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 | |
|---|---|---|---|---|---|---|
51
Willis Towers Watson
WTW
$31.9B
| $2.38M | 0.59% |
13,566
-1,280
| -9% | -$225K |
|
52
Trane Technologies
TT
$92.5B
| $2.38M | 0.59% |
22,019
+13,633
| +163% | +$1.47M |
|
53
Intuit
INTU
$186B
| $2.37M | 0.59% |
9,062
-5,439
| -38% | -$1.42M |
|
54
Union Pacific
UNP
$133B
| $2.37M | 0.59% |
14,170
-8,242
| -37% | -$1.38M |
|
55
Lincoln National
LNC
$8.14B
| $2.36M | 0.58% |
40,170
-4,579
| -10% | -$269K |
|
56
Global Payments
GPN
$21.5B
| $2.28M | 0.56% |
16,703
+7
| +0% | +$956 |
|
57
Mastercard
MA
$538B
| $2.27M | 0.56% |
9,658
+4,473
| +86% | +$1.05M |
|
|
ATH
58
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $2.21M | 0.55% |
54,043
-17,519
| -24% | -$715K |
|
59
Sun Communities
SUI
$15.9B
| $2.2M | 0.54% |
18,541
-4,974
| -21% | -$589K |
|
60
Fifth Third Bancorp
FITB
$30.3B
| $2.15M | 0.53% |
85,309
+47,844
| +128% | +$1.21M |
|
61
American Financial Group
AFG
$11.3B
| $2.07M | 0.51% |
21,556
+7,746
| +56% | +$745K |
|
62
Synchrony
SYF
$28.4B
| $2.06M | 0.51% |
64,569
+17,564
| +37% | +$560K |
|
|
HDS
63
DELISTED
HD Supply Holdings, Inc.
HDS
| $2.05M | 0.51% |
47,308
-27,875
| -37% | -$1.21M |
|
64
Citigroup
C
$178B
| $2.05M | 0.51% |
32,877
+13,453
| +69% | +$837K |
|
65
Regions Financial
RF
$24.4B
| $1.93M | 0.48% |
136,020
+96,591
| +245% | +$1.37M |
|
66
Amazon
AMZN
$2.44T
| $1.91M | 0.47% |
1,074
-426
| -28% | -$759K |
|
67
CubeSmart
CUBE
$9.33B
| $1.87M | 0.46% |
58,300
-13,670
| -19% | -$438K |
|
68
Hanover Insurance
THG
$6.21B
| $1.87M | 0.46% |
16,354
+11,330
| +226% | +$1.29M |
|
|
STL
69
DELISTED
Sterling Bancorp
STL
| $1.86M | 0.46% |
99,988
-7,802
| -7% | -$145K |
|
70
VICI Properties
VICI
$36B
| $1.86M | 0.46% |
85,050
+7,771
| +10% | +$170K |
|
71
Douglas Emmett
DEI
$2.71B
| $1.85M | 0.46% |
45,874
+15,243
| +50% | +$616K |
|
72
Western Alliance Bancorporation
WAL
$9.88B
| $1.85M | 0.46% |
45,139
+15,533
| +52% | +$638K |
|
|
WP
73
DELISTED
Worldpay, Inc.
WP
| $1.85M | 0.46% |
16,309
+12,425
| +320% | +$1.41M |
|
74
Abbott
ABT
$231B
| $1.84M | 0.46% |
23,025
-4,025
| -15% | -$322K |
|
75
East-West Bancorp
EWBC
$14.5B
| $1.82M | 0.45% |
37,950
+2,375
| +7% | +$114K |
|