QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+1.59%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$436M
AUM Growth
-$95.4M
(-18%)
Cap. Flow
-$98.4M
Cap. Flow
% of AUM
-22.58%
Top 10 Holdings %
Top 10 Hldgs %
11.11%
Holding
645
New
185
Increased
119
Reduced
144
Closed
195
Top Buys
| 1 |
PepsiCo
PEP
|
$4.95M |
| 2 |
Nike
NKE
|
$4.3M |
| 3 |
NextEra Energy, Inc.
NEE
|
$4.06M |
| 4 |
Ameren
AEE
|
$3.62M |
| 5 |
Global Payments
GPN
|
$3.45M |
Top Sells
| 1 |
Kimberly-Clark
KMB
|
$6.2M |
| 2 |
DTE Energy
DTE
|
$5.55M |
| 3 |
Hartford Financial Services
HIG
|
$5.36M |
| 4 |
AvalonBay Communities
AVB
|
$5.22M |
| 5 |
S&P Global
SPGI
|
$5.16M |
Sector Composition
| 1 | Financials | 23.76% |
| 2 | Technology | 10.79% |
| 3 | Real Estate | 10.41% |
| 4 | Healthcare | 10.11% |
| 5 | Industrials | 9.86% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
226
Flex
FLEX
$20.8B
| $521K | 0.12% |
66,073
-54,036
| -45% | -$426K |
|
227
Lennar Class A
LEN
$36.7B
| $521K | 0.12% |
9,635
-37,637
| -80% | -$2.04M |
|
|
AVLR
228
DELISTED
Avalara, Inc.
AVLR
| $520K | 0.12% |
7,728
+3,285
| +74% | +$221K |
|
229
Canadian Pacific Kansas City
CP
$70.3B
| $518K | 0.12% |
+11,650
| New | +$518K |
|
|
COR
230
DELISTED
Coresite Realty Corporation
COR
| $513K | 0.12% |
+4,212
| New | +$513K |
|
231
Amicus Therapeutics
FOLD
$2.46B
| $510K | 0.12% |
63,624
-2,908
| -4% | -$23.3K |
|
|
PGRE
232
Paramount Group
PGRE
$1.66B
| $509K | 0.12% |
+38,128
| New | +$509K |
|
|
233
S&P Global
SPGI
$164B
| $509K | 0.12% |
2,079
-21,093
| -91% | -$5.16M |
|
234
OneSpaWorld
OSW
$2.26B
| $508K | 0.12% |
32,700
-22,657
| -41% | -$352K |
|
235
ASGN Inc
ASGN
$2.32B
| $507K | 0.12% |
8,073
-705
| -8% | -$44.3K |
|
236
Devon Energy
DVN
$22.1B
| $505K | 0.12% |
+20,987
| New | +$505K |
|
237
Moelis & Co
MC
$5.24B
| $502K | 0.12% |
15,280
-5,846
| -28% | -$192K |
|
238
iShares MSCI China ETF
MCHI
$7.91B
| $501K | 0.12% |
7,557
+3,214
| +74% | +$213K |
|
239
Apple
AAPL
$3.56T
| $497K | 0.11% |
+8,880
| New | +$497K |
|
240
Bread Financial
BFH
$3.09B
| $496K | 0.11% |
+4,853
| New | +$496K |
|
241
Advance Auto Parts
AAP
$3.63B
| $491K | 0.11% |
+2,971
| New | +$491K |
|
242
Norwegian Cruise Line
NCLH
$11.6B
| $488K | 0.11% |
9,432
+3,927
| +71% | +$203K |
|
|
SIX
243
DELISTED
Six Flags Entertainment Corp.
SIX
| $485K | 0.11% |
+9,544
| New | +$485K |
|
244
DexCom
DXCM
$31.6B
| $482K | 0.11% |
12,920
-6,184
| -32% | -$231K |
|
245
Zebra Technologies
ZBRA
$16B
| $479K | 0.11% |
+2,319
| New | +$479K |
|
|
MRO
246
DELISTED
Marathon Oil Corporation
MRO
| $476K | 0.11% |
+38,797
| New | +$476K |
|
247
Camden Property Trust
CPT
$11.9B
| $475K | 0.11% |
+4,275
| New | +$475K |
|
|
MINI
248
DELISTED
Mobile Mini Inc
MINI
| $464K | 0.11% |
12,589
-1,701
| -12% | -$62.7K |
|
249
IQVIA
IQV
$31.9B
| $463K | 0.11% |
+3,098
| New | +$463K |
|
250
Constellation Brands
STZ
$26.2B
| $459K | 0.11% |
+2,214
| New | +$459K |
|