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 | |
|---|---|---|---|---|---|---|
|
INFO
151
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $1.36M | 0.21% |
14,014
+78
| +0.6% | +$7.55K |
|
152
Floor & Decor
FND
$9.42B
| $1.35M | 0.21% |
+14,181
| New | +$1.35M |
|
153
Progressive
PGR
$143B
| $1.34M | 0.21% |
+13,992
| New | +$1.34M |
|
|
CONE
154
DELISTED
CyrusOne Inc Common Stock
CONE
| $1.34M | 0.21% |
19,718
-6,070
| -24% | -$411K |
|
155
DuPont de Nemours
DD
$32.6B
| $1.32M | 0.2% |
17,054
-32,905
| -66% | -$2.54M |
|
156
Spire
SR
$4.46B
| $1.32M | 0.2% |
17,830
-2,152
| -11% | -$159K |
|
157
US Foods
USFD
$17.5B
| $1.32M | 0.2% |
+34,557
| New | +$1.32M |
|
158
Estee Lauder
EL
$32.1B
| $1.31M | 0.2% |
4,516
-526
| -10% | -$153K |
|
159
Bunge Global
BG
$16.9B
| $1.31M | 0.2% |
16,500
-44,321
| -73% | -$3.51M |
|
160
ON Semiconductor
ON
$20.1B
| $1.3M | 0.2% |
31,199
-16,986
| -35% | -$707K |
|
161
Surgery Partners
SGRY
$2.89B
| $1.3M | 0.2% |
29,328
-14,520
| -33% | -$643K |
|
162
Voya Financial
VOYA
$7.38B
| $1.3M | 0.2% |
20,398
-10,999
| -35% | -$700K |
|
163
Allstate
ALL
$53.1B
| $1.29M | 0.2% |
11,252
+7,365
| +189% | +$846K |
|
|
MRTX
164
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $1.29M | 0.2% |
7,530
+299
| +4% | +$51.2K |
|
165
PVH
PVH
$4.22B
| $1.29M | 0.2% |
12,156
+630
| +5% | +$66.6K |
|
166
Starbucks
SBUX
$97.1B
| $1.28M | 0.2% |
11,734
-22,625
| -66% | -$2.47M |
|
|
BRSL
167
Brightstar Lottery PLC
BRSL
$3.18B
| $1.27M | 0.2% |
79,096
+14,350
| +22% | +$230K |
|
168
Titan Machinery
TITN
$482M
| $1.26M | 0.19% |
49,416
-14,702
| -23% | -$375K |
|
|
PACW
169
DELISTED
PacWest Bancorp
PACW
| $1.25M | 0.19% |
32,763
-9,854
| -23% | -$376K |
|
|
BPMC
170
DELISTED
Blueprint Medicines
BPMC
| $1.25M | 0.19% |
12,843
+4,116
| +47% | +$400K |
|
171
RenaissanceRe
RNR
$11.3B
| $1.24M | 0.19% |
7,741
-17,744
| -70% | -$2.84M |
|
172
Franklin Electric
FELE
$4.34B
| $1.24M | 0.19% |
15,707
+6,570
| +72% | +$519K |
|
173
Avantor
AVTR
$9.07B
| $1.24M | 0.19% |
42,840
-13,561
| -24% | -$392K |
|
174
UnitedHealth
UNH
$286B
| $1.24M | 0.19% |
3,328
+2,661
| +399% | +$990K |
|
175
Royal Bank of Canada
RY
$204B
| $1.24M | 0.19% |
13,419
+9,879
| +279% | +$911K |
|