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 | |
|---|---|---|---|---|---|---|
751
eHealth
EHTH
$118M
| – | – |
-11,162
| Closed | -$429K |
|
752
Copel
ELP
$6.73B
| – | – |
-29,688
| Closed | -$232K |
|
753
EOG Resources
EOG
$68.8B
| – | – |
-3,603
| Closed | -$314K |
|
754
Equitable Holdings
EQH
$16B
| – | – |
-15,272
| Closed | -$254K |
|
755
Equinix
EQIX
$76.9B
| – | – |
-1,918
| Closed | -$676K |
|
756
EQT Corp
EQT
$32.4B
| – | – |
-16,179
| Closed | -$306K |
|
757
Ericsson
ERIC
$25.8B
| – | – |
-30,581
| Closed | -$271K |
|
758
Essex Property Trust
ESS
$17.4B
| – | – |
-7,535
| Closed | -$1.85M |
|
759
Entravision Communication
EVC
$236M
| – | – |
-13,189
| Closed | -$38K |
|
760
Evercore
EVR
$12.3B
| – | – |
-4,162
| Closed | -$298K |
|
761
Expedia Group
EXPE
$26.6B
| – | – |
-3,217
| Closed | -$362K |
|
762
Fate Therapeutics
FATE
$119M
| – | – |
-13,216
| Closed | -$170K |
|
763
Forte Biosciences
FBRX
$137M
| – | – |
-14,809
| Closed | -$122K |
|
764
FedEx
FDX
$52.9B
| – | – |
-10,780
| Closed | -$1.74M |
|
|
FINV
765
FinVolution Group
FINV
$2.09B
| – | – |
-13,250
| Closed | -$48K |
|
766
Gyre Therapeutics
GYRE
$703M
| – | – |
-11,294
| Closed | -$89K |
|
767
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$3.51B
| – | – |
-28,011
| Closed | -$534K |
|
768
Hudbay
HBM
$4.77B
| – | – |
-14,080
| Closed | -$66K |
|
769
Home Depot
HD
$405B
| – | – |
-3,490
| Closed | -$600K |
|
770
HEICO
HEI
$43.4B
| – | – |
-4,482
| Closed | -$347K |
|
771
Highwoods Properties
HIW
$3.41B
| – | – |
-19,339
| Closed | -$748K |
|
772
Hilton Worldwide
HLT
$64.9B
| – | – |
-5,274
| Closed | -$379K |
|
773
Home BancShares
HOMB
$5.87B
| – | – |
-16,971
| Closed | -$277K |
|
774
Hovnanian Enterprises
HOV
$803M
| – | – |
-71,447
| Closed | -$49K |
|
775
Helmerich & Payne
HP
$2.08B
| – | – |
-8,754
| Closed | -$420K |
|