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 | |
|---|---|---|---|---|---|---|
76
Kraft Heinz
KHC
$33.1B
| $1.82M | 0.45% |
55,697
+19,997
| +56% | +$653K |
|
77
Ametek
AME
$42.7B
| $1.82M | 0.45% |
21,879
+10,877
| +99% | +$902K |
|
78
Adobe
ADBE
$151B
| $1.81M | 0.45% |
6,797
+4,064
| +149% | +$1.08M |
|
79
Elevance Health
ELV
$71.8B
| $1.8M | 0.45% |
6,269
-2,598
| -29% | -$746K |
|
80
Royal Caribbean
RCL
$98.7B
| $1.79M | 0.44% |
15,631
-3,644
| -19% | -$418K |
|
|
IBKC
81
DELISTED
IBERIABANK Corp
IBKC
| $1.72M | 0.43% |
24,033
-4,539
| -16% | -$325K |
|
82
Evergy
EVRG
$16.4B
| $1.7M | 0.42% |
29,286
-2,812
| -9% | -$163K |
|
83
Old Republic International
ORI
$9.93B
| $1.67M | 0.41% |
+79,973
| New | +$1.67M |
|
84
Boston Scientific
BSX
$156B
| $1.63M | 0.4% |
42,560
-964
| -2% | -$37K |
|
|
LPT
85
DELISTED
Liberty Property Trust
LPT
| $1.59M | 0.39% |
32,727
-20,552
| -39% | -$995K |
|
86
First Industrial Realty Trust
FR
$6.97B
| $1.56M | 0.38% |
43,968
-21,063
| -32% | -$745K |
|
87
Columbia Sportswear
COLM
$3.05B
| $1.55M | 0.38% |
+14,884
| New | +$1.55M |
|
88
Dominion Energy
D
$51.1B
| $1.5M | 0.37% |
+19,592
| New | +$1.5M |
|
89
Cognizant
CTSH
$35.3B
| $1.5M | 0.37% |
+20,688
| New | +$1.5M |
|
90
KLA
KLAC
$115B
| $1.5M | 0.37% |
12,553
-643
| -5% | -$76.8K |
|
91
Timken Company
TKR
$5.38B
| $1.48M | 0.37% |
+33,965
| New | +$1.48M |
|
92
AXIS Capital
AXS
$7.71B
| $1.46M | 0.36% |
26,712
+4,395
| +20% | +$241K |
|
93
Invitation Homes
INVH
$19.2B
| $1.46M | 0.36% |
59,884
+39,131
| +189% | +$952K |
|
94
American Airlines Group
AAL
$8.82B
| $1.42M | 0.35% |
44,660
+28,934
| +184% | +$919K |
|
95
Verisk Analytics
VRSK
$37.5B
| $1.38M | 0.34% |
+10,350
| New | +$1.38M |
|
96
Empire State Realty Trust
ESRT
$1.3B
| $1.37M | 0.34% |
86,740
+40,077
| +86% | +$633K |
|
97
Chevron
CVX
$324B
| $1.37M | 0.34% |
11,080
-19,882
| -64% | -$2.45M |
|
98
Graphic Packaging
GPK
$6.6B
| $1.36M | 0.34% |
107,721
+47,162
| +78% | +$596K |
|
99
Yum! Brands
YUM
$40.8B
| $1.33M | 0.33% |
13,318
+8,879
| +200% | +$886K |
|
100
BP
BP
$90.8B
| $1.33M | 0.33% |
30,362
+8,338
| +38% | +$364K |
|