QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
-1.08%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$471M
AUM Growth
+$76.4M
(+19%)
Cap. Flow
+$78.9M
Cap. Flow
% of AUM
16.76%
Top 10 Holdings %
Top 10 Hldgs %
7.3%
Holding
814
New
287
Increased
185
Reduced
138
Closed
203
Top Buys
| 1 |
Home Depot
HD
|
$3.82M |
| 2 |
Costco
COST
|
$2.93M |
| 3 |
Carnival Corp
CCL
|
$2.74M |
| 4 |
Parker-Hannifin
PH
|
$2.61M |
| 5 |
Wells Fargo
WFC
|
$2.42M |
Top Sells
| 1 |
Walt Disney
DIS
|
$2.17M |
| 2 |
McDonald's
MCD
|
$1.87M |
| 3 |
FedEx
FDX
|
$1.85M |
| 4 |
Dollar Tree
DLTR
|
$1.79M |
| 5 |
Regions Financial
RF
|
$1.67M |
Sector Composition
| 1 | Financials | 19.17% |
| 2 | Consumer Discretionary | 12.47% |
| 3 | Real Estate | 11.53% |
| 4 | Industrials | 10.99% |
| 5 | Healthcare | 9.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
Hartford Financial Services
HIG
$37.9B
| $2.22M | 0.47% |
+43,059
| New | +$2.22M |
|
27
BCE
BCE
$22.8B
| $2.2M | 0.47% |
51,153
+44,334
| +650% | +$1.91M |
|
28
TE Connectivity
TEL
$61.6B
| $2.2M | 0.47% |
22,016
+13,739
| +166% | +$1.37M |
|
29
AutoZone
AZO
$70.8B
| $2.17M | 0.46% |
3,344
+564
| +20% | +$366K |
|
30
Revvity
RVTY
$9.95B
| $2.16M | 0.46% |
28,539
+6,328
| +28% | +$479K |
|
|
PACW
31
DELISTED
PacWest Bancorp
PACW
| $2.16M | 0.46% |
43,632
+6,537
| +18% | +$324K |
|
32
Capital One
COF
$145B
| $2.15M | 0.46% |
22,452
+4,780
| +27% | +$458K |
|
33
Northrop Grumman
NOC
$83B
| $2.15M | 0.46% |
+6,145
| New | +$2.15M |
|
34
Old Republic International
ORI
$10.2B
| $2.14M | 0.46% |
99,906
-14,473
| -13% | -$310K |
|
35
Vulcan Materials
VMC
$38.6B
| $2.11M | 0.45% |
18,445
+5,576
| +43% | +$637K |
|
|
PF
36
DELISTED
Pinnacle Foods, Inc.
PF
| $2.1M | 0.45% |
38,753
+19,191
| +98% | +$1.04M |
|
37
Stanley Black & Decker
SWK
$11.6B
| $2.09M | 0.44% |
13,609
+1,110
| +9% | +$170K |
|
38
Alphabet (Google) Class A
GOOGL
$2.81T
| $2.08M | 0.44% |
40,060
-7,540
| -16% | -$391K |
|
39
General Motors
GM
$55.4B
| $2.07M | 0.44% |
56,814
+3,255
| +6% | +$118K |
|
40
Delta Air Lines
DAL
$39.5B
| $2.06M | 0.44% |
37,640
+7,990
| +27% | +$438K |
|
41
Automatic Data Processing
ADP
$122B
| $2.04M | 0.43% |
18,002
+9,472
| +111% | +$1.07M |
|
42
Boston Scientific
BSX
$159B
| $2.04M | 0.43% |
74,496
-25,208
| -25% | -$689K |
|
43
US Foods
USFD
$17.6B
| $2.02M | 0.43% |
61,603
+243
| +0.4% | +$7.96K |
|
44
Bristol-Myers Squibb
BMY
$95B
| $2.02M | 0.43% |
31,901
-5,504
| -15% | -$348K |
|
45
Hyatt Hotels
H
$13.9B
| $2.01M | 0.43% |
26,391
+17,575
| +199% | +$1.34M |
|
46
Halliburton
HAL
$19.2B
| $2.01M | 0.43% |
42,827
+5,778
| +16% | +$271K |
|
47
Duke Energy
DUK
$94B
| $1.99M | 0.42% |
+25,681
| New | +$1.99M |
|
|
UMPQ
48
DELISTED
Umpqua Holdings Corp
UMPQ
| $1.98M | 0.42% |
92,684
+55,856
| +152% | +$1.2M |
|
49
Dollar General
DG
$23.9B
| $1.95M | 0.41% |
20,870
+5,252
| +34% | +$491K |
|
50
AXIS Capital
AXS
$7.76B
| $1.95M | 0.41% |
33,784
+22,408
| +197% | +$1.29M |
|