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 | |
|---|---|---|---|---|---|---|
1
Johnson Controls International
JCI
$69.9B
| $2.34M | 0.95% |
56,192
+26,660
| +90% | +$1.11M |
|
2
Ametek
AME
$42.7B
| $2.19M | 0.89% |
45,018
+15,069
| +50% | +$733K |
|
|
3
Target
TGT
$43.6B
| $2.16M | 0.88% |
+29,760
| New | +$2.16M |
|
|
RPAI
4
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $2.14M | 0.87% |
140,535
+20,181
| +17% | +$307K |
|
5
Honeywell
HON
$139B
| $2.11M | 0.86% |
18,209
-4,251
| -19% | -$493K |
|
6
General Motors
GM
$55.8B
| $2.1M | 0.86% |
59,849
+25,275
| +73% | +$888K |
|
7
Abbott
ABT
$231B
| $2.05M | 0.84% |
53,577
+7,042
| +15% | +$270K |
|
8
Microsoft
MSFT
$3.77T
| $2.03M | 0.83% |
32,226
-5,090
| -14% | -$320K |
|
9
Alphabet (Google) Class A
GOOGL
$2.57T
| $1.95M | 0.79% |
2,424
-1,052
| -30% | -$845K |
|
10
Qualcomm
QCOM
$173B
| $1.94M | 0.79% |
29,314
+12,140
| +71% | +$801K |
|
|
11
DuPont de Nemours
DD
$32.2B
| $1.93M | 0.78% |
+33,533
| New | +$1.93M |
|
|
HDS
12
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.9M | 0.77% |
44,446
+35,488
| +396% | +$1.52M |
|
13
Sherwin-Williams
SHW
$91.2B
| $1.84M | 0.75% |
6,783
+4,639
| +216% | +$1.26M |
|
14
Boston Scientific
BSX
$156B
| $1.81M | 0.74% |
83,517
-11,548
| -12% | -$251K |
|
|
DCT
15
DELISTED
DCT Industrial Trust Inc.
DCT
| $1.8M | 0.73% |
38,016
+14,246
| +60% | +$676K |
|
16
S&P Global
SPGI
$167B
| $1.78M | 0.73% |
16,403
+282
| +2% | +$30.6K |
|
|
GGP
17
DELISTED
GGP Inc.
GGP
| $1.78M | 0.73% |
72,681
-2,842
| -4% | -$69.6K |
|
|
TWX
18
DELISTED
Time Warner Inc
TWX
| $1.76M | 0.72% |
18,157
+5,701
| +46% | +$551K |
|
|
19
Whirlpool
WHR
$5.21B
| $1.76M | 0.71% |
+9,580
| New | +$1.76M |
|
|
MJN
20
DELISTED
Mead Johnson Nutrition Company
MJN
| $1.74M | 0.71% |
24,531
+11,389
| +87% | +$807K |
|
21
Dick's Sporting Goods
DKS
$17B
| $1.74M | 0.71% |
33,140
+5,830
| +21% | +$306K |
|
|
22
Brown & Brown
BRO
$32B
| $1.73M | 0.71% |
+38,642
| New | +$1.73M |
|
|
SHPG
23
DELISTED
Shire pic
SHPG
| $1.72M | 0.7% |
10,144
+2,857
| +39% | +$485K |
|
|
24
Weyerhaeuser
WY
$18.7B
| $1.71M | 0.7% |
+56,409
| New | +$1.71M |
|
25
Delta Air Lines
DAL
$40.3B
| $1.69M | 0.69% |
+34,305
| New | +$1.69M |
|