QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+3.02%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$393M
AUM Growth
+$393M
(+10%)
Cap. Flow
+$29.9M
Cap. Flow
% of AUM
7.6%
Top 10 Holdings %
Top 10 Hldgs %
8.33%
Holding
565
New
216
Increased
111
Reduced
102
Closed
135
Top Buys
| 1 |
American Airlines Group
AAL
|
$3.26M |
| 2 |
Walt Disney
DIS
|
$2.86M |
| 3 |
Dollar Tree
DLTR
|
$2.73M |
| 4 |
Stanley Black & Decker
SWK
|
$2.58M |
| 5 |
Wendy's
WEN
|
$2.57M |
Top Sells
| 1 |
Dover
DOV
|
$2.68M |
| 2 |
Progressive
PGR
|
$2.43M |
| 3 |
United Airlines
UAL
|
$2.39M |
| 4 |
Carnival Corp
CCL
|
$2.38M |
| 5 |
Parker-Hannifin
PH
|
$2.34M |
Sector Composition
| 1 | Consumer Discretionary | 15.99% |
| 2 | Financials | 15.55% |
| 3 | Industrials | 12.04% |
| 4 | Healthcare | 10.63% |
| 5 | Technology | 9.84% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
51
Humana
HUM
$37.3B
| $2.11M | 0.54% |
8,803
+6,984
| +384% | +$1.67M |
|
52
Micron Technology
MU
$133B
| $2.11M | 0.54% |
67,006
+475
| +0.7% | +$14.9K |
|
53
American Express
AXP
$230B
| $2.06M | 0.52% |
24,607
+13,389
| +119% | +$1.12M |
|
54
Advance Auto Parts
AAP
$3.57B
| $2.05M | 0.52% |
17,630
+1,056
| +6% | +$123K |
|
55
Coterra Energy
CTRA
$18.9B
| $2.04M | 0.52% |
+82,325
| New | +$2.04M |
|
56
GameStop
GME
$10.5B
| $2.04M | 0.52% |
94,232
+68,018
| +259% | +$1.47M |
|
|
RAI
57
DELISTED
Reynolds American Inc
RAI
| $2.02M | 0.51% |
31,076
+892
| +3% | +$58K |
|
58
Voya Financial
VOYA
$7.18B
| $2.01M | 0.51% |
+53,889
| New | +$2.01M |
|
59
Halliburton
HAL
$19.3B
| $1.97M | 0.5% |
46,463
+8,198
| +21% | +$348K |
|
|
FDC
60
DELISTED
First Data Corporation
FDC
| $1.95M | 0.5% |
105,984
+22,668
| +27% | +$417K |
|
61
Alibaba
BABA
$330B
| $1.95M | 0.5% |
+13,815
| New | +$1.95M |
|
62
Kinder Morgan
KMI
$59.4B
| $1.95M | 0.5% |
+102,188
| New | +$1.95M |
|
63
Capital One
COF
$143B
| $1.94M | 0.49% |
+23,720
| New | +$1.94M |
|
64
Aptiv
APTV
$17.1B
| $1.94M | 0.49% |
22,384
-6,265
| -22% | -$542K |
|
65
Lennar Class A
LEN
$34.4B
| $1.93M | 0.49% |
+36,587
| New | +$1.93M |
|
66
Visa
V
$679B
| $1.93M | 0.49% |
20,434
+7,003
| +52% | +$661K |
|
|
NBL
67
DELISTED
Noble Energy, Inc.
NBL
| $1.93M | 0.49% |
+67,239
| New | +$1.93M |
|
68
T-Mobile US
TMUS
$288B
| $1.92M | 0.49% |
31,861
+492
| +2% | +$29.7K |
|
|
PE
69
DELISTED
PARSLEY ENERGY INC
PE
| $1.92M | 0.49% |
70,526
+61,802
| +708% | +$1.68M |
|
|
TRCO
70
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $1.9M | 0.48% |
+46,595
| New | +$1.9M |
|
71
Ross Stores
ROST
$49.5B
| $1.89M | 0.48% |
32,934
+17,796
| +118% | +$1.02M |
|
|
SFLY
72
DELISTED
Shutterfly, Inc.
SFLY
| $1.88M | 0.48% |
39,516
+1,136
| +3% | +$54.2K |
|
|
ATH
73
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $1.88M | 0.48% |
37,964
-15,666
| -29% | -$776K |
|
74
Radian Group
RDN
$4.7B
| $1.87M | 0.48% |
+114,635
| New | +$1.87M |
|
75
JELD-WEN Holding
JELD
$543M
| $1.87M | 0.47% |
+57,461
| New | +$1.87M |
|