QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+10.32%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$679M
AUM Growth
+$243M
(+56%)
Cap. Flow
+$214M
Cap. Flow
% of AUM
31.48%
Top 10 Holdings %
Top 10 Hldgs %
8.81%
Holding
695
New
245
Increased
203
Reduced
78
Closed
167
Top Buys
| 1 |
Coca-Cola
KO
|
$6.12M |
| 2 |
Analog Devices
ADI
|
$5.6M |
| 3 |
Fidelity National Information Services
FIS
|
$5.21M |
| 4 |
Goldman Sachs
GS
|
$4.51M |
| 5 |
Camden Property Trust
CPT
|
$4.49M |
Top Sells
| 1 |
Honeywell
HON
|
$4.13M |
| 2 |
NextEra Energy, Inc.
NEE
|
$4.06M |
| 3 |
PepsiCo
PEP
|
$3.99M |
| 4 |
Healthcare Realty
HR
|
$3.55M |
| 5 |
Morgan Stanley
MS
|
$3.48M |
Sector Composition
| 1 | Financials | 17.34% |
| 2 | Real Estate | 13.88% |
| 3 | Healthcare | 12.81% |
| 4 | Technology | 12.01% |
| 5 | Consumer Discretionary | 8.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
251
Steris
STE
$24.2B
| $871K | 0.13% |
5,713
+3,193
| +127% | +$487K |
|
252
Oneok
OKE
$45.7B
| $861K | 0.13% |
11,383
+6,124
| +116% | +$463K |
|
253
AGNC Investment
AGNC
$10.8B
| $857K | 0.13% |
+48,497
| New | +$857K |
|
254
BJ's Restaurants
BJRI
$742M
| $853K | 0.13% |
22,465
+8,413
| +60% | +$319K |
|
255
Karyopharm Therapeutics
KPTI
$57.2M
| $851K | 0.13% |
2,961
+1,161
| +65% | +$334K |
|
256
Evercore
EVR
$12.3B
| $832K | 0.12% |
11,123
+475
| +4% | +$35.5K |
|
257
Brinker International
EAT
$7.04B
| $816K | 0.12% |
+19,432
| New | +$816K |
|
|
STAY
258
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $814K | 0.12% |
+54,748
| New | +$814K |
|
259
MGIC Investment
MTG
$6.55B
| $799K | 0.12% |
56,384
+39,174
| +228% | +$555K |
|
260
Amicus Therapeutics
FOLD
$2.46B
| $798K | 0.12% |
81,931
+18,307
| +29% | +$178K |
|
261
Hillenbrand
HI
$1.85B
| $795K | 0.12% |
23,866
+6,596
| +38% | +$220K |
|
262
American Airlines Group
AAL
$8.63B
| $792K | 0.12% |
+27,602
| New | +$792K |
|
263
Intuit
INTU
$188B
| $781K | 0.12% |
2,980
-5,147
| -63% | -$1.35M |
|
264
Eagle Materials
EXP
$7.86B
| $774K | 0.11% |
8,533
+4,162
| +95% | +$378K |
|
|
MRTX
265
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $774K | 0.11% |
6,009
+1,329
| +28% | +$171K |
|
266
Allstate
ALL
$53.1B
| $770K | 0.11% |
+6,850
| New | +$770K |
|
267
Selective Insurance
SIGI
$4.86B
| $764K | 0.11% |
11,720
+7,029
| +150% | +$458K |
|
268
Vale
VALE
$44.4B
| $764K | 0.11% |
57,894
+9,590
| +20% | +$127K |
|
269
Altice USA
ATUS
$1.05B
| $758K | 0.11% |
27,711
+2,332
| +9% | +$63.8K |
|
|
RP
270
DELISTED
RealPage, Inc.
RP
| $754K | 0.11% |
14,029
-10,179
| -42% | -$547K |
|
271
SLR Investment Corp
SLRC
$911M
| $750K | 0.11% |
36,383
+17,069
| +88% | +$352K |
|
272
W.R. Berkley
WRB
$27.3B
| $746K | 0.11% |
24,280
-22,786
| -48% | -$700K |
|
273
Regal Rexnord
RRX
$9.66B
| $737K | 0.11% |
+8,614
| New | +$737K |
|
274
NRG Energy
NRG
$28.6B
| $724K | 0.11% |
+18,209
| New | +$724K |
|
275
Ventas
VTR
$30.9B
| $720K | 0.11% |
+12,463
| New | +$720K |
|