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 | |
|---|---|---|---|---|---|---|
251
Diamondback Energy
FANG
$40.2B
| $313K | 0.08% |
+3,079
| New | +$313K |
|
252
Estee Lauder
EL
$32.1B
| $307K | 0.08% |
+1,855
| New | +$307K |
|
253
Revvity
RVTY
$10.1B
| $298K | 0.07% |
3,089
-10,053
| -76% | -$970K |
|
254
Conagra Brands
CAG
$9.23B
| $293K | 0.07% |
10,563
-548
| -5% | -$15.2K |
|
255
Moody's
MCO
$89.5B
| $292K | 0.07% |
1,611
-1,862
| -54% | -$337K |
|
256
Marathon Petroleum
MPC
$54.8B
| $290K | 0.07% |
4,839
-1,336
| -22% | -$80.1K |
|
257
ZTO Express
ZTO
$14.7B
| $290K | 0.07% |
15,851
-31,189
| -66% | -$571K |
|
258
Bio-Rad Laboratories Class A
BIO
$8B
| $289K | 0.07% |
944
-2,369
| -72% | -$725K |
|
259
Brixmor Property Group
BRX
$8.63B
| $288K | 0.07% |
15,663
-79,338
| -84% | -$1.46M |
|
260
Tractor Supply
TSCO
$32.1B
| $283K | 0.07% |
14,475
-97,270
| -87% | -$1.9M |
|
|
INXN
261
DELISTED
Interxion Holding N.V.
INXN
| $281K | 0.07% |
4,213
-44,338
| -91% | -$2.96M |
|
262
McDonald's
MCD
$224B
| $280K | 0.07% |
+1,473
| New | +$280K |
|
263
Moelis & Co
MC
$5.24B
| $277K | 0.07% |
6,646
-4,979
| -43% | -$208K |
|
264
Performance Food Group
PFGC
$16.5B
| $277K | 0.07% |
6,992
-17,734
| -72% | -$703K |
|
265
Waste Management
WM
$88.6B
| $276K | 0.07% |
+2,660
| New | +$276K |
|
266
Tapestry
TPR
$21.7B
| $275K | 0.07% |
+8,479
| New | +$275K |
|
267
WNS Holdings
WNS
$3.24B
| $275K | 0.07% |
5,156
-2,157
| -29% | -$115K |
|
268
KB Home
KBH
$4.63B
| $270K | 0.07% |
+11,175
| New | +$270K |
|
269
NXP Semiconductors
NXPI
$57.2B
| $266K | 0.07% |
+3,005
| New | +$266K |
|
|
DX
270
Dynex Capital
DX
$1.68B
| $265K | 0.07% |
14,520
+7,540
| +108% | +$138K |
|
271
United Rentals
URI
$62.7B
| $263K | 0.07% |
2,306
-6,029
| -72% | -$688K |
|
272
Ascendis Pharma
ASND
$12.5B
| $259K | 0.06% |
2,198
-2,518
| -53% | -$297K |
|
273
US Foods
USFD
$17.5B
| $259K | 0.06% |
+7,415
| New | +$259K |
|
274
Bankunited
BKU
$2.93B
| $253K | 0.06% |
7,588
-27,740
| -79% | -$925K |
|
275
General Motors
GM
$55.5B
| $253K | 0.06% |
6,816
-3,676
| -35% | -$136K |
|