QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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
+$436M
(-18%)
Cap. Flow
-$98.4M
Cap. Flow
% of AUM
-22.58%
Top 10 Holdings %
Top 10 Hldgs %
11.11%
Holding
645
New
185
Increased
120
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 | |
|---|---|---|---|---|---|---|
51
TJX Companies
TJX
$155B
| $2.33M | 0.53% |
41,711
-64,154
| -61% | -$3.58M |
|
|
ATH
52
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $2.27M | 0.52% |
54,038
-3,403
| -6% | -$143K |
|
53
Exelon
EXC
$43.8B
| $2.24M | 0.51% |
+46,263
| New | +$2.24M |
|
|
LSI
54
DELISTED
Life Storage, Inc.
LSI
| $2.22M | 0.51% |
21,021
+4,557
| +28% | +$480K |
|
55
Willis Towers Watson
WTW
$31.7B
| $2.21M | 0.51% |
11,435
+2,197
| +24% | +$424K |
|
56
Intuit
INTU
$185B
| $2.16M | 0.5% |
8,127
+1,145
| +16% | +$304K |
|
57
Dover
DOV
$24.1B
| $2.11M | 0.49% |
+21,225
| New | +$2.11M |
|
58
Teleflex
TFX
$5.61B
| $2.11M | 0.48% |
+6,209
| New | +$2.11M |
|
59
Ecolab
ECL
$77.9B
| $2.07M | 0.48% |
10,454
+9,066
| +653% | +$1.8M |
|
60
General Motors
GM
$55.7B
| $2.04M | 0.47% |
54,488
+30,363
| +126% | +$1.14M |
|
61
Micron Technology
MU
$133B
| $1.99M | 0.46% |
46,429
+18,831
| +68% | +$807K |
|
62
Capital One
COF
$143B
| $1.98M | 0.46% |
21,811
-17,521
| -45% | -$1.59M |
|
63
MDU Resources
MDU
$3.33B
| $1.98M | 0.45% |
70,191
-8,372
| -11% | -$236K |
|
64
Ross Stores
ROST
$49.5B
| $1.97M | 0.45% |
+17,922
| New | +$1.97M |
|
65
Medtronic
MDT
$120B
| $1.96M | 0.45% |
18,013
-15,821
| -47% | -$1.72M |
|
|
WRI
66
DELISTED
Weingarten Realty Investors
WRI
| $1.94M | 0.45% |
66,663
+24,918
| +60% | +$726K |
|
67
Salesforce
CRM
$242B
| $1.94M | 0.45% |
+13,067
| New | +$1.94M |
|
68
Union Pacific
UNP
$132B
| $1.93M | 0.44% |
11,893
-16,789
| -59% | -$2.72M |
|
69
Blackrock
BLK
$173B
| $1.9M | 0.44% |
+4,264
| New | +$1.9M |
|
70
Zimmer Biomet
ZBH
$20.8B
| $1.84M | 0.42% |
+13,404
| New | +$1.84M |
|
71
BP
BP
$90.8B
| $1.8M | 0.41% |
+47,261
| New | +$1.8M |
|
|
PRAH
72
DELISTED
PRA Health Sciences, Inc.
PRAH
| $1.78M | 0.41% |
17,928
+14,240
| +386% | +$1.41M |
|
73
Applied Materials
AMAT
$126B
| $1.76M | 0.4% |
+35,180
| New | +$1.76M |
|
|
STL
74
DELISTED
Sterling Bancorp
STL
| $1.74M | 0.4% |
86,659
-41,713
| -32% | -$837K |
|
75
Encompass Health
EHC
$12.5B
| $1.73M | 0.4% |
27,277
+23,726
| +668% | +$1.5M |
|