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 | |
|---|---|---|---|---|---|---|
101
Skyworks Solutions
SWKS
$11.1B
| $1.33M | 0.33% |
+16,082
| New | +$1.33M |
|
102
Merck
MRK
$210B
| $1.32M | 0.33% |
15,883
-1,704
| -10% | -$142K |
|
|
RPAI
103
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $1.32M | 0.33% |
108,347
-26,785
| -20% | -$327K |
|
104
Jack in the Box
JACK
$364M
| $1.31M | 0.32% |
+16,134
| New | +$1.31M |
|
105
Progressive
PGR
$145B
| $1.31M | 0.32% |
18,100
+7,677
| +74% | +$554K |
|
106
Marvell Technology
MRVL
$54.2B
| $1.3M | 0.32% |
65,284
+54,283
| +493% | +$1.08M |
|
107
Analog Devices
ADI
$124B
| $1.28M | 0.32% |
12,177
+4,598
| +61% | +$484K |
|
108
W.W. Grainger
GWW
$48.5B
| $1.28M | 0.32% |
+4,242
| New | +$1.28M |
|
109
Kimberly-Clark
KMB
$42.8B
| $1.27M | 0.31% |
+10,257
| New | +$1.27M |
|
110
Fiserv
FI
$75.1B
| $1.27M | 0.31% |
+14,324
| New | +$1.27M |
|
111
ITT
ITT
$13.3B
| $1.26M | 0.31% |
+21,794
| New | +$1.26M |
|
112
RPM International
RPM
$16.1B
| $1.25M | 0.31% |
+21,560
| New | +$1.25M |
|
|
VMW
113
DELISTED
VMware, Inc
VMW
| $1.24M | 0.31% |
6,874
+1,201
| +21% | +$217K |
|
114
Walmart
WMT
$774B
| $1.24M | 0.31% |
12,693
-3,716
| -23% | -$362K |
|
115
Las Vegas Sands
LVS
$39.6B
| $1.23M | 0.3% |
20,120
-2,544
| -11% | -$155K |
|
|
ETFC
116
DELISTED
E*Trade Financial Corporation
ETFC
| $1.22M | 0.3% |
26,243
+9,198
| +54% | +$427K |
|
|
CADE
117
DELISTED
Cadence Bancorporation
CADE
| $1.2M | 0.3% |
64,803
+9,125
| +16% | +$169K |
|
118
Steel Dynamics
STLD
$19.3B
| $1.2M | 0.3% |
+33,994
| New | +$1.2M |
|
|
HPP
119
Hudson Pacific Properties
HPP
$1.07B
| $1.2M | 0.3% |
34,728
+14,710
| +73% | +$506K |
|
120
American Express
AXP
$231B
| $1.18M | 0.29% |
10,803
-12,249
| -53% | -$1.34M |
|
121
Equity Lifestyle Properties
ELS
$11.7B
| $1.18M | 0.29% |
10,322
+2,833
| +38% | +$324K |
|
122
Rexford Industrial Realty
REXR
$9.8B
| $1.17M | 0.29% |
32,525
-19,751
| -38% | -$707K |
|
123
Intel
INTC
$107B
| $1.16M | 0.29% |
+21,557
| New | +$1.16M |
|
124
Essent Group
ESNT
$6.18B
| $1.15M | 0.28% |
26,435
-4,206
| -14% | -$183K |
|
|
ZEN
125
DELISTED
ZENDESK INC
ZEN
| $1.15M | 0.28% |
13,471
-1,678
| -11% | -$143K |
|