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 | |
|---|---|---|---|---|---|---|
151
D.R. Horton
DHI
$50.5B
| $894K | 0.22% |
+21,604
| New | +$894K |
|
|
FDC
152
DELISTED
First Data Corporation
FDC
| $887K | 0.22% |
+33,746
| New | +$887K |
|
153
Madison Square Garden
MSGS
$4.7B
| $886K | 0.22% |
3,023
-3,780
| -56% | -$1.11M |
|
154
Weyerhaeuser
WY
$18.7B
| $872K | 0.22% |
33,096
-83,420
| -72% | -$2.2M |
|
155
C.H. Robinson
CHRW
$15.2B
| $870K | 0.22% |
+10,002
| New | +$870K |
|
156
Tyson Foods
TSN
$20.2B
| $863K | 0.21% |
12,432
-1,365
| -10% | -$94.8K |
|
157
Foot Locker
FL
$2.3B
| $834K | 0.21% |
13,761
-4,874
| -26% | -$295K |
|
158
IQVIA
IQV
$32.4B
| $827K | 0.2% |
5,747
+733
| +15% | +$105K |
|
159
Cummins
CMI
$54.9B
| $821K | 0.2% |
5,202
+808
| +18% | +$128K |
|
160
Vodafone
VOD
$28.3B
| $814K | 0.2% |
44,791
+21,146
| +89% | +$384K |
|
|
CY
161
DELISTED
Cypress Semiconductor
CY
| $810K | 0.2% |
54,320
+18,068
| +50% | +$269K |
|
|
BBL
162
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $803K | 0.2% |
+16,642
| New | +$803K |
|
163
Dana Inc
DAN
$2.64B
| $802K | 0.2% |
45,203
-25,628
| -36% | -$455K |
|
164
Alibaba
BABA
$330B
| $792K | 0.2% |
4,342
-1,656
| -28% | -$302K |
|
165
Suncor Energy
SU
$50.1B
| $789K | 0.2% |
24,344
+9,458
| +64% | +$307K |
|
166
Kohl's
KSS
$1.81B
| $760K | 0.19% |
+11,057
| New | +$760K |
|
167
Navient
NAVI
$1.36B
| $753K | 0.19% |
65,048
+27,774
| +75% | +$322K |
|
|
SBNY
168
DELISTED
Signature Bank
SBNY
| $720K | 0.18% |
5,621
-5,702
| -50% | -$730K |
|
169
Axalta
AXTA
$6.77B
| $718K | 0.18% |
28,461
+18,313
| +180% | +$462K |
|
|
170
Masco
MAS
$15.4B
| $709K | 0.18% |
18,030
-64,639
| -78% | -$2.54M |
|
|
TCF
171
DELISTED
TCF Financial Corporation
TCF
| $707K | 0.17% |
34,167
-16,883
| -33% | -$349K |
|
172
Hyatt Hotels
H
$13.8B
| $703K | 0.17% |
9,682
-28,043
| -74% | -$2.04M |
|
173
Commault Systems
CVLT
$8.3B
| $702K | 0.17% |
+10,851
| New | +$702K |
|
174
Ferrari
RACE
$85B
| $697K | 0.17% |
+5,206
| New | +$697K |
|
175
Bright Horizons
BFAM
$6.59B
| $696K | 0.17% |
+5,477
| New | +$696K |
|