QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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
+$679M
(+56%)
Cap. Flow
+$214M
Cap. Flow
% of AUM
31.53%
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 | |
|---|---|---|---|---|---|---|
651
Newmont
NEM
$83.3B
| – | – |
-6,007
| Closed | -$228K |
|
652
Ingevity
NGVT
$2.13B
| – | – |
-2,585
| Closed | -$219K |
|
653
Northrop Grumman
NOC
$84.5B
| – | – |
-2,817
| Closed | -$1.06M |
|
654
Nokia
NOK
$22.8B
| – | – |
-69,037
| Closed | -$349K |
|
655
Enpro
NPO
$4.57B
| – | – |
-3,192
| Closed | -$219K |
|
656
Norfolk Southern
NSC
$62.8B
| – | – |
-14,770
| Closed | -$2.65M |
|
657
Insperity
NSP
$2.08B
| – | – |
-2,712
| Closed | -$267K |
|
658
Novartis
NVS
$245B
| – | – |
-16,260
| Closed | -$1.41M |
|
659
O'Reilly Automotive
ORLY
$87.6B
| – | – |
-2,251
| Closed | -$897K |
|
660
Pacira BioSciences
PCRX
$1.2B
| – | – |
-9,200
| Closed | -$350K |
|
661
Progressive
PGR
$145B
| – | – |
-30,458
| Closed | -$2.35M |
|
662
Palomar
PLMR
$3.29B
| – | – |
-8,529
| Closed | -$336K |
|
|
PMT
663
PennyMac Mortgage Investment
PMT
$1.07B
| – | – |
-29,969
| Closed | -$666K |
|
664
Pentair
PNR
$17.6B
| – | – |
-18,959
| Closed | -$717K |
|
665
Prudential Financial
PRU
$38.6B
| – | – |
-12,309
| Closed | -$1.11M |
|
666
Prospect Capital
PSEC
$1.35B
| – | – |
-17,928
| Closed | -$118K |
|
667
Qiagen
QGEN
$10.2B
| – | – |
-21,120
| Closed | -$696K |
|
668
Regions Financial
RF
$24.4B
| – | – |
-153,096
| Closed | -$2.42M |
|
669
Rigel Pharmaceuticals
RIGL
$697M
| – | – |
-24,421
| Closed | -$46K |
|
670
Rio Tinto
RIO
$101B
| – | – |
-8,528
| Closed | -$444K |
|
671
RLI Corp
RLI
$6.22B
| – | – |
-3,126
| Closed | -$290K |
|
672
Rapid7
RPD
$1.34B
| – | – |
-8,766
| Closed | -$398K |
|
673
Boston Beer
SAM
$2.41B
| – | – |
-1,089
| Closed | -$396K |
|
674
Star Bulk Carriers
SBLK
$2.13B
| – | – |
-11,622
| Closed | -$117K |
|
675
Silicon Motion
SIMO
$2.71B
| – | – |
-6,570
| Closed | -$232K |
|