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 | 9.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
301
Kforce
KFRC
$577M
| $354K | 0.08% |
+9,367
| New | +$354K |
|
302
Knowles
KN
$1.84B
| $354K | 0.08% |
+17,425
| New | +$354K |
|
303
Fair Isaac
FICO
$36.9B
| $353K | 0.08% |
1,162
-731
| -39% | -$222K |
|
304
Selective Insurance
SIGI
$4.85B
| $353K | 0.08% |
+4,691
| New | +$353K |
|
305
Pacira BioSciences
PCRX
$1.2B
| $350K | 0.08% |
+9,200
| New | +$350K |
|
306
Nokia
NOK
$24.7B
| $349K | 0.08% |
69,037
+3,695
| +6% | +$18.7K |
|
|
BHVN
307
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $349K | 0.08% |
+8,364
| New | +$349K |
|
|
ACRE
308
Ares Commercial Real Estate
ACRE
$271M
| $347K | 0.08% |
22,815
+10,433
| +84% | +$159K |
|
309
Leggett & Platt
LEG
$1.38B
| $346K | 0.08% |
+8,452
| New | +$346K |
|
310
KB Home
KBH
$4.62B
| $345K | 0.08% |
10,134
-19,329
| -66% | -$658K |
|
311
Jack in the Box
JACK
$375M
| $342K | 0.08% |
3,748
-13,252
| -78% | -$1.21M |
|
312
The Mosaic Company
MOS
$10.3B
| $338K | 0.08% |
+16,497
| New | +$338K |
|
313
Palomar
PLMR
$3.32B
| $336K | 0.08% |
8,529
+175
| +2% | +$6.89K |
|
|
TBRGU
314
DELISTED
Thunder Bridge Acquisition, Ltd. Unit
TBRGU
| $336K | 0.08% |
+25,225
| New | +$336K |
|
|
SAGE
315
DELISTED
Sage Therapeutics
SAGE
| $334K | 0.08% |
2,384
-644
| -21% | -$90.2K |
|
316
CoStar Group
CSGP
$37.3B
| $330K | 0.08% |
5,560
-10,180
| -65% | -$604K |
|
317
Raymond James Financial
RJF
$33.1B
| $329K | 0.08% |
5,979
-30,591
| -84% | -$1.68M |
|
318
Motorola Solutions
MSI
$79.7B
| $327K | 0.08% |
+1,921
| New | +$327K |
|
319
Walt Disney
DIS
$214B
| $325K | 0.07% |
2,493
-16,032
| -87% | -$2.09M |
|
320
Treehouse Foods
THS
$905M
| $325K | 0.07% |
+5,864
| New | +$325K |
|
321
Elanco Animal Health
ELAN
$9.46B
| $321K | 0.07% |
12,069
-13,329
| -52% | -$355K |
|
322
McKesson
MCK
$86.7B
| $320K | 0.07% |
2,342
-8,602
| -79% | -$1.18M |
|
323
Take-Two Interactive
TTWO
$45.9B
| $319K | 0.07% |
2,545
+192
| +8% | +$24.1K |
|
324
JB Hunt Transport Services
JBHT
$13.8B
| $317K | 0.07% |
+2,866
| New | +$317K |
|
|
IMMU
325
DELISTED
Immunomedics Inc
IMMU
| $317K | 0.07% |
+23,871
| New | +$317K |
|