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 | |
|---|---|---|---|---|---|---|
|
1
AutoZone
AZO
$70.2B
| $4.39M | 1.23% |
6,070
+4,670
| +334% | +$3.37M |
|
|
2
Coca-Cola
KO
$297B
| $4.2M | 1.18% |
98,905
+82,779
| +513% | +$3.51M |
|
|
3
Deere & Co
DE
$129B
| $4.16M | 1.17% |
38,208
+27,849
| +269% | +$3.03M |
|
4
CSX Corp
CSX
$60.6B
| $3.51M | 0.98% |
75,299
+34,276
| +84% | +$1.6M |
|
|
5
Philip Morris
PM
$260B
| $3.47M | 0.97% |
+30,740
| New | +$3.47M |
|
6
McDonald's
MCD
$224B
| $3.19M | 0.89% |
24,570
+19,039
| +344% | +$2.47M |
|
7
Dover
DOV
$24.5B
| $3.17M | 0.89% |
39,431
+25,136
| +176% | +$2.02M |
|
|
8
Coca-Cola Europacific Partners
CCEP
$40.4B
| $2.84M | 0.8% |
+75,466
| New | +$2.84M |
|
|
DCT
9
DELISTED
DCT Industrial Trust Inc.
DCT
| $2.82M | 0.79% |
58,492
+20,476
| +54% | +$985K |
|
10
Kilroy Realty
KRC
$4.92B
| $2.78M | 0.78% |
38,565
+27,375
| +245% | +$1.97M |
|
11
Carnival Corp
CCL
$43.2B
| $2.76M | 0.78% |
46,915
+33,913
| +261% | +$2M |
|
12
Old Republic International
ORI
$9.93B
| $2.73M | 0.77% |
133,538
+48,025
| +56% | +$983K |
|
13
Progressive
PGR
$145B
| $2.72M | 0.76% |
69,480
+42,753
| +160% | +$1.67M |
|
14
Alaska Air
ALK
$7.24B
| $2.68M | 0.75% |
+29,097
| New | +$2.68M |
|
|
ATH
15
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $2.68M | 0.75% |
+53,630
| New | +$2.68M |
|
16
Boston Scientific
BSX
$156B
| $2.68M | 0.75% |
107,745
+24,228
| +29% | +$603K |
|
17
Lear
LEA
$5.85B
| $2.6M | 0.73% |
18,394
+10,117
| +122% | +$1.43M |
|
18
Home Depot
HD
$405B
| $2.58M | 0.72% |
+17,579
| New | +$2.58M |
|
|
MON
19
DELISTED
Monsanto Co
MON
| $2.56M | 0.72% |
22,600
+6,577
| +41% | +$745K |
|
20
FedEx
FDX
$54.5B
| $2.54M | 0.71% |
13,026
+10,159
| +354% | +$1.98M |
|
21
Merck
MRK
$210B
| $2.53M | 0.71% |
39,842
+11,844
| +42% | +$752K |
|
22
MetLife
MET
$54.1B
| $2.5M | 0.7% |
47,285
+27,317
| +137% | +$1.44M |
|
23
Foot Locker
FL
$2.36B
| $2.49M | 0.7% |
33,287
+25,748
| +342% | +$1.93M |
|
24
US Foods
USFD
$17.5B
| $2.49M | 0.7% |
88,885
+52,283
| +143% | +$1.46M |
|
25
Alphabet (Google) Class A
GOOGL
$2.57T
| $2.48M | 0.69% |
2,921
+497
| +21% | +$421K |
|