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 | |
|---|---|---|---|---|---|---|
|
X
251
DELISTED
US Steel
X
| $295K | 0.12% |
+8,535
| New | +$295K |
|
|
LADR
252
Ladder Capital
LADR
$1.5B
| $288K | 0.12% |
+21,051
| New | +$288K |
|
|
ATVI
253
DELISTED
Activision Blizzard Inc.
ATVI
| $282K | 0.11% |
7,737
+195
| +3% | +$7.11K |
|
|
CSC
254
DELISTED
Computer Sciences
CSC
| $276K | 0.11% |
4,613
-4,623
| -50% | -$277K |
|
|
KCG
255
DELISTED
KCG Holdings, Inc.
KCG
| $264K | 0.11% |
19,880
-480
| -2% | -$6.37K |
|
|
SPNC
256
DELISTED
Spectranetics Corp
SPNC
| $263K | 0.11% |
10,642
-397
| -4% | -$9.81K |
|
|
SIVB
257
DELISTED
SVB Financial Group
SIVB
| $263K | 0.11% |
+1,542
| New | +$263K |
|
|
NUVA
258
DELISTED
NuVasive, Inc.
NUVA
| $261K | 0.11% |
3,882
+14
| +0.4% | +$941 |
|
|
ANSS
259
DELISTED
Ansys
ANSS
| $254K | 0.1% |
+2,745
| New | +$254K |
|
260
Best Buy
BBY
$16.1B
| $246K | 0.1% |
5,706
-27,850
| -83% | -$1.2M |
|
|
IBKC
261
DELISTED
IBERIABANK Corp
IBKC
| $244K | 0.1% |
+2,899
| New | +$244K |
|
262
Medtronic
MDT
$120B
| $238K | 0.1% |
+3,329
| New | +$238K |
|
263
Synchrony
SYF
$28B
| $237K | 0.1% |
+6,563
| New | +$237K |
|
264
Meta Platforms (Facebook)
META
$1.91T
| $227K | 0.09% |
1,962
-10,173
| -84% | -$1.18M |
|
|
GAP
265
The Gap, Inc.
GAP
$8.91B
| $227K | 0.09% |
+10,000
| New | +$227K |
|
266
Bio-Rad Laboratories Class A
BIO
$7.82B
| $223K | 0.09% |
1,220
-5,684
| -82% | -$1.04M |
|
|
SAGE
267
DELISTED
Sage Therapeutics
SAGE
| $223K | 0.09% |
4,457
-451
| -9% | -$22.6K |
|
|
CLVS
268
DELISTED
Clovis Oncology, Inc.
CLVS
| $223K | 0.09% |
+5,067
| New | +$223K |
|
269
Dollar Tree
DLTR
$19.6B
| $216K | 0.09% |
+2,792
| New | +$216K |
|
270
ZTO Express
ZTO
$15.2B
| $214K | 0.09% |
+17,219
| New | +$214K |
|
271
Dana Inc
DAN
$2.68B
| $212K | 0.09% |
11,162
-7,280
| -39% | -$138K |
|
|
ANH
272
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $209K | 0.09% |
40,269
+17,698
| +78% | +$91.9K |
|
273
Smart Sand
SND
$76.7M
| $206K | 0.08% |
+12,635
| New | +$206K |
|
274
JetBlue
JBLU
$1.88B
| $202K | 0.08% |
9,135
-2,373
| -21% | -$52.5K |
|
|
NVRO
275
DELISTED
NEVRO CORP.
NVRO
| $202K | 0.08% |
2,772
-960
| -26% | -$70K |
|