MIDD
$6.99B
| $512K | 0.18% |
2,957
+1,457
| +97% | +$252K |
|
229
Philip Morris
PM
$254B
| $508K | 0.18% |
+5,122
| New | +$508K |
|
230
Spectrum Brands
SPB
$1.34B
| $507K | 0.18% |
5,961
-1,182
| -17% | -$101K |
|
231
Sally Beauty Holdings
SBH
$1.45B
| $502K | 0.18% |
22,729
-23,227
| -51% | -$513K |
|
232
American Financial Group
AFG
$11.5B
| $500K | 0.17% |
4,009
-8,264
| -67% | -$1.03M |
|
233
Wayfair
W
$11.2B
| $497K | 0.17% |
1,574
-2,936
| -65% | -$927K |
|
234
Brown-Forman Class B
BF.B
$13.1B
| $491K | 0.17% |
+6,553
| New | +$491K |
|
235
American Airlines Group
AAL
$8.44B
| $489K | 0.17% |
23,075
+1,098
| +5% | +$23.3K |
|
236
Extra Space Storage
EXR
$30.7B
| $488K | 0.17% |
2,976
-3,340
| -53% | -$548K |
|
237
East-West Bancorp
EWBC
$14.9B
| $484K | 0.17% |
6,756
-7,038
| -51% | -$504K |
|
238
OneSpaWorld
OSW
$2.27B
| $484K | 0.17% |
49,990
-25,010
| -33% | -$242K |
|
239
Atmos Energy
ATO
$26.3B
| $483K | 0.17% |
5,028
-33,362
| -87% | -$3.2M |
|
240
OneMain Financial
OMF
$7.23B
| $478K | 0.17% |
7,971
-7,082
| -47% | -$425K |
|
241
Orion
OEC
$586M
| $474K | 0.17% |
24,979
-74,002
| -75% | -$1.4M |
|
242
Nomad Foods
NOMD
$2.16B
| $470K | 0.16% |
16,612
-75,270
| -82% | -$2.13M |
|
243
Natera
NTRA
$23.8B
| $470K | 0.16% |
4,137
-6,099
| -60% | -$693K |
|
|
Y
244
DELISTED
Alleghany Corporation
Y
| $469K | 0.16% |
703
-1,780
| -72% | -$1.19M |
|
245
Advanced Micro Devices
AMD
$250B
| $467K | 0.16% |
+4,977
| New | +$467K |
|
|
PSB
246
DELISTED
PS Business Parks, Inc.
PSB
| $464K | 0.16% |
+3,136
| New | +$464K |
|
|
UNVR
247
DELISTED
Univar Solutions Inc.
UNVR
| $459K | 0.16% |
+18,847
| New | +$459K |
|
248
Delta Air Lines
DAL
$39.8B
| $456K | 0.16% |
10,550
-28,675
| -73% | -$1.24M |
|
|
AQUA
249
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
| $456K | 0.16% |
13,485
-49,280
| -79% | -$1.67M |
|
250
Tapestry
TPR
$21.8B
| $454K | 0.16% |
10,430
-7,570
| -42% | -$330K |
|