QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+7.88%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$273M
AUM Growth
+$58.7M
(+27%)
Cap. Flow
+$47.9M
Cap. Flow
% of AUM
17.56%
Top 10 Holdings %
Top 10 Hldgs %
9.39%
Holding
604
New
195
Increased
84
Reduced
85
Closed
239
Top Buys
| 1 |
Corning
GLW
|
$2.48M |
| 2 |
Merck
MRK
|
$2.43M |
| 3 |
Tyson Foods
TSN
|
$2.27M |
| 4 |
Cintas
CTAS
|
$2.16M |
| 5 |
Microsoft
MSFT
|
$2.14M |
Top Sells
| 1 |
RTX Corp
RTX
|
$1.79M |
| 2 |
lululemon athletica
LULU
|
$1.64M |
| 3 |
Bristol-Myers Squibb
BMY
|
$1.62M |
| 4 |
BWLD
Buffalo Wild Wings, Inc.
BWLD
|
$1.61M |
| 5 |
Las Vegas Sands
LVS
|
$1.59M |
Sector Composition
| 1 | Financials | 16.34% |
| 2 | Consumer Discretionary | 15.97% |
| 3 | Industrials | 13.96% |
| 4 | Healthcare | 13.04% |
| 5 | Technology | 7.56% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
151
JPMorgan Chase
JPM
$835B
| $734K | 0.27% |
+11,156
| New | +$734K |
|
|
PARA
152
DELISTED
Paramount Global Class B
PARA
| $730K | 0.27% |
+13,386
| New | +$730K |
|
|
DST
153
DELISTED
DST Systems Inc.
DST
| $714K | 0.26% |
12,178
-5,136
| -30% | -$301K |
|
154
ITT
ITT
$13.4B
| $708K | 0.26% |
+19,897
| New | +$708K |
|
155
Copart
CPRT
$48.3B
| $681K | 0.25% |
102,728
-64,384
| -39% | -$427K |
|
156
Xerox
XRX
$488M
| $681K | 0.25% |
25,385
+18,306
| +259% | +$491K |
|
157
CNA Financial
CNA
$13.2B
| $679K | 0.25% |
+19,997
| New | +$679K |
|
158
LKQ Corp
LKQ
$8.31B
| $679K | 0.25% |
+19,249
| New | +$679K |
|
|
INFO
159
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $657K | 0.24% |
+17,612
| New | +$657K |
|
160
Sunrun
RUN
$3.79B
| $654K | 0.24% |
+104,673
| New | +$654K |
|
161
Regions Financial
RF
$24.4B
| $647K | 0.24% |
66,895
-46,176
| -41% | -$447K |
|
162
First American
FAF
$6.75B
| $646K | 0.24% |
16,389
-10,377
| -39% | -$409K |
|
163
Affiliated Managers Group
AMG
$6.62B
| $643K | 0.24% |
4,561
-3,541
| -44% | -$499K |
|
164
Hanover Insurance
THG
$6.49B
| $634K | 0.23% |
+8,404
| New | +$634K |
|
165
Newell Brands
NWL
$2.64B
| $633K | 0.23% |
+12,173
| New | +$633K |
|
166
Universal Insurance Holdings
UVE
$721M
| $619K | 0.23% |
24,702
-5,945
| -19% | -$149K |
|
167
Yelp
YELP
$2B
| $616K | 0.23% |
14,955
-12,767
| -46% | -$526K |
|
168
Lennox International
LII
$19.7B
| $615K | 0.23% |
+3,938
| New | +$615K |
|
169
Eastman Chemical
EMN
$7.88B
| $610K | 0.22% |
+9,194
| New | +$610K |
|
|
PF
170
DELISTED
Pinnacle Foods, Inc.
PF
| $607K | 0.22% |
+12,198
| New | +$607K |
|
|
CAFD
171
DELISTED
8point3 Energy Partners LP Class A shares
CAFD
| $601K | 0.22% |
+41,472
| New | +$601K |
|
172
Allison Transmission
ALSN
$7.46B
| $597K | 0.22% |
+21,246
| New | +$597K |
|
|
ZAYO
173
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $597K | 0.22% |
+20,031
| New | +$597K |
|
174
Sherwin-Williams
SHW
$91.2B
| $595K | 0.22% |
6,432
-9,789
| -60% | -$906K |
|
175
Deere & Co
DE
$128B
| $590K | 0.22% |
+7,030
| New | +$590K |
|