QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+5.41%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$356M
AUM Growth
+$111M
(+45%)
Cap. Flow
+$105M
Cap. Flow
% of AUM
29.53%
Top 10 Holdings %
Top 10 Hldgs %
9.68%
Holding
475
New
186
Increased
103
Reduced
59
Closed
126
Top Buys
| 1 |
Coca-Cola
KO
|
$3.51M |
| 2 |
Philip Morris
PM
|
$3.47M |
| 3 |
AutoZone
AZO
|
$3.37M |
| 4 |
Deere & Co
DE
|
$3.03M |
| 5 |
Coca-Cola Europacific Partners
CCEP
|
$2.84M |
Top Sells
| 1 |
Johnson Controls International
JCI
|
$2.34M |
| 2 |
Target
TGT
|
$2.16M |
| 3 |
Qualcomm
QCOM
|
$1.94M |
| 4 |
MJN
Mead Johnson Nutrition Company
MJN
|
$1.74M |
| 5 |
Ametek
AME
|
$1.71M |
Sector Composition
| 1 | Consumer Discretionary | 18.26% |
| 2 | Industrials | 14.4% |
| 3 | Financials | 13.61% |
| 4 | Real Estate | 10.83% |
| 5 | Healthcare | 10.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
301
Morgan Stanley
MS
$236B
| $232K | 0.07% |
5,411
-6,167
| -53% | -$264K |
|
|
ESGR
302
DELISTED
Enstar Group
ESGR
| $231K | 0.06% |
+1,210
| New | +$231K |
|
303
Diamondback Energy
FANG
$40.2B
| $231K | 0.06% |
+2,223
| New | +$231K |
|
304
Honda
HMC
$44.8B
| $231K | 0.06% |
+7,647
| New | +$231K |
|
|
CHMI
305
Cherry Hill Mortgage Investment Corp
CHMI
$105M
| $229K | 0.06% |
+13,417
| New | +$229K |
|
|
ORIT
306
DELISTED
Oritani Financial Corp. New
ORIT
| $229K | 0.06% |
+13,476
| New | +$229K |
|
307
Sensata Technologies
ST
$4.66B
| $227K | 0.06% |
+5,204
| New | +$227K |
|
308
Intuit
INTU
$188B
| $224K | 0.06% |
+1,935
| New | +$224K |
|
309
McCormick & Company Non-Voting
MKC
$19B
| $223K | 0.06% |
+4,554
| New | +$223K |
|
310
SK Telecom
SKM
$8.38B
| $223K | 0.06% |
+5,376
| New | +$223K |
|
|
AET
311
DELISTED
Aetna Inc
AET
| $222K | 0.06% |
1,744
-7,301
| -81% | -$929K |
|
312
Liberty Global Class C
LBTYK
$4.12B
| $221K | 0.06% |
+6,316
| New | +$221K |
|
|
NUVA
313
DELISTED
NuVasive, Inc.
NUVA
| $221K | 0.06% |
2,963
-919
| -24% | -$68.5K |
|
|
BCR
314
DELISTED
CR Bard Inc.
BCR
| $219K | 0.06% |
+881
| New | +$219K |
|
315
Duke Energy
DUK
$93.8B
| $218K | 0.06% |
+2,656
| New | +$218K |
|
316
Texas Instruments
TXN
$171B
| $214K | 0.06% |
+2,655
| New | +$214K |
|
317
Corning
GLW
$61B
| $210K | 0.06% |
+7,792
| New | +$210K |
|
318
Acadia Pharmaceuticals
ACAD
$4.26B
| $209K | 0.06% |
+6,069
| New | +$209K |
|
319
Trinseo
TSE
$88.1M
| $208K | 0.06% |
+3,099
| New | +$208K |
|
320
O'Reilly Automotive
ORLY
$89B
| $207K | 0.06% |
+11,745
| New | +$207K |
|
321
Wells Fargo
WFC
$253B
| $207K | 0.06% |
3,726
-13,593
| -78% | -$755K |
|
322
SLM Corp
SLM
$6.49B
| $206K | 0.06% |
17,048
-20,326
| -54% | -$246K |
|
323
Cadence Design Systems
CDNS
$95.6B
| $205K | 0.06% |
+6,541
| New | +$205K |
|
324
Owens Corning
OC
$13B
| $203K | 0.06% |
+3,303
| New | +$203K |
|
325
Air Products & Chemicals
APD
$64.5B
| $201K | 0.06% |
+1,485
| New | +$201K |
|