QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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 | |
|---|---|---|---|---|---|---|
401
Cigna
CI
$80.2B
| – | – |
-12,281
| Closed | -$1.61M |
|
402
Colgate-Palmolive
CL
$67.7B
| – | – |
-4,019
| Closed | -$295K |
|
|
CLDT
403
Chatham Lodging
CLDT
$367M
| – | – |
-16,370
| Closed | -$317K |
|
404
Costamare
CMRE
$1.43B
| – | – |
-12,175
| Closed | -$108K |
|
405
Marvell Technology
MRVL
$53.7B
| – | – |
-17,814
| Closed | -$236K |
|
406
CNA Financial
CNA
$13.2B
| – | – |
-19,997
| Closed | -$679K |
|
407
Centene
CNC
$14.8B
| – | – |
-8,532
| Closed | -$288K |
|
408
Carlisle Companies
CSL
$16B
| – | – |
-9,317
| Closed | -$951K |
|
409
Cognizant
CTSH
$35.1B
| – | – |
-5,014
| Closed | -$272K |
|
410
Cenovus Energy
CVE
$29.7B
| – | – |
-74,119
| Closed | -$1.06M |
|
411
Chevron
CVX
$318B
| – | – |
-15,559
| Closed | -$1.58M |
|
412
Dollar General
DG
$24.1B
| – | – |
-5,225
| Closed | -$363K |
|
|
DHC
413
Diversified Healthcare Trust
DHC
$903M
| – | – |
-14,430
| Closed | -$334K |
|
414
D.R. Horton
DHI
$51.3B
| – | – |
-16,543
| Closed | -$499K |
|
415
Domino's
DPZ
$15.8B
| – | – |
-8,817
| Closed | -$1.34M |
|
416
DiamondRock Hospitality
DRH
$1.74B
| – | – |
-34,946
| Closed | -$313K |
|
417
Darden Restaurants
DRI
$24.3B
| – | – |
-3,721
| Closed | -$227K |
|
418
DTE Energy
DTE
$28.1B
| – | – |
-2,603
| Closed | -$206K |
|
419
Duke Energy
DUK
$94.5B
| – | – |
-16,976
| Closed | -$1.36M |
|
420
Consolidated Edison
ED
$35.3B
| – | – |
-7,272
| Closed | -$555K |
|
421
Equifax
EFX
$29.3B
| – | – |
-7,776
| Closed | -$1.04M |
|
422
Everest Group
EG
$14.6B
| – | – |
-1,054
| Closed | -$201K |
|
423
Eastman Chemical
EMN
$7.76B
| – | – |
-9,194
| Closed | -$610K |
|
424
Ericsson
ERIC
$26.2B
| – | – |
-16,256
| Closed | -$115K |
|
425
Element Solutions
ESI
$6.07B
| – | – |
-11,063
| Closed | -$90K |
|