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 | |
|---|---|---|---|---|---|---|
1
American Electric Power
AEP
$59.4B
| $5.73M | 1.31% |
61,109
-9,315
| -13% | -$873K |
|
2
Mastercard
MA
$538B
| $5.25M | 1.21% |
19,343
-1,702
| -8% | -$462K |
|
3
Procter & Gamble
PG
$368B
| $4.97M | 1.14% |
39,924
+19,232
| +93% | +$2.39M |
|
|
4
PepsiCo
PEP
$204B
| $4.95M | 1.14% |
+36,118
| New | +$4.95M |
|
5
Markel Group
MKL
$24.8B
| $4.7M | 1.08% |
3,972
+91
| +2% | +$108K |
|
6
Visa
V
$683B
| $4.69M | 1.08% |
27,289
-11,095
| -29% | -$1.91M |
|
|
DRE
7
DELISTED
Duke Realty Corp.
DRE
| $4.65M | 1.07% |
136,942
-15,943
| -10% | -$542K |
|
8
Amazon
AMZN
$2.44T
| $4.59M | 1.05% |
2,641
+37
| +1% | +$64.2K |
|
9
Citigroup
C
$178B
| $4.45M | 1.02% |
64,402
-10,723
| -14% | -$741K |
|
10
Portland General Electric
POR
$4.69B
| $4.44M | 1.02% |
78,840
+24,842
| +46% | +$1.4M |
|
|
DISCK
11
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $4.39M | 1.01% |
178,422
+42,906
| +32% | +$1.06M |
|
|
12
Nike
NKE
$114B
| $4.3M | 0.99% |
+45,830
| New | +$4.3M |
|
13
Microsoft
MSFT
$3.77T
| $4.23M | 0.97% |
30,447
-15,921
| -34% | -$2.21M |
|
14
Honeywell
HON
$139B
| $4.17M | 0.96% |
24,621
+8,233
| +50% | +$1.39M |
|
15
Mondelez International
MDLZ
$79.5B
| $4.11M | 0.94% |
74,248
-24,946
| -25% | -$1.38M |
|
|
16
NextEra Energy, Inc.
NEE
$148B
| $4.06M | 0.93% |
+17,411
| New | +$4.06M |
|
17
FirstEnergy
FE
$25.2B
| $3.9M | 0.9% |
80,927
-44,545
| -36% | -$2.15M |
|
18
Dominion Energy
D
$51.1B
| $3.87M | 0.89% |
47,716
-22,321
| -32% | -$1.81M |
|
|
19
Global Payments
GPN
$21.5B
| $3.83M | 0.88% |
24,085
+21,685
| +904% | +$3.45M |
|
20
CMS Energy
CMS
$21.4B
| $3.73M | 0.86% |
58,329
+271
| +0.5% | +$17.3K |
|
21
Healthpeak Properties
DOC
$12.5B
| $3.71M | 0.85% |
103,984
-19,272
| -16% | -$687K |
|
|
22
Ameren
AEE
$27B
| $3.62M | 0.83% |
+45,235
| New | +$3.62M |
|
23
Adobe
ADBE
$151B
| $3.55M | 0.81% |
12,852
-7,601
| -37% | -$2.1M |
|
24
Healthcare Realty
HR
$6.11B
| $3.55M | 0.81% |
120,736
-5,762
| -5% | -$169K |
|
25
Morgan Stanley
MS
$240B
| $3.48M | 0.8% |
81,468
+28,789
| +55% | +$1.23M |
|