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 | |
|---|---|---|---|---|---|---|
|
Y
351
DELISTED
Alleghany Corporation
Y
| $462K | 0.07% |
578
-2,696
| -82% | -$2.15M |
|
352
Bausch Health
BHC
$2.67B
| $459K | 0.07% |
+15,331
| New | +$459K |
|
353
Lennar Class A
LEN
$35.6B
| $451K | 0.07% |
8,346
-1,289
| -13% | -$69.7K |
|
354
ServisFirst Bancshares
SFBS
$4.67B
| $451K | 0.07% |
11,970
+2,889
| +32% | +$109K |
|
|
NVRO
355
DELISTED
NEVRO CORP.
NVRO
| $451K | 0.07% |
+3,854
| New | +$451K |
|
356
Repay Holdings
RPAY
$508M
| $450K | 0.07% |
+30,744
| New | +$450K |
|
357
STMicroelectronics
STM
$23.3B
| $450K | 0.07% |
16,716
-36,884
| -69% | -$993K |
|
|
EFC
358
Ellington Financial
EFC
$1.36B
| $448K | 0.07% |
+24,447
| New | +$448K |
|
359
Grifois
GRFS
$6.78B
| $443K | 0.07% |
+19,041
| New | +$443K |
|
360
Union Pacific
UNP
$129B
| $443K | 0.07% |
2,448
-9,445
| -79% | -$1.71M |
|
361
Affiliated Managers Group
AMG
$6.56B
| $441K | 0.06% |
5,207
+1,707
| +49% | +$145K |
|
362
Carnival PLC
CUK
$38.2B
| $441K | 0.06% |
9,148
+3,651
| +66% | +$176K |
|
|
ARCH
363
DELISTED
Arch Resources, Inc.
ARCH
| $440K | 0.06% |
+6,132
| New | +$440K |
|
|
TIF
364
DELISTED
Tiffany & Co.
TIF
| $438K | 0.06% |
+3,276
| New | +$438K |
|
365
Domino's
DPZ
$15.6B
| $437K | 0.06% |
1,488
-2,823
| -65% | -$829K |
|
366
Adverum Biotechnologies
ADVM
$72.4M
| $433K | 0.06% |
3,759
+1,245
| +50% | +$143K |
|
367
Curtiss-Wright
CW
$18B
| $431K | 0.06% |
+3,059
| New | +$431K |
|
368
Wintrust Financial
WTFC
$9.23B
| $430K | 0.06% |
6,064
-20,647
| -77% | -$1.46M |
|
|
AERI
369
DELISTED
Aerie Pharmaceuticals, Inc.
AERI
| $427K | 0.06% |
+17,650
| New | +$427K |
|
370
Roper Technologies
ROP
$55.8B
| $421K | 0.06% |
+1,189
| New | +$421K |
|
|
DRNA
371
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
| $420K | 0.06% |
19,079
+7,095
| +59% | +$156K |
|
372
Heritage Financial
HFWA
$846M
| $413K | 0.06% |
14,604
+6,860
| +89% | +$194K |
|
373
Keysight
KEYS
$29B
| $408K | 0.06% |
3,978
-1,433
| -26% | -$147K |
|
|
SWAV
374
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $397K | 0.06% |
+9,050
| New | +$397K |
|
375
Baker Hughes
BKR
$45.1B
| $396K | 0.06% |
+15,443
| New | +$396K |
|