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 | |
|---|---|---|---|---|---|---|
201
ZTO Express
ZTO
$14.7B
| $1.1M | 0.16% |
46,983
+17,104
| +57% | +$399K |
|
202
Invesco Mortgage Capital
IVR
$529M
| $1.09M | 0.16% |
6,562
+597
| +10% | +$99.3K |
|
203
Brown & Brown
BRO
$31.3B
| $1.09M | 0.16% |
+27,612
| New | +$1.09M |
|
204
Workday
WDAY
$61.7B
| $1.09M | 0.16% |
+6,628
| New | +$1.09M |
|
205
Salesforce
CRM
$239B
| $1.09M | 0.16% |
6,695
-6,372
| -49% | -$1.04M |
|
206
Global Net Lease
GNL
$1.77B
| $1.09M | 0.16% |
+53,674
| New | +$1.09M |
|
207
Kirby Corp
KEX
$4.97B
| $1.09M | 0.16% |
+12,134
| New | +$1.09M |
|
208
Foot Locker
FL
$2.29B
| $1.07M | 0.16% |
27,446
+20,521
| +296% | +$800K |
|
209
iShares MSCI China ETF
MCHI
$7.91B
| $1.07M | 0.16% |
15,593
+8,036
| +106% | +$550K |
|
210
Simply Good Foods
SMPL
$2.86B
| $1.06M | 0.16% |
+37,281
| New | +$1.06M |
|
211
ON Semiconductor
ON
$20.1B
| $1.06M | 0.16% |
+43,268
| New | +$1.06M |
|
212
Guardant Health
GH
$7.5B
| $1.05M | 0.15% |
+13,449
| New | +$1.05M |
|
213
Varonis Systems
VRNS
$6.28B
| $1.05M | 0.15% |
40,554
+3,912
| +11% | +$101K |
|
214
American Financial Group
AFG
$11.6B
| $1.03M | 0.15% |
+9,410
| New | +$1.03M |
|
215
Sempra
SRE
$52.9B
| $1.03M | 0.15% |
+13,604
| New | +$1.03M |
|
216
Verisk Analytics
VRSK
$37.8B
| $1.02M | 0.15% |
+6,825
| New | +$1.02M |
|
217
Lennox International
LII
$20.3B
| $1.02M | 0.15% |
+4,163
| New | +$1.02M |
|
218
Nomad Foods
NOMD
$2.21B
| $1.02M | 0.15% |
+45,398
| New | +$1.02M |
|
219
Spectrum Brands
SPB
$1.38B
| $1.02M | 0.15% |
+15,801
| New | +$1.02M |
|
220
Chewy
CHWY
$17.5B
| $1.01M | 0.15% |
34,786
+24,855
| +250% | +$721K |
|
221
Archer Daniels Midland
ADM
$30.2B
| $1M | 0.15% |
+21,629
| New | +$1M |
|
222
Incyte
INCY
$16.9B
| $999K | 0.15% |
11,441
+4,269
| +60% | +$373K |
|
223
Arch Capital
ACGL
$34.1B
| $982K | 0.14% |
22,907
+3,513
| +18% | +$151K |
|
|
JWN
224
DELISTED
Nordstrom
JWN
| $982K | 0.14% |
+24,000
| New | +$982K |
|
225
Netflix
NFLX
$529B
| $979K | 0.14% |
3,026
+1,063
| +54% | +$344K |
|