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
-$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 | |
|---|---|---|---|---|---|---|
126
Domino's
DPZ
$15.8B
| $1.05M | 0.24% |
4,311
+3,577
| +487% | +$875K |
|
127
FS KKR Capital
FSK
$5.06B
| $1.05M | 0.24% |
44,947
-4,650
| -9% | -$108K |
|
128
Mercury Insurance
MCY
$4.27B
| $1.04M | 0.24% |
18,686
+6,990
| +60% | +$391K |
|
129
STMicroelectronics
STM
$23B
| $1.04M | 0.24% |
53,600
-10,874
| -17% | -$210K |
|
|
SRC
130
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $1.02M | 0.24% |
21,387
-5,284
| -20% | -$253K |
|
|
ISBC
131
DELISTED
Investors Bancorp, Inc.
ISBC
| $1.02M | 0.23% |
89,945
+51,470
| +134% | +$585K |
|
132
Comerica
CMA
$9B
| $1.02M | 0.23% |
+15,400
| New | +$1.02M |
|
133
Vodafone
VOD
$28.2B
| $1.01M | 0.23% |
50,815
-27,287
| -35% | -$543K |
|
134
Bunge Global
BG
$16.3B
| $1.01M | 0.23% |
17,857
-12,570
| -41% | -$712K |
|
135
TransUnion
TRU
$16.8B
| $1M | 0.23% |
12,333
-19,529
| -61% | -$1.58M |
|
136
State Street
STT
$32.1B
| $991K | 0.23% |
16,741
+3,765
| +29% | +$223K |
|
137
STAG Industrial
STAG
$6.81B
| $972K | 0.22% |
+32,987
| New | +$972K |
|
138
Axalta
AXTA
$6.72B
| $964K | 0.22% |
+31,986
| New | +$964K |
|
139
COPT Defense Properties
CDP
$3.38B
| $949K | 0.22% |
31,855
+21,999
| +223% | +$655K |
|
140
Marathon Petroleum
MPC
$54.4B
| $948K | 0.22% |
15,606
+17
| +0.1% | +$1.03K |
|
141
Assurant
AIZ
$10.8B
| $947K | 0.22% |
7,524
-23,438
| -76% | -$2.95M |
|
142
ConocoPhillips
COP
$118B
| $925K | 0.21% |
16,234
-27,271
| -63% | -$1.55M |
|
143
Invesco Mortgage Capital
IVR
$525M
| $913K | 0.21% |
+5,965
| New | +$913K |
|
|
UN
144
DELISTED
Unilever NV New York Registry Shares
UN
| $912K | 0.21% |
+15,191
| New | +$912K |
|
145
BioMarin Pharmaceuticals
BMRN
$11.3B
| $910K | 0.21% |
+13,497
| New | +$910K |
|
146
Gaming and Leisure Properties
GLPI
$13.5B
| $899K | 0.21% |
+23,510
| New | +$899K |
|
147
O'Reilly Automotive
ORLY
$88.1B
| $897K | 0.21% |
+33,765
| New | +$897K |
|
|
SBNY
148
DELISTED
Signature Bank
SBNY
| $893K | 0.21% |
+7,492
| New | +$893K |
|
|
GRA
149
DELISTED
W.R. Grace & Co.
GRA
| $887K | 0.2% |
13,290
+5,070
| +62% | +$338K |
|
150
Illumina
ILMN
$15.2B
| $885K | 0.2% |
2,991
+2,095
| +234% | +$620K |
|