QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
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
+$404M
(-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 | |
|---|---|---|---|---|---|---|
701
Franklin Resources
BEN
$13.3B
| – | – |
-9,900
| Closed | -$294K |
|
702
Brighthouse Financial
BHF
$2.7B
| – | – |
-9,651
| Closed | -$294K |
|
703
BJ's Restaurants
BJRI
$742M
| – | – |
-8,115
| Closed | -$410K |
|
704
Baker Hughes
BKR
$44.7B
| – | – |
-17,967
| Closed | -$386K |
|
705
Blackrock
BLK
$175B
| – | – |
-881
| Closed | -$346K |
|
706
Badger Meter
BMI
$5.39B
| – | – |
-6,121
| Closed | -$301K |
|
707
Barnes & Noble Education
BNED
$294M
| – | – |
-17,446
| Closed | -$70K |
|
708
Scotiabank
BNS
$77.6B
| – | – |
-5,770
| Closed | -$288K |
|
709
BOK Financial
BOKF
$7.09B
| – | – |
-6,587
| Closed | -$483K |
|
710
Brown & Brown
BRO
$32B
| – | – |
-74,812
| Closed | -$2.06M |
|
711
B2Gold
BTG
$5.65B
| – | – |
-43,774
| Closed | -$128K |
|
712
Beazer Homes USA
BZH
$748M
| – | – |
-13,071
| Closed | -$124K |
|
713
Cheesecake Factory
CAKE
$3.06B
| – | – |
-6,299
| Closed | -$274K |
|
714
Caleres
CAL
$507M
| – | – |
-11,826
| Closed | -$329K |
|
715
Pathward Financial
CASH
$1.81B
| – | – |
-16,607
| Closed | -$322K |
|
716
Cboe Global Markets
CBOE
$24.7B
| – | – |
-4,020
| Closed | -$393K |
|
717
Cabot Corp
CBT
$4.34B
| – | – |
-8,787
| Closed | -$377K |
|
718
Chemours
CC
$2.29B
| – | – |
-7,177
| Closed | -$203K |
|
719
Chipotle Mexican Grill
CMG
$56B
| – | – |
-502
| Closed | -$217K |
|
720
CNO Financial Group
CNO
$3.83B
| – | – |
-12,944
| Closed | -$193K |
|
721
Center Bancorp
CNOB
$1.29B
| – | – |
-15,533
| Closed | -$287K |
|
722
Cogent Biosciences
COGT
$1.69B
| – | – |
-12,974
| Closed | -$57K |
|
723
Cohu
COHU
$929M
| – | – |
-10,823
| Closed | -$174K |
|
724
Coca-Cola Consolidated
COKE
$10.2B
| – | – |
-1,387
| Closed | -$246K |
|
725
ConocoPhillips
COP
$124B
| – | – |
-14,755
| Closed | -$920K |
|