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 | |
|---|---|---|---|---|---|---|
426
Adverum Biotechnologies
ADVM
$73.9M
| $137K | 0.03% |
+2,514
| New | +$137K |
|
|
WPX
427
DELISTED
WPX Energy, Inc.
WPX
| $135K | 0.03% |
12,715
-46,216
| -78% | -$491K |
|
|
CMBT
428
CMB.TECH NV
CMBT
$2.64B
| $134K | 0.03% |
14,542
+3,540
| +32% | +$32.6K |
|
|
CDR
429
DELISTED
Cedar Realty Trust, Inc
CDR
| $130K | 0.03% |
6,569
+716
| +12% | +$14.2K |
|
430
Minerva Neurosciences
NERV
$16.4M
| $127K | 0.03% |
2,045
+658
| +47% | +$40.9K |
|
|
CHNG
431
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $125K | 0.03% |
+10,317
| New | +$125K |
|
432
BioCryst Pharmaceuticals
BCRX
$1.74B
| $124K | 0.03% |
43,196
-394
| -0.9% | -$1.13K |
|
433
Ezcorp Inc
EZPW
$1.02B
| $122K | 0.03% |
18,857
-2,165
| -10% | -$14K |
|
434
Prospect Capital
PSEC
$1.34B
| $118K | 0.03% |
17,928
+33
| +0.2% | +$217 |
|
435
Star Bulk Carriers
SBLK
$2.21B
| $117K | 0.03% |
11,622
+363
| +3% | +$3.65K |
|
436
Photronics
PLAB
$1.36B
| $109K | 0.03% |
+10,049
| New | +$109K |
|
|
EXPR
437
DELISTED
Express, Inc.
EXPR
| $103K | 0.02% |
+1,500
| New | +$103K |
|
|
KDMN
438
DELISTED
Kadmon Holdings, Inc.
KDMN
| $103K | 0.02% |
40,794
-7,615
| -16% | -$19.2K |
|
439
Intrepid Potash
IPI
$379M
| $82K | 0.02% |
2,522
-34
| -1% | -$1.11K |
|
|
LTHM
440
DELISTED
Livent Corporation
LTHM
| $77K | 0.02% |
+11,487
| New | +$77K |
|
|
VNTR
441
DELISTED
Venator Materials PLC
VNTR
| $72K | 0.02% |
29,682
-7,561
| -20% | -$18.3K |
|
442
Accuray
ARAY
$170M
| $70K | 0.02% |
25,444
-2,923
| -10% | -$8.04K |
|
|
CHMA
443
DELISTED
Chiasma, Inc. Common Stock
CHMA
| $69K | 0.02% |
14,004
+618
| +5% | +$3.05K |
|
|
ATRS
444
DELISTED
Antares Pharma, Inc.
ATRS
| $66K | 0.02% |
19,769
-774
| -4% | -$2.58K |
|
445
WisdomTree
WT
$1.98B
| $64K | 0.01% |
+12,217
| New | +$64K |
|
446
Rigel Pharmaceuticals
RIGL
$742M
| $46K | 0.01% |
2,442
-727
| -23% | -$13.7K |
|
|
VRAY
447
DELISTED
ViewRay, Inc.
VRAY
| $41K | 0.01% |
14,041
-3,634
| -21% | -$10.6K |
|
|
CMRX
448
DELISTED
Chimerix, Inc.
CMRX
| $32K | 0.01% |
13,679
-1,865
| -12% | -$4.36K |
|
|
IMGN
449
DELISTED
Immunogen Inc
IMGN
| $25K | 0.01% |
10,305
-9,996
| -49% | -$24.3K |
|
|
TRQ
450
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $21K | ﹤0.01% |
4,415
| – | – |
|