QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+5.41%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$356M
AUM Growth
+$356M
(+45%)
Cap. Flow
+$106M
Cap. Flow
% of AUM
29.7%
Top 10 Holdings %
Top 10 Hldgs %
9.68%
Holding
475
New
186
Increased
103
Reduced
59
Closed
126
Top Buys
| 1 |
Coca-Cola
KO
|
$3.51M |
| 2 |
Philip Morris
PM
|
$3.47M |
| 3 |
AutoZone
AZO
|
$3.37M |
| 4 |
Deere & Co
DE
|
$3.03M |
| 5 |
Coca-Cola Europacific Partners
CCEP
|
$2.84M |
Top Sells
| 1 |
Johnson Controls International
JCI
|
$2.34M |
| 2 |
Target
TGT
|
$2.16M |
| 3 |
Qualcomm
QCOM
|
$1.94M |
| 4 |
MJN
Mead Johnson Nutrition Company
MJN
|
$1.74M |
| 5 |
Ametek
AME
|
$1.71M |
Sector Composition
| 1 | Consumer Discretionary | 18.26% |
| 2 | Industrials | 14.4% |
| 3 | Financials | 13.61% |
| 4 | Real Estate | 10.83% |
| 5 | Healthcare | 10.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
126
Vodafone
VOD
$28.3B
| $1.07M | 0.3% |
+40,626
| New | +$1.07M |
|
127
Aflac
AFL
$57.2B
| $1.06M | 0.3% |
+14,631
| New | +$1.06M |
|
128
Aramark
ARMK
$10.3B
| $1.04M | 0.29% |
+28,078
| New | +$1.04M |
|
129
Mid-America Apartment Communities
MAA
$17.1B
| $1.02M | 0.29% |
10,030
-336
| -3% | -$34.2K |
|
|
HDS
130
DELISTED
HD Supply Holdings, Inc.
HDS
| $1M | 0.28% |
24,368
-20,078
| -45% | -$826K |
|
131
Honeywell
HON
$138B
| $998K | 0.28% |
7,997
-10,212
| -56% | -$1.27M |
|
132
Ross Stores
ROST
$48.1B
| $997K | 0.28% |
+15,138
| New | +$997K |
|
133
Citigroup
C
$178B
| $994K | 0.28% |
16,610
+6,480
| +64% | +$388K |
|
|
HPP
134
Hudson Pacific Properties
HPP
$1.07B
| $991K | 0.28% |
28,608
+9,222
| +48% | +$319K |
|
|
BDN
135
Brandywine Realty Trust
BDN
$740M
| $957K | 0.27% |
58,995
+1,634
| +3% | +$26.5K |
|
136
Welltower
WELL
$113B
| $955K | 0.27% |
13,491
-2,122
| -14% | -$150K |
|
137
Cheesecake Factory
CAKE
$3.06B
| $953K | 0.27% |
+15,044
| New | +$953K |
|
138
Tapestry
TPR
$21.4B
| $952K | 0.27% |
23,037
-21,446
| -48% | -$886K |
|
|
TRQ
139
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $940K | 0.26% |
+306,343
| New | +$940K |
|
140
Hyatt Hotels
H
$13.8B
| $924K | 0.26% |
17,114
+8,106
| +90% | +$438K |
|
141
Equinix
EQIX
$76.9B
| $909K | 0.26% |
+2,271
| New | +$909K |
|
142
Mastercard
MA
$535B
| $904K | 0.25% |
8,036
-3,331
| -29% | -$375K |
|
143
American Express
AXP
$230B
| $887K | 0.25% |
11,218
+1,374
| +14% | +$109K |
|
|
TSS
144
DELISTED
Total System Services, Inc.
TSS
| $881K | 0.25% |
16,486
+6,101
| +59% | +$326K |
|
145
Fortive
FTV
$16.2B
| $878K | 0.25% |
14,587
+1,617
| +12% | +$97.3K |
|
146
Sun Life Financial
SLF
$32.8B
| $877K | 0.25% |
+23,992
| New | +$877K |
|
147
Healthpeak Properties
DOC
$12.5B
| $859K | 0.24% |
+27,447
| New | +$859K |
|
148
Dollar General
DG
$23.9B
| $850K | 0.24% |
+12,193
| New | +$850K |
|
149
US Bancorp
USB
$76B
| $837K | 0.23% |
16,251
-4,952
| -23% | -$255K |
|
150
Caterpillar
CAT
$196B
| $835K | 0.23% |
+9,006
| New | +$835K |
|