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 | |
|---|---|---|---|---|---|---|
426
Teekay Tankers
TNK
$1.8B
| – | – |
-3,800
| Closed | -$28K |
|
427
Targa Resources
TRGP
$34.5B
| – | – |
-27,753
| Closed | -$1M |
|
428
Trinity Industries
TRN
$2.29B
| – | – |
-12,139
| Closed | -$250K |
|
429
Terreno Realty
TRNO
$6.07B
| – | – |
-14,104
| Closed | -$496K |
|
430
TransUnion
TRU
$18.2B
| – | – |
-11,055
| Closed | -$628K |
|
431
TSMC
TSM
$1.3T
| – | – |
-48,653
| Closed | -$1.8M |
|
432
Take-Two Interactive
TTWO
$45.7B
| – | – |
-3,675
| Closed | -$378K |
|
433
Texas Instruments
TXN
$168B
| – | – |
-14,745
| Closed | -$1.39M |
|
434
United Airlines
UAL
$34.2B
| – | – |
-2,849
| Closed | -$239K |
|
|
UMH
435
UMH Properties
UMH
$1.29B
| – | – |
-12,654
| Closed | -$150K |
|
436
Vale
VALE
$44.2B
| – | – |
-29,839
| Closed | -$394K |
|
437
INNOVATE Corp
VATE
$70.7M
| – | – |
-1,215
| Closed | -$32K |
|
438
Vericel Corp
VCEL
$1.68B
| – | – |
-12,168
| Closed | -$212K |
|
439
Valero Energy
VLO
$50.3B
| – | – |
-6,914
| Closed | -$518K |
|
440
Viper Energy
VNOM
$6.32B
| – | – |
-11,444
| Closed | -$298K |
|
441
Vertex Pharmaceuticals
VRTX
$101B
| – | – |
-1,587
| Closed | -$263K |
|
442
Webster Financial
WBS
$10.3B
| – | – |
-9,395
| Closed | -$463K |
|
443
Walker & Dunlop
WD
$2.94B
| – | – |
-9,661
| Closed | -$418K |
|
444
WEX
WEX
$5.91B
| – | – |
-1,874
| Closed | -$262K |
|
445
Wyndham Hotels & Resorts
WH
$6.71B
| – | – |
-4,931
| Closed | -$224K |
|
446
Cactus
WHD
$2.8B
| – | – |
-13,411
| Closed | -$368K |
|
447
WPP
WPP
$5.89B
| – | – |
-10,147
| Closed | -$556K |
|
|
WSR
448
Whitestone REIT
WSR
$661M
| – | – |
-12,013
| Closed | -$147K |
|
449
Woodward
WWD
$14.4B
| – | – |
-4,669
| Closed | -$347K |
|
450
Xencor
XNCR
$600M
| – | – |
-10,036
| Closed | -$363K |
|