QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+5.92%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$531M
AUM Growth
+$127M
(+31%)
Cap. Flow
+$112M
Cap. Flow
% of AUM
21.13%
Top 10 Holdings %
Top 10 Hldgs %
11.04%
Holding
617
New
239
Increased
170
Reduced
51
Closed
157
Top Buys
| 1 |
Microsoft
MSFT
|
$5.44M |
| 2 |
Coca-Cola
KO
|
$4.86M |
| 3 |
Kimberly-Clark
KMB
|
$4.67M |
| 4 |
Fidelity National Information Services
FIS
|
$4.05M |
| 5 |
Adobe
ADBE
|
$4.02M |
Top Sells
| 1 |
Exelon
EXC
|
$5.41M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
$4.53M |
| 3 |
PepsiCo
PEP
|
$4.26M |
| 4 |
Salesforce
CRM
|
$3.58M |
| 5 |
Berkshire Hathaway Class B
BRK.B
|
$3.55M |
Sector Composition
| 1 | Financials | 24.77% |
| 2 | Industrials | 11.45% |
| 3 | Consumer Discretionary | 10.11% |
| 4 | Real Estate | 9.8% |
| 5 | Technology | 9.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
201
State Street
STT
$32B
| $727K | 0.14% |
+12,976
| New | +$727K |
|
|
SAFM
202
DELISTED
Sanderson Farms Inc
SAFM
| $718K | 0.14% |
5,257
+3,581
| +214% | +$489K |
|
203
DexCom
DXCM
$31.6B
| $716K | 0.13% |
+19,104
| New | +$716K |
|
204
nVent Electric
NVT
$14.9B
| $710K | 0.13% |
+28,640
| New | +$710K |
|
205
W.R. Berkley
WRB
$27.3B
| $709K | 0.13% |
+24,190
| New | +$709K |
|
|
IBKC
206
DELISTED
IBERIABANK Corp
IBKC
| $709K | 0.13% |
9,351
-14,682
| -61% | -$1.11M |
|
|
INXN
207
DELISTED
Interxion Holding N.V.
INXN
| $709K | 0.13% |
9,315
+5,102
| +121% | +$388K |
|
208
AGNC Investment
AGNC
$10.8B
| $702K | 0.13% |
+41,723
| New | +$702K |
|
209
WNS Holdings
WNS
$3.24B
| $699K | 0.13% |
11,802
+6,646
| +129% | +$394K |
|
210
Assured Guaranty
AGO
$3.91B
| $698K | 0.13% |
+16,585
| New | +$698K |
|
211
Avantor
AVTR
$9.07B
| $698K | 0.13% |
+36,556
| New | +$698K |
|
|
WPX
212
DELISTED
WPX Energy, Inc.
WPX
| $678K | 0.13% |
58,931
+18,477
| +46% | +$213K |
|
213
Crocs
CROX
$4.72B
| $657K | 0.12% |
33,247
+15,644
| +89% | +$309K |
|
214
Boston Beer
SAM
$2.47B
| $655K | 0.12% |
+1,735
| New | +$655K |
|
215
Vale
VALE
$44.4B
| $654K | 0.12% |
+48,678
| New | +$654K |
|
216
Qiagen
QGEN
$10.3B
| $642K | 0.12% |
+14,935
| New | +$642K |
|
217
CF Industries
CF
$13.7B
| $640K | 0.12% |
+13,705
| New | +$640K |
|
|
GRA
218
DELISTED
W.R. Grace & Co.
GRA
| $626K | 0.12% |
8,220
+903
| +12% | +$68.8K |
|
219
Cushman & Wakefield
CWK
$3.84B
| $624K | 0.12% |
34,907
+22,216
| +175% | +$397K |
|
|
NATI
220
DELISTED
National Instruments Corp
NATI
| $620K | 0.12% |
+14,767
| New | +$620K |
|
|
JNPR
221
DELISTED
Juniper Networks
JNPR
| $600K | 0.11% |
22,532
-778
| -3% | -$20.7K |
|
222
Fair Isaac
FICO
$36.8B
| $594K | 0.11% |
+1,893
| New | +$594K |
|
|
WMGI
223
DELISTED
Wright Medical Group Inc
WMGI
| $588K | 0.11% |
+19,728
| New | +$588K |
|
|
LK
224
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
| $583K | 0.11% |
+29,927
| New | +$583K |
|
|
PACW
225
DELISTED
PacWest Bancorp
PACW
| $578K | 0.11% |
+14,882
| New | +$578K |
|