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 | |
|---|---|---|---|---|---|---|
101
Citizens Financial Group
CFG
$22.3B
| $1.35M | 0.31% |
38,146
-46,989
| -55% | -$1.66M |
|
|
ETFC
102
DELISTED
E*Trade Financial Corporation
ETFC
| $1.32M | 0.3% |
30,160
+6,039
| +25% | +$264K |
|
103
lululemon athletica
LULU
$24B
| $1.3M | 0.3% |
6,740
+1,552
| +30% | +$299K |
|
|
HPP
104
Hudson Pacific Properties
HPP
$1.07B
| $1.29M | 0.3% |
38,665
+1,775
| +5% | +$59.4K |
|
|
AMED
105
DELISTED
Amedisys
AMED
| $1.29M | 0.3% |
9,826
+1,554
| +19% | +$204K |
|
106
Schlumberger
SLB
$53.6B
| $1.27M | 0.29% |
37,265
-5,798
| -13% | -$198K |
|
|
JNPR
107
DELISTED
Juniper Networks
JNPR
| $1.27M | 0.29% |
51,369
+28,837
| +128% | +$714K |
|
108
CNA Financial
CNA
$13.3B
| $1.26M | 0.29% |
25,544
-8,933
| -26% | -$440K |
|
109
Vulcan Materials
VMC
$38.6B
| $1.24M | 0.28% |
8,188
-6,900
| -46% | -$1.04M |
|
110
Dollar General
DG
$24.3B
| $1.23M | 0.28% |
+7,735
| New | +$1.23M |
|
|
ARGO
111
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $1.22M | 0.28% |
+17,355
| New | +$1.22M |
|
112
American International
AIG
$44.9B
| $1.21M | 0.28% |
21,647
-14,922
| -41% | -$831K |
|
113
United Rentals
URI
$61.7B
| $1.21M | 0.28% |
9,665
-4,107
| -30% | -$512K |
|
114
Advanced Micro Devices
AMD
$263B
| $1.19M | 0.27% |
40,976
+13,793
| +51% | +$400K |
|
115
Waste Management
WM
$90.9B
| $1.17M | 0.27% |
+10,176
| New | +$1.17M |
|
116
Altria Group
MO
$113B
| $1.16M | 0.27% |
+28,389
| New | +$1.16M |
|
117
Fox Class B
FOX
$24.8B
| $1.13M | 0.26% |
+35,769
| New | +$1.13M |
|
118
Zurn Elkay Water Solutions
ZWS
$7.56B
| $1.12M | 0.26% |
41,226
-4,620
| -10% | -$125K |
|
119
Prudential Financial
PRU
$37.8B
| $1.11M | 0.25% |
+12,309
| New | +$1.11M |
|
120
Four Corners Property Trust
FCPT
$2.68B
| $1.08M | 0.25% |
38,302
+29,753
| +348% | +$841K |
|
121
Ferrari
RACE
$87.7B
| $1.08M | 0.25% |
7,006
-3,371
| -32% | -$520K |
|
122
HCA Healthcare
HCA
$95B
| $1.07M | 0.25% |
+8,920
| New | +$1.07M |
|
123
Suncor Energy
SU
$50.1B
| $1.06M | 0.24% |
33,632
-20,772
| -38% | -$656K |
|
124
Tyson Foods
TSN
$20.1B
| $1.06M | 0.24% |
12,271
-20,409
| -62% | -$1.76M |
|
125
Northrop Grumman
NOC
$84.4B
| $1.06M | 0.24% |
2,817
-3,251
| -54% | -$1.22M |
|