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 | |
|---|---|---|---|---|---|---|
601
Korn Ferry
KFY
$3.86B
| – | – |
-11,861
| Closed | -$475K |
|
|
KREF
602
KKR Real Estate Finance Trust
KREF
$640M
| – | – |
-10,518
| Closed | -$210K |
|
603
Lockheed Martin
LMT
$107B
| – | – |
-4,422
| Closed | -$1.61M |
|
604
Cheniere Energy
LNG
$52.1B
| – | – |
-6,859
| Closed | -$469K |
|
605
Louisiana-Pacific
LPX
$6.74B
| – | – |
-16,928
| Closed | -$444K |
|
606
Las Vegas Sands
LVS
$37.8B
| – | – |
-15,508
| Closed | -$916K |
|
607
Lexicon Pharmaceuticals
LXRX
$389M
| – | – |
-20,648
| Closed | -$130K |
|
608
Masco
MAS
$15.5B
| – | – |
-68,265
| Closed | -$2.68M |
|
609
McDonald's
MCD
$226B
| – | – |
-14,559
| Closed | -$3.02M |
|
610
Mesa Air Group
MESA
$58.6M
| – | – |
-14,558
| Closed | -$133K |
|
|
MFA
611
MFA Financial
MFA
$1.07B
| – | – |
-18,344
| Closed | -$527K |
|
612
Mohawk Industries
MHK
$8.41B
| – | – |
-2,947
| Closed | -$435K |
|
613
Marcus & Millichap
MMI
$1.28B
| – | – |
-6,998
| Closed | -$216K |
|
614
Morningstar
MORN
$10.9B
| – | – |
-2,002
| Closed | -$290K |
|
615
MSCI
MSCI
$43.1B
| – | – |
-1,616
| Closed | -$386K |
|
|
WP
616
DELISTED
Worldpay, Inc.
WP
| – | – |
-22,986
| Closed | -$2.82M |
|
617
Madison Square Garden
MSGS
$4.71B
| – | – |
-5,402
| Closed | -$1.08M |
|
618
ArcelorMittal
MT
$25.3B
| – | – |
-45,481
| Closed | -$820K |
|
619
M&T Bank
MTB
$31.6B
| – | – |
-25,676
| Closed | -$4.37M |
|
620
Nordson
NDSN
$12.7B
| – | – |
-1,537
| Closed | -$217K |
|
621
ServiceNow
NOW
$186B
| – | – |
-2,854
| Closed | -$784K |
|
622
NRG Energy
NRG
$28.6B
| – | – |
-26,074
| Closed | -$916K |
|
623
nVent Electric
NVT
$14.8B
| – | – |
-28,640
| Closed | -$710K |
|
624
Orion
OEC
$579M
| – | – |
-16,040
| Closed | -$343K |
|
625
Ovintiv
OVV
$10.9B
| – | – |
-20,208
| Closed | -$518K |
|