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 | 10.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
126
Telus
TU
$25.3B
| $1.59M | 0.25% |
+79,760
| New | +$1.59M |
|
127
AbbVie
ABBV
$375B
| $1.58M | 0.24% |
14,597
+2,703
| +23% | +$293K |
|
128
Southwest Gas
SWX
$5.66B
| $1.58M | 0.24% |
+22,992
| New | +$1.58M |
|
129
Paycom
PAYC
$12.6B
| $1.56M | 0.24% |
4,220
+3,597
| +577% | +$1.33M |
|
130
Kilroy Realty
KRC
$5.05B
| $1.56M | 0.24% |
23,712
-6,711
| -22% | -$440K |
|
|
GAP
131
The Gap, Inc.
GAP
$8.83B
| $1.56M | 0.24% |
+52,219
| New | +$1.56M |
|
|
Y
132
DELISTED
Alleghany Corporation
Y
| $1.56M | 0.24% |
2,483
-3,702
| -60% | -$2.32M |
|
133
Elanco Animal Health
ELAN
$9.16B
| $1.52M | 0.23% |
+51,497
| New | +$1.52M |
|
|
PGRE
134
Paramount Group
PGRE
$1.66B
| $1.51M | 0.23% |
149,076
+116,876
| +363% | +$1.18M |
|
135
Exxon Mobil
XOM
$466B
| $1.49M | 0.23% |
+26,767
| New | +$1.49M |
|
|
ALXN
136
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $1.49M | 0.23% |
9,740
+5,869
| +152% | +$897K |
|
137
Cannae Holdings
CNNE
$1.09B
| $1.48M | 0.23% |
37,457
+76
| +0.2% | +$3.01K |
|
138
Vulcan Materials
VMC
$39B
| $1.47M | 0.23% |
+8,712
| New | +$1.47M |
|
139
Willis Towers Watson
WTW
$32.1B
| $1.45M | 0.22% |
6,328
+927
| +17% | +$212K |
|
140
Procter & Gamble
PG
$375B
| $1.43M | 0.22% |
+10,553
| New | +$1.43M |
|
141
Bristol-Myers Squibb
BMY
$96B
| $1.42M | 0.22% |
+22,528
| New | +$1.42M |
|
142
Wayfair
W
$11.6B
| $1.42M | 0.22% |
+4,510
| New | +$1.42M |
|
143
American Financial Group
AFG
$11.6B
| $1.4M | 0.22% |
12,273
-13,815
| -53% | -$1.58M |
|
144
Vornado Realty Trust
VNO
$7.93B
| $1.4M | 0.22% |
30,847
+10,624
| +53% | +$482K |
|
145
Virtus Investment Partners
VRTS
$1.31B
| $1.4M | 0.22% |
+5,938
| New | +$1.4M |
|
|
STL
146
DELISTED
Sterling Bancorp
STL
| $1.37M | 0.21% |
59,564
+2,726
| +5% | +$62.7K |
|
|
KSU
147
DELISTED
Kansas City Southern
KSU
| $1.37M | 0.21% |
5,187
-3,158
| -38% | -$833K |
|
148
United Parks & Resorts
PRKS
$2.99B
| $1.36M | 0.21% |
27,422
-8,300
| -23% | -$412K |
|
149
ASML
ASML
$307B
| $1.36M | 0.21% |
2,204
+1,694
| +332% | +$1.05M |
|
150
STAG Industrial
STAG
$6.9B
| $1.36M | 0.21% |
40,469
+5,324
| +15% | +$179K |
|