QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+5.19%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$378M
AUM Growth
-$15.6M
(-4%)
Cap. Flow
-$29M
Cap. Flow
% of AUM
-7.67%
Top 10 Holdings %
Top 10 Hldgs %
7.86%
Holding
615
New
185
Increased
116
Reduced
133
Closed
179
Top Buys
| 1 |
Boeing
BA
|
+$2.73M |
| 2 |
British American Tobacco
BTI
|
+$2.69M |
| 3 |
Carter's
CRI
|
+$2.55M |
| 4 |
Keurig Dr Pepper
KDP
|
+$2.4M |
| 5 |
Crown Castle
CCI
|
+$2.31M |
Top Sells
| 1 |
Deere & Co
DE
|
+$3.45M |
| 2 |
CSX Corp
CSX
|
+$3.08M |
| 3 |
Home Depot
HD
|
+$3M |
| 4 |
TJX Companies
TJX
|
+$3M |
| 5 |
Walt Disney
DIS
|
+$2.86M |
Sector Composition
| 1 | Financials | 17.19% |
| 2 | Consumer Discretionary | 12.83% |
| 3 | Industrials | 11.51% |
| 4 | Real Estate | 11.3% |
| 5 | Healthcare | 10.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
226
Rockwell Automation
ROK
$38.1B
| $564K | 0.15% |
3,163
+70
| +2% | +$12.5K |
|
|
TIF
227
DELISTED
Tiffany & Co.
TIF
| $564K | 0.15% |
+6,150
| New | +$564K |
|
|
CDK
228
DELISTED
CDK Global, Inc.
CDK
| $551K | 0.15% |
8,728
+1,871
| +27% | +$118K |
|
229
Lennar Class B
LEN.B
$34.1B
| $548K | 0.15% |
+13,051
| New | +$548K |
|
|
HR
230
DELISTED
Healthcare Realty Trust Incorporated
HR
| $547K | 0.14% |
+16,921
| New | +$547K |
|
231
McDonald's
MCD
$223B
| $546K | 0.14% |
3,483
-7,111
| -67% | -$1.11M |
|
|
EVHC
232
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $546K | 0.14% |
12,150
+8,288
| +215% | +$372K |
|
233
Ameren
AEE
$26.8B
| $539K | 0.14% |
9,313
+1,710
| +22% | +$99K |
|
234
Old Dominion Freight Line
ODFL
$31.2B
| $536K | 0.14% |
14,601
-3,597
| -20% | -$132K |
|
235
Cognizant
CTSH
$34.4B
| $532K | 0.14% |
+7,334
| New | +$532K |
|
236
American Airlines Group
AAL
$8.45B
| $522K | 0.14% |
11,002
-54,664
| -83% | -$2.59M |
|
|
GOOS
237
Canada Goose Holdings
GOOS
$1.41B
| $517K | 0.14% |
25,143
+4,321
| +21% | +$88.9K |
|
238
Williams-Sonoma
WSM
$24.6B
| $512K | 0.14% |
+20,546
| New | +$512K |
|
239
Thermo Fisher Scientific
TMO
$183B
| $505K | 0.13% |
2,668
-2,912
| -52% | -$551K |
|
240
Fortive
FTV
$16B
| $492K | 0.13% |
8,302
-4,982
| -38% | -$295K |
|
|
GPT
241
DELISTED
Gramercy Property Trust
GPT
| $491K | 0.13% |
16,233
+4,400
| +37% | +$133K |
|
242
Kraft Heinz
KHC
$31.7B
| $490K | 0.13% |
6,317
-9,190
| -59% | -$713K |
|
243
Medtronic
MDT
$120B
| $488K | 0.13% |
6,279
+1,460
| +30% | +$113K |
|
244
American Tower
AMT
$90.2B
| $486K | 0.13% |
3,553
+345
| +11% | +$47.2K |
|
245
PTC
PTC
$24.7B
| $477K | 0.13% |
8,484
+2,720
| +47% | +$153K |
|
246
Sealed Air
SEE
$4.93B
| $477K | 0.13% |
11,166
+6,684
| +149% | +$286K |
|
|
TWX
247
DELISTED
Time Warner Inc
TWX
| $476K | 0.13% |
4,645
-19,954
| -81% | -$2.04M |
|
248
Northern Trust
NTRS
$24.5B
| $475K | 0.13% |
5,168
-8,277
| -62% | -$761K |
|
249
Air Products & Chemicals
APD
$63.6B
| $472K | 0.13% |
3,123
-1,398
| -31% | -$211K |
|
250
TE Connectivity
TEL
$61.3B
| $462K | 0.12% |
5,561
-7,445
| -57% | -$619K |
|