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
+$246M
(-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 | |
|---|---|---|---|---|---|---|
76
United Parcel Service
UPS
$72.2B
| $1.12M | 0.46% |
+9,754
| New | +$1.12M |
|
77
Prudential Financial
PRU
$37.8B
| $1.12M | 0.46% |
10,781
-1,896
| -15% | -$197K |
|
78
AutoZone
AZO
$69.9B
| $1.12M | 0.46% |
+1,400
| New | +$1.12M |
|
79
Brixmor Property Group
BRX
$8.48B
| $1.12M | 0.45% |
+46,104
| New | +$1.12M |
|
80
IBM
IBM
$225B
| $1.11M | 0.45% |
+6,689
| New | +$1.11M |
|
81
Cintas
CTAS
$82.8B
| $1.11M | 0.45% |
9,500
-9,842
| -51% | -$1.14M |
|
|
AF
82
DELISTED
Astoria Financial Corporation
AF
| $1.11M | 0.45% |
+59,013
| New | +$1.11M |
|
83
Equity Lifestyle Properties
ELS
$11.5B
| $1.1M | 0.45% |
+15,476
| New | +$1.1M |
|
84
Lear
LEA
$5.85B
| $1.1M | 0.45% |
8,277
-9,577
| -54% | -$1.27M |
|
|
QEP
85
DELISTED
QEP RESOURCES, INC.
QEP
| $1.1M | 0.45% |
58,638
-6,702
| -10% | -$125K |
|
86
Cummins
CMI
$54.5B
| $1.09M | 0.44% |
+7,987
| New | +$1.09M |
|
|
POT
87
DELISTED
Potash Corp Of Saskatchewan
POT
| $1.09M | 0.44% |
+59,961
| New | +$1.09M |
|
88
US Bancorp
USB
$75.5B
| $1.09M | 0.44% |
+21,203
| New | +$1.09M |
|
89
Marriott International Class A Common Stock
MAR
$71.8B
| $1.09M | 0.44% |
+13,054
| New | +$1.09M |
|
90
NXP Semiconductors
NXPI
$58.7B
| $1.08M | 0.44% |
+11,028
| New | +$1.08M |
|
91
Comcast
CMCSA
$126B
| $1.08M | 0.44% |
15,428
+3,914
| +34% | +$274K |
|
92
Yelp
YELP
$1.98B
| $1.08M | 0.44% |
27,918
+12,963
| +87% | +$501K |
|
93
Dover
DOV
$24.1B
| $1.08M | 0.44% |
+14,295
| New | +$1.08M |
|
94
MetLife
MET
$53.6B
| $1.07M | 0.44% |
19,968
-3,174
| -14% | -$171K |
|
95
UDR
UDR
$12.7B
| $1.07M | 0.44% |
+29,964
| New | +$1.07M |
|
|
SFLY
96
DELISTED
Shutterfly, Inc.
SFLY
| $1.07M | 0.44% |
21,628
-3,814
| -15% | -$189K |
|
97
Deere & Co
DE
$129B
| $1.07M | 0.44% |
10,359
+3,329
| +47% | +$344K |
|
98
lululemon athletica
LULU
$24B
| $1.07M | 0.44% |
+16,593
| New | +$1.07M |
|
99
Goodyear
GT
$2.4B
| $1.07M | 0.43% |
34,243
-8,388
| -20% | -$261K |
|
100
East-West Bancorp
EWBC
$14.6B
| $1.06M | 0.43% |
20,927
+26
| +0.1% | +$1.32K |
|