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 | |
|---|---|---|---|---|---|---|
|
MFA
126
MFA Financial
MFA
$1.05B
| $1.12M | 0.28% |
154,435
+118,971
| +335% | +$865K |
|
127
CareTrust REIT
CTRE
$7.66B
| $1.12M | 0.28% |
47,831
-31,747
| -40% | -$745K |
|
128
Advance Auto Parts
AAP
$3.66B
| $1.1M | 0.27% |
6,468
-1,882
| -23% | -$321K |
|
|
QTS
129
DELISTED
QTS REALTY TRUST, INC.
QTS
| $1.09M | 0.27% |
24,120
+15,114
| +168% | +$680K |
|
130
RenaissanceRe
RNR
$11.4B
| $1.08M | 0.27% |
7,496
+3,797
| +103% | +$545K |
|
|
JBGS
131
JBG SMITH
JBGS
$1.32B
| $1.06M | 0.26% |
+25,647
| New | +$1.06M |
|
132
Reinsurance Group of America
RGA
$12.9B
| $1.03M | 0.25% |
7,256
+1,412
| +24% | +$200K |
|
133
Cadence Design Systems
CDNS
$95.5B
| $1.02M | 0.25% |
16,065
+5,641
| +54% | +$358K |
|
134
Vulcan Materials
VMC
$38.5B
| $1.02M | 0.25% |
8,613
-7,424
| -46% | -$879K |
|
135
Dollar Tree
DLTR
$23.2B
| $999K | 0.25% |
9,506
-9,308
| -49% | -$978K |
|
136
ServiceNow
NOW
$189B
| $985K | 0.24% |
+3,997
| New | +$985K |
|
137
FS KKR Capital
FSK
$5.11B
| $981K | 0.24% |
162,195
+54,990
| +51% | +$333K |
|
|
ISBC
138
DELISTED
Investors Bancorp, Inc.
ISBC
| $975K | 0.24% |
82,302
-18,735
| -19% | -$222K |
|
139
Essential Properties Realty Trust
EPRT
$6.21B
| $962K | 0.24% |
49,259
-25,868
| -34% | -$505K |
|
140
Lazard
LAZ
$5.39B
| $962K | 0.24% |
26,629
+15,849
| +147% | +$573K |
|
141
Bristol-Myers Squibb
BMY
$96B
| $943K | 0.23% |
19,775
-17,212
| -47% | -$821K |
|
142
Gilead Sciences
GILD
$140B
| $940K | 0.23% |
14,465
-10,945
| -43% | -$711K |
|
|
TWO
143
Two Harbors Investment
TWO
$1.04B
| $939K | 0.23% |
+69,379
| New | +$939K |
|
144
BorgWarner
BWA
$9.23B
| $931K | 0.23% |
+24,248
| New | +$931K |
|
145
Boeing
BA
$179B
| $919K | 0.23% |
2,410
+1,715
| +247% | +$654K |
|
146
Sempra
SRE
$53.9B
| $919K | 0.23% |
+7,298
| New | +$919K |
|
147
Cheniere Energy
LNG
$53.1B
| $905K | 0.22% |
13,239
-7,006
| -35% | -$479K |
|
148
Brunswick
BC
$4.15B
| $901K | 0.22% |
17,903
+903
| +5% | +$45.4K |
|
149
Vistra
VST
$63B
| $901K | 0.22% |
+34,604
| New | +$901K |
|
150
Sysco
SYY
$38.5B
| $896K | 0.22% |
+13,418
| New | +$896K |
|