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 | |
|---|---|---|---|---|---|---|
126
Altria Group
MO
$113B
| $1.74M | 0.26% |
34,800
+6,411
| +23% | +$320K |
|
|
PGRE
127
Paramount Group
PGRE
$1.59B
| $1.72M | 0.25% |
123,486
+85,358
| +224% | +$1.19M |
|
128
Centene
CNC
$14.5B
| $1.7M | 0.25% |
+27,084
| New | +$1.7M |
|
129
ITT
ITT
$13.3B
| $1.68M | 0.25% |
22,756
+16,821
| +283% | +$1.24M |
|
|
INXN
130
DELISTED
Interxion Holding N.V.
INXN
| $1.68M | 0.25% |
+19,993
| New | +$1.68M |
|
131
Zurn Elkay Water Solutions
ZWS
$7.6B
| $1.64M | 0.24% |
50,396
+9,170
| +22% | +$299K |
|
132
Post Holdings
POST
$6.15B
| $1.64M | 0.24% |
+14,996
| New | +$1.64M |
|
133
Ferrari
RACE
$85B
| $1.63M | 0.24% |
9,857
+2,851
| +41% | +$472K |
|
134
Bank of New York Mellon
BK
$74.5B
| $1.59M | 0.23% |
+31,554
| New | +$1.59M |
|
135
Envista
NVST
$3.52B
| $1.57M | 0.23% |
53,097
+45,203
| +573% | +$1.34M |
|
|
SAFM
136
DELISTED
Sanderson Farms Inc
SAFM
| $1.56M | 0.23% |
+8,852
| New | +$1.56M |
|
|
PRAH
137
DELISTED
PRA Health Sciences, Inc.
PRAH
| $1.55M | 0.23% |
13,925
-4,003
| -22% | -$445K |
|
138
Caterpillar
CAT
$196B
| $1.54M | 0.23% |
+10,438
| New | +$1.54M |
|
139
ScottsMiracle-Gro
SMG
$3.53B
| $1.54M | 0.23% |
14,510
+10,649
| +276% | +$1.13M |
|
140
Regency Centers
REG
$13.2B
| $1.53M | 0.23% |
+24,212
| New | +$1.53M |
|
141
Four Corners Property Trust
FCPT
$2.7B
| $1.52M | 0.22% |
53,780
+15,478
| +40% | +$436K |
|
142
Vodafone
VOD
$28.3B
| $1.51M | 0.22% |
77,871
+27,056
| +53% | +$523K |
|
143
Uber
UBER
$194B
| $1.5M | 0.22% |
+50,292
| New | +$1.5M |
|
144
EOG Resources
EOG
$68.8B
| $1.49M | 0.22% |
+17,756
| New | +$1.49M |
|
|
TWNK
145
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $1.48M | 0.22% |
101,439
+50,628
| +100% | +$736K |
|
|
SAGE
146
DELISTED
Sage Therapeutics
SAGE
| $1.43M | 0.21% |
19,867
+17,483
| +733% | +$1.26M |
|
147
Ryman Hospitality Properties
RHP
$6.2B
| $1.42M | 0.21% |
+16,388
| New | +$1.42M |
|
148
FS KKR Capital
FSK
$5.11B
| $1.41M | 0.21% |
230,667
+50,879
| +28% | +$312K |
|
|
HR
149
DELISTED
Healthcare Realty Trust Incorporated
HR
| $1.4M | 0.21% |
+42,007
| New | +$1.4M |
|
150
Jack in the Box
JACK
$364M
| $1.38M | 0.2% |
17,697
+13,949
| +372% | +$1.09M |
|