QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
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
-$27.4M
(-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 | |
|---|---|---|---|---|---|---|
151
Intel
INTC
$108B
| $716K | 0.29% |
+19,534
| New | +$716K |
|
152
Carter's
CRI
$1.04B
| $709K | 0.29% |
8,055
+4,202
| +109% | +$370K |
|
153
Fortive
FTV
$16.1B
| $701K | 0.29% |
15,499
-1,999
| -11% | -$90.4K |
|
154
Antero Resources
AR
$10B
| $698K | 0.28% |
29,146
-19,046
| -40% | -$456K |
|
155
Schlumberger
SLB
$53.7B
| $697K | 0.28% |
8,275
-17,830
| -68% | -$1.5M |
|
156
ConocoPhillips
COP
$120B
| $696K | 0.28% |
+13,767
| New | +$696K |
|
157
Universal Insurance Holdings
UVE
$721M
| $693K | 0.28% |
24,503
-199
| -0.8% | -$5.63K |
|
158
Western Alliance Bancorporation
WAL
$10.1B
| $691K | 0.28% |
14,133
-1,743
| -11% | -$85.2K |
|
159
Walt Disney
DIS
$214B
| $690K | 0.28% |
+6,598
| New | +$690K |
|
160
Lam Research
LRCX
$127B
| $682K | 0.28% |
+63,630
| New | +$682K |
|
161
McDonald's
MCD
$226B
| $679K | 0.28% |
+5,531
| New | +$679K |
|
162
Carnival Corp
CCL
$43.1B
| $676K | 0.28% |
+13,002
| New | +$676K |
|
163
Alphabet (Google) Class C
GOOG
$2.81T
| $676K | 0.28% |
+17,300
| New | +$676K |
|
164
Cisco
CSCO
$269B
| $675K | 0.27% |
22,150
-21,363
| -49% | -$651K |
|
165
Performance Food Group
PFGC
$16.5B
| $675K | 0.27% |
28,087
+17,664
| +169% | +$425K |
|
166
Allison Transmission
ALSN
$7.46B
| $675K | 0.27% |
19,929
-1,317
| -6% | -$44.6K |
|
167
Coca-Cola
KO
$294B
| $671K | 0.27% |
+16,126
| New | +$671K |
|
168
Oracle
ORCL
$626B
| $671K | 0.27% |
+17,352
| New | +$671K |
|
169
Walmart
WMT
$805B
| $671K | 0.27% |
29,058
-72,423
| -71% | -$1.67M |
|
|
HPP
170
Hudson Pacific Properties
HPP
$1.08B
| $667K | 0.27% |
19,386
+3,991
| +26% | +$137K |
|
|
QGENF
171
DELISTED
QIAGEN NV
QGENF
| $666K | 0.27% |
+23,769
| New | +$666K |
|
172
Macerich
MAC
$4.68B
| $642K | 0.26% |
+9,243
| New | +$642K |
|
173
CubeSmart
CUBE
$9.34B
| $640K | 0.26% |
24,200
-4,223
| -15% | -$112K |
|
174
B&G Foods
BGS
$372M
| $636K | 0.26% |
14,499
-1,541
| -10% | -$67.6K |
|
175
Telefônica Brasil
VIV
$19.9B
| $636K | 0.26% |
47,034
+22,127
| +89% | +$299K |
|