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 | |
|---|---|---|---|---|---|---|
|
BPFH
351
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $272K | 0.06% |
23,304
+10,852
| +87% | +$127K |
|
352
Timken Company
TKR
$5.27B
| $270K | 0.06% |
6,213
-35,242
| -85% | -$1.53M |
|
|
SPLK
353
DELISTED
Splunk Inc
SPLK
| $270K | 0.06% |
+2,289
| New | +$270K |
|
354
Edwards Lifesciences
EW
$46.7B
| $268K | 0.06% |
+3,657
| New | +$268K |
|
355
Insperity
NSP
$2.02B
| $267K | 0.06% |
+2,712
| New | +$267K |
|
356
Voya Financial
VOYA
$7.32B
| $267K | 0.06% |
4,908
-73,117
| -94% | -$3.98M |
|
357
RLJ Lodging Trust
RLJ
$1.15B
| $265K | 0.06% |
15,580
-43,039
| -73% | -$732K |
|
358
Compass Minerals
CMP
$785M
| $264K | 0.06% |
4,674
-2,520
| -35% | -$142K |
|
359
Karyopharm Therapeutics
KPTI
$54.9M
| $260K | 0.06% |
+1,800
| New | +$260K |
|
|
SYNH
360
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $258K | 0.06% |
+4,848
| New | +$258K |
|
361
Chemours
CC
$2.43B
| $258K | 0.06% |
+17,295
| New | +$258K |
|
|
SIVB
362
DELISTED
SVB Financial Group
SIVB
| $257K | 0.06% |
1,232
+196
| +19% | +$40.9K |
|
363
Constellium
CSTM
$1.93B
| $256K | 0.06% |
20,171
-22,763
| -53% | -$289K |
|
364
Terreno Realty
TRNO
$5.99B
| $256K | 0.06% |
+5,003
| New | +$256K |
|
365
Axsome Therapeutics
AXSM
$6.25B
| $252K | 0.06% |
12,452
+2,489
| +25% | +$50.4K |
|
366
Woodward
WWD
$14.2B
| $251K | 0.06% |
2,325
-244
| -9% | -$26.3K |
|
|
HZNP
367
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $251K | 0.06% |
9,202
-3,768
| -29% | -$103K |
|
368
Kroger
KR
$44.3B
| $250K | 0.06% |
+9,711
| New | +$250K |
|
369
uniQure
QURE
$959M
| $250K | 0.06% |
6,345
+1,507
| +31% | +$59.4K |
|
370
Cogent Communications
CCOI
$1.81B
| $249K | 0.06% |
+4,514
| New | +$249K |
|
|
PDCO
371
DELISTED
Patterson Companies, Inc.
PDCO
| $249K | 0.06% |
+13,956
| New | +$249K |
|
|
372
Kimberly-Clark
KMB
$43.3B
| $246K | 0.06% |
1,730
-43,580
| -96% | -$6.2M |
|
373
CoreCivic
CXW
$2.14B
| $245K | 0.06% |
+14,194
| New | +$245K |
|
374
Chewy
CHWY
$17.3B
| $244K | 0.06% |
+9,931
| New | +$244K |
|
375
Center Bancorp
CNOB
$1.29B
| $241K | 0.06% |
10,839
-3,217
| -23% | -$71.5K |
|