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 | |
|---|---|---|---|---|---|---|
151
Navient
NAVI
$1.36B
| $861K | 0.2% |
67,294
+54,929
| +444% | +$703K |
|
152
Evercore
EVR
$12.1B
| $853K | 0.2% |
10,648
+4,478
| +73% | +$359K |
|
153
Carlisle Companies
CSL
$16B
| $849K | 0.19% |
5,836
+2,800
| +92% | +$407K |
|
|
VAR
154
DELISTED
Varian Medical Systems, Inc.
VAR
| $846K | 0.19% |
+7,107
| New | +$846K |
|
155
Bankunited
BKU
$2.92B
| $844K | 0.19% |
25,115
+17,262
| +220% | +$580K |
|
156
PPL Corp
PPL
$26.8B
| $840K | 0.19% |
26,689
+17,811
| +201% | +$561K |
|
|
BPMC
157
DELISTED
Blueprint Medicines
BPMC
| $830K | 0.19% |
11,291
+750
| +7% | +$55.1K |
|
|
LPT
158
DELISTED
Liberty Property Trust
LPT
| $820K | 0.19% |
15,983
-30,558
| -66% | -$1.57M |
|
159
Federal Realty Investment Trust
FRT
$8.63B
| $818K | 0.19% |
+6,006
| New | +$818K |
|
160
Arch Capital
ACGL
$34.7B
| $814K | 0.19% |
+19,394
| New | +$814K |
|
161
Lamb Weston
LW
$7.88B
| $810K | 0.19% |
+11,141
| New | +$810K |
|
|
BBL
162
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $788K | 0.18% |
18,398
-6,929
| -27% | -$297K |
|
163
Kilroy Realty
KRC
$4.93B
| $785K | 0.18% |
10,079
-8,570
| -46% | -$667K |
|
164
Graphic Packaging
GPK
$6.19B
| $776K | 0.18% |
52,640
-96,332
| -65% | -$1.42M |
|
|
KSU
165
DELISTED
Kansas City Southern
KSU
| $775K | 0.18% |
+5,830
| New | +$775K |
|
166
KLA
KLAC
$111B
| $755K | 0.17% |
4,738
-2,165
| -31% | -$345K |
|
167
Americold
COLD
$3.95B
| $749K | 0.17% |
20,214
-9,364
| -32% | -$347K |
|
168
Varonis Systems
VRNS
$6.21B
| $730K | 0.17% |
36,642
-4,311
| -11% | -$85.9K |
|
169
Lear
LEA
$5.77B
| $729K | 0.17% |
+6,183
| New | +$729K |
|
170
Lyft
LYFT
$7.02B
| $729K | 0.17% |
17,861
+5,622
| +46% | +$229K |
|
171
Altice USA
ATUS
$1.12B
| $728K | 0.17% |
25,379
-4,808
| -16% | -$138K |
|
172
Live Nation Entertainment
LYV
$37.6B
| $725K | 0.17% |
10,934
-4,083
| -27% | -$271K |
|
173
Thor Industries
THO
$5.74B
| $723K | 0.17% |
+12,761
| New | +$723K |
|
174
Pentair
PNR
$17.5B
| $717K | 0.16% |
+18,959
| New | +$717K |
|
|
TWNK
175
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $711K | 0.16% |
+50,811
| New | +$711K |
|