QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+14.77%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$404M
AUM Growth
-$41.8M
(-9.4%)
Cap. Flow
-$83.1M
Cap. Flow
% of AUM
-20.57%
Top 10 Holdings %
Top 10 Hldgs %
13.19%
Holding
801
New
125
Increased
99
Reduced
154
Closed
423
Top Buys
| 1 |
Entergy
ETR
|
$5.08M |
| 2 |
Honeywell
HON
|
$4.61M |
| 3 |
American Electric Power
AEP
|
$3.9M |
| 4 |
AvalonBay Communities
AVB
|
$3.85M |
| 5 |
DTE Energy
DTE
|
$3.74M |
Top Sells
| 1 |
Stanley Black & Decker
SWK
|
$3.49M |
| 2 |
INXN
Interxion Holding N.V.
INXN
|
$2.96M |
| 3 |
Colgate-Palmolive
CL
|
$2.87M |
| 4 |
AT&T
T
|
$2.55M |
| 5 |
Masco
MAS
|
$2.54M |
Sector Composition
| 1 | Financials | 25.5% |
| 2 | Real Estate | 14.21% |
| 3 | Industrials | 12.86% |
| 4 | Utilities | 10.88% |
| 5 | Consumer Discretionary | 8.94% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
226
Broadcom
AVGO
$1.58T
| $428K | 0.11% |
14,220
-16,110
| -53% | -$485K |
|
227
OneSpaWorld
OSW
$2.26B
| $415K | 0.1% |
+30,416
| New | +$415K |
|
|
AAMI
228
Acadian Asset Management Inc.
AAMI
$1.59B
| $413K | 0.1% |
30,483
-40,100
| -57% | -$543K |
|
229
Mercury Insurance
MCY
$4.29B
| $402K | 0.1% |
+8,020
| New | +$402K |
|
230
Twilio
TWLO
$16.7B
| $384K | 0.1% |
2,974
+612
| +26% | +$79K |
|
231
Amicus Therapeutics
FOLD
$2.46B
| $380K | 0.09% |
27,924
+2,283
| +9% | +$31.1K |
|
232
Edison International
EIX
$21B
| $366K | 0.09% |
+5,911
| New | +$366K |
|
233
Bunge Global
BG
$16.9B
| $364K | 0.09% |
+6,865
| New | +$364K |
|
234
Varonis Systems
VRNS
$6.28B
| $364K | 0.09% |
18,309
+3,372
| +23% | +$67K |
|
|
AAT
235
American Assets Trust
AAT
$1.28B
| $358K | 0.09% |
7,815
-4,760
| -38% | -$218K |
|
236
HEICO Class A
HEI.A
$35.1B
| $355K | 0.09% |
4,227
-11,130
| -72% | -$935K |
|
237
Zurn Elkay Water Solutions
ZWS
$7.71B
| $351K | 0.09% |
+29,010
| New | +$351K |
|
238
International Bancshares
IBOC
$4.45B
| $349K | 0.09% |
9,166
-13,110
| -59% | -$499K |
|
239
Ameris Bancorp
ABCB
$5.08B
| $341K | 0.08% |
9,931
-8,631
| -46% | -$296K |
|
240
Stifel
SF
$11.5B
| $339K | 0.08% |
9,624
-12,863
| -57% | -$453K |
|
241
Martin Marietta Materials
MLM
$37.5B
| $334K | 0.08% |
+1,659
| New | +$334K |
|
242
Murphy USA
MUSA
$7.47B
| $333K | 0.08% |
+3,885
| New | +$333K |
|
243
Darden Restaurants
DRI
$24.5B
| $330K | 0.08% |
+2,717
| New | +$330K |
|
|
BMS
244
DELISTED
Bemis
BMS
| $324K | 0.08% |
+5,838
| New | +$324K |
|
|
PXD
245
DELISTED
Pioneer Natural Resource Co.
PXD
| $323K | 0.08% |
2,122
-14,270
| -87% | -$2.17M |
|
246
Tenaris
TS
$18.2B
| $322K | 0.08% |
+11,396
| New | +$322K |
|
|
KSU
247
DELISTED
Kansas City Southern
KSU
| $322K | 0.08% |
+2,780
| New | +$322K |
|
248
Westlake Corp
WLK
$11.5B
| $321K | 0.08% |
+4,729
| New | +$321K |
|
249
Portland General Electric
POR
$4.69B
| $319K | 0.08% |
+6,155
| New | +$319K |
|
250
AstraZeneca
AZN
$253B
| $315K | 0.08% |
+7,783
| New | +$315K |
|