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 | |
|---|---|---|---|---|---|---|
776
Hubbell
HUBB
$22.9B
| – | – |
-3,839
| Closed | -$381K |
|
777
Humana
HUM
$36.5B
| – | – |
-2,386
| Closed | -$684K |
|
778
Hancock Whitney
HWC
$5.33B
| – | – |
-11,815
| Closed | -$409K |
|
779
Hexcel
HXL
$5.02B
| – | – |
-5,380
| Closed | -$308K |
|
780
IAC Inc
IAC
$2.94B
| – | – |
-1,277
| Closed | -$234K |
|
781
IAMGOLD
IAG
$5.35B
| – | – |
-23,525
| Closed | -$87K |
|
782
Intercontinental Exchange
ICE
$101B
| – | – |
-20,922
| Closed | -$1.58M |
|
783
Interpublic Group of Companies
IPG
$9.83B
| – | – |
-25,995
| Closed | -$536K |
|
784
Independence Realty Trust
IRT
$4.23B
| – | – |
-11,199
| Closed | -$103K |
|
785
iRhythm Technologies
IRTC
$5.46B
| – | – |
-3,140
| Closed | -$218K |
|
786
Jacobs Solutions
J
$17.5B
| – | – |
-6,828
| Closed | -$399K |
|
787
Jefferies Financial Group
JEF
$13.4B
| – | – |
-14,116
| Closed | -$245K |
|
788
James River Group
JRVR
$258M
| – | – |
-10,975
| Closed | -$401K |
|
789
Kinross Gold
KGC
$25.5B
| – | – |
-10,562
| Closed | -$34K |
|
790
Kulicke & Soffa
KLIC
$1.96B
| – | – |
-16,238
| Closed | -$329K |
|
791
Kemper
KMPR
$3.37B
| – | – |
-4,342
| Closed | -$288K |
|
792
Karyopharm Therapeutics
KPTI
$61.7M
| – | – |
-10,780
| Closed | -$101K |
|
793
Liberty Global Class A
LBTYA
$4B
| – | – |
-39,589
| Closed | -$845K |
|
794
Leidos
LDOS
$23.2B
| – | – |
-7,913
| Closed | -$417K |
|
795
Lear
LEA
$5.85B
| – | – |
-3,348
| Closed | -$411K |
|
796
Lincoln Electric
LECO
$13.4B
| – | – |
-5,757
| Closed | -$454K |
|
797
Lennox International
LII
$19.6B
| – | – |
-1,465
| Closed | -$321K |
|
798
Linde
LIN
$224B
| – | – |
-6,773
| Closed | -$1.06M |
|
799
LivaNova
LIVN
$3.08B
| – | – |
-5,290
| Closed | -$484K |
|