QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+9.7%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$646M
AUM Growth
-$59.9M
(-8.5%)
Cap. Flow
-$116M
Cap. Flow
% of AUM
-18.02%
Top 10 Holdings %
Top 10 Hldgs %
9.04%
Holding
826
New
235
Increased
161
Reduced
195
Closed
233
Top Buys
| 1 |
Mastercard
MA
|
+$4.52M |
| 2 |
McDonald's
MCD
|
+$4M |
| 3 |
American Electric Power
AEP
|
+$3.94M |
| 4 |
Exelon
EXC
|
+$3.58M |
| 5 |
Merck
MRK
|
+$3.55M |
Top Sells
| 1 |
New Oriental
EDU
|
+$16.7M |
| 2 |
Amazon
AMZN
|
+$8.68M |
| 3 |
Fiserv
FI
|
+$6.32M |
| 4 |
T-Mobile US
TMUS
|
+$5.13M |
| 5 |
Home Depot
HD
|
+$5.05M |
Sector Composition
| 1 | Healthcare | 18.48% |
| 2 | Financials | 12.62% |
| 3 | Technology | 11.16% |
| 4 | Real Estate | 10.64% |
| 5 | Industrials | 10% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
301
Federated Hermes
FHI
$4.1B
| $705K | 0.11% |
22,536
-9,616
| -30% | -$301K |
|
302
Visa
V
$656B
| $705K | 0.11% |
+3,331
| New | +$705K |
|
303
Axalta
AXTA
$6.7B
| $675K | 0.1% |
22,828
-8,367
| -27% | -$247K |
|
304
Thomson Reuters
TRI
$76.8B
| $669K | 0.1% |
+7,362
| New | +$669K |
|
305
Travelers Companies
TRV
$61.3B
| $664K | 0.1% |
+4,416
| New | +$664K |
|
|
SJI
306
DELISTED
South Jersey Industries, Inc.
SJI
| $663K | 0.1% |
+29,374
| New | +$663K |
|
307
Masco
MAS
$15.3B
| $660K | 0.1% |
+11,024
| New | +$660K |
|
308
Dave & Buster's
PLAY
$769M
| $658K | 0.1% |
+13,744
| New | +$658K |
|
309
Zai Lab
ZLAB
$3.16B
| $655K | 0.1% |
4,912
+2,055
| +72% | +$274K |
|
310
Warner Music
WMG
$17.6B
| $653K | 0.1% |
19,015
-30,076
| -61% | -$1.03M |
|
311
AGCO
AGCO
$8.02B
| $646K | 0.1% |
4,494
-6,283
| -58% | -$903K |
|
312
Guardant Health
GH
$7.05B
| $644K | 0.1% |
4,216
-10,424
| -71% | -$1.59M |
|
313
Principal Financial Group
PFG
$17.8B
| $641K | 0.1% |
10,696
+5,432
| +103% | +$326K |
|
|
TWTR
314
DELISTED
Twitter, Inc.
TWTR
| $641K | 0.1% |
+10,076
| New | +$641K |
|
|
XLNX
315
DELISTED
Xilinx Inc
XLNX
| $641K | 0.1% |
5,174
+1,717
| +50% | +$213K |
|
|
TRIL
316
DELISTED
Trillium Therapeutics Inc.
TRIL
| $633K | 0.1% |
58,938
-7,678
| -12% | -$82.5K |
|
317
PayPal
PYPL
$62.7B
| $629K | 0.1% |
2,589
+371
| +17% | +$90.1K |
|
|
SBNY
318
DELISTED
Signature Bank
SBNY
| $629K | 0.1% |
+2,780
| New | +$629K |
|
319
Denali Therapeutics
DNLI
$2.14B
| $628K | 0.1% |
11,000
+7,969
| +263% | +$455K |
|
320
Evertec
EVTC
$2.14B
| $628K | 0.1% |
16,885
-3,638
| -18% | -$135K |
|
321
Invesco
IVZ
$9.88B
| $628K | 0.1% |
24,895
-1,665
| -6% | -$42K |
|
322
Alnylam Pharmaceuticals
ALNY
$61.5B
| $627K | 0.1% |
4,444
+2,888
| +186% | +$407K |
|
323
Magna International
MGA
$12.9B
| $626K | 0.1% |
+7,116
| New | +$626K |
|
324
MacroGenics
MGNX
$109M
| $619K | 0.1% |
19,446
+9,075
| +88% | +$289K |
|
325
Southern Copper
SCCO
$82.9B
| $616K | 0.1% |
9,523
+538
| +6% | +$34.8K |
|