QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
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 | |
|---|---|---|---|---|---|---|
|
VMW
201
DELISTED
VMware, Inc
VMW
| $586K | 0.13% |
3,903
-5,732
| -59% | -$861K |
|
202
Boot Barn
BOOT
$5.58B
| $584K | 0.13% |
16,733
+8,575
| +105% | +$299K |
|
203
DXC Technology
DXC
$2.65B
| $584K | 0.13% |
19,799
-13,122
| -40% | -$387K |
|
204
Tetra Tech
TTEK
$9.48B
| $582K | 0.13% |
33,555
+4,200
| +14% | +$72.8K |
|
205
Campbell Soup
CPB
$10.1B
| $581K | 0.13% |
+12,379
| New | +$581K |
|
206
Alaska Air
ALK
$7.28B
| $573K | 0.13% |
8,823
-3,009
| -25% | -$195K |
|
207
Coca-Cola
KO
$292B
| $571K | 0.13% |
10,482
-85,010
| -89% | -$4.63M |
|
208
OSI Systems
OSIS
$3.93B
| $571K | 0.13% |
5,623
+3,298
| +142% | +$335K |
|
|
LSXMA
209
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $571K | 0.13% |
+18,999
| New | +$571K |
|
210
RenaissanceRe
RNR
$11.3B
| $564K | 0.13% |
+2,918
| New | +$564K |
|
211
Equity Lifestyle Properties
ELS
$12B
| $562K | 0.13% |
8,416
+5,002
| +147% | +$334K |
|
|
LM
212
DELISTED
Legg Mason, Inc.
LM
| $560K | 0.13% |
14,664
+3,106
| +27% | +$119K |
|
213
Vale
VALE
$44.4B
| $555K | 0.13% |
48,304
-374
| -0.8% | -$4.3K |
|
|
ARR
214
Armour Residential REIT
ARR
$1.78B
| $554K | 0.13% |
+6,610
| New | +$554K |
|
215
Bristol-Myers Squibb
BMY
$96B
| $547K | 0.13% |
10,778
-32,841
| -75% | -$1.67M |
|
216
Quest Diagnostics
DGX
$20.5B
| $547K | 0.13% |
5,110
+1,952
| +62% | +$209K |
|
217
BJ's Restaurants
BJRI
$742M
| $546K | 0.13% |
14,052
+9,425
| +204% | +$366K |
|
218
Invitation Homes
INVH
$18.5B
| $540K | 0.12% |
18,247
+180
| +1% | +$5.33K |
|
219
Hillenbrand
HI
$1.85B
| $533K | 0.12% |
+17,270
| New | +$533K |
|
220
Associated Banc-Corp
ASB
$4.42B
| $532K | 0.12% |
+26,263
| New | +$532K |
|
221
Incyte
INCY
$16.9B
| $532K | 0.12% |
7,172
-7,087
| -50% | -$526K |
|
222
Performance Food Group
PFGC
$16.5B
| $532K | 0.12% |
+11,553
| New | +$532K |
|
223
SiriusPoint
SPNT
$2.19B
| $532K | 0.12% |
53,224
+27,632
| +108% | +$276K |
|
224
Keysight
KEYS
$28.9B
| $526K | 0.12% |
5,411
+1,062
| +24% | +$103K |
|
225
Netflix
NFLX
$529B
| $525K | 0.12% |
1,963
-3,951
| -67% | -$1.06M |
|