QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
-17.02%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$122M
AUM Growth
-$557M
(-82%)
Cap. Flow
-$507M
Cap. Flow
% of AUM
-415.19%
Top 10 Holdings %
Top 10 Hldgs %
17.74%
Holding
631
New
102
Increased
33
Reduced
106
Closed
389
Top Buys
| 1 |
Vanguard Total World Stock ETF
VT
|
$6.56M |
| 2 |
Charter Communications
CHTR
|
$1.23M |
| 3 |
Novartis
NVS
|
$1.07M |
| 4 |
CTLT
CATALENT, INC.
CTLT
|
$1.02M |
| 5 |
T-Mobile US
TMUS
|
$926K |
Top Sells
| 1 |
Coca-Cola
KO
|
$6.7M |
| 2 |
American Electric Power
AEP
|
$6.02M |
| 3 |
DISCK
Discovery, Inc. Series C Common Stock
DISCK
|
$5.44M |
| 4 |
Camden Property Trust
CPT
|
$4.95M |
| 5 |
Mondelez International
MDLZ
|
$4.86M |
Sector Composition
| 1 | Healthcare | 25.74% |
| 2 | Technology | 16.87% |
| 3 | Financials | 15% |
| 4 | Industrials | 8.41% |
| 5 | Communication Services | 7.86% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
501
Radian Group
RDN
$4.79B
| – | – |
-12,142
| Closed | -$305K |
|
502
Cadence Design Systems
CDNS
$95.6B
| – | – |
-50,180
| Closed | -$3.48M |
|
503
Citizens Financial Group
CFG
$22.3B
| – | – |
-94,541
| Closed | -$3.84M |
|
504
Cognex
CGNX
$7.55B
| – | – |
-5,400
| Closed | -$303K |
|
505
Ciena
CIEN
$16.5B
| – | – |
-9,000
| Closed | -$384K |
|
506
Colgate-Palmolive
CL
$68.8B
| – | – |
-4,083
| Closed | -$281K |
|
507
FS KKR Capital
FSK
$5.08B
| – | – |
-57,667
| Closed | -$1.41M |
|
508
iShares China Large-Cap ETF
FXI
$6.65B
| – | – |
-11,995
| Closed | -$523K |
|
509
Genpact
G
$7.82B
| – | – |
-12,759
| Closed | -$538K |
|
510
Ingersoll Rand
IR
$32.2B
| – | – |
-9,743
| Closed | -$357K |
|
511
Invesco Mortgage Capital
IVR
$529M
| – | – |
-6,562
| Closed | -$1.09M |
|
512
Jack in the Box
JACK
$386M
| – | – |
-17,697
| Closed | -$1.38M |
|
513
Johnson & Johnson
JNJ
$430B
| – | – |
-15,796
| Closed | -$2.3M |
|
|
JNPR
514
DELISTED
Juniper Networks
JNPR
| – | – |
-55,697
| Closed | -$1.37M |
|
|
515
Coca-Cola
KO
$292B
| – | – |
-120,982
| Closed | -$6.7M |
|
516
Karyopharm Therapeutics
KPTI
$57.2M
| – | – |
-2,961
| Closed | -$851K |
|
517
Kilroy Realty
KRC
$5.05B
| – | – |
-45,089
| Closed | -$3.78M |
|
518
KT
KT
$9.78B
| – | – |
-19,477
| Closed | -$226K |
|
519
Lennar Class A
LEN
$36.7B
| – | – |
-8,346
| Closed | -$451K |
|
520
Marathon Petroleum
MPC
$54.8B
| – | – |
-8,340
| Closed | -$502K |
|
521
MSCI
MSCI
$42.9B
| – | – |
-2,208
| Closed | -$570K |
|
522
ArcelorMittal
MT
$26B
| – | – |
-26,787
| Closed | -$470K |
|
|
QD
523
Qudian
QD
$733M
| – | – |
-33,165
| Closed | -$156K |
|
524
Repligen
RGEN
$7.01B
| – | – |
-6,825
| Closed | -$631K |
|
525
RH
RH
$4.7B
| – | – |
-5,273
| Closed | -$1.13M |
|