QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
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
-$41.8M
(-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 | |
|---|---|---|---|---|---|---|
176
Nike
NKE
$109B
| $695K | 0.17% |
8,250
-16,787
| -67% | -$1.41M |
|
177
Raymond James Financial
RJF
$33B
| $694K | 0.17% |
+12,950
| New | +$694K |
|
178
Netflix
NFLX
$529B
| $689K | 0.17% |
+1,931
| New | +$689K |
|
|
RP
179
DELISTED
RealPage, Inc.
RP
| $689K | 0.17% |
11,352
-8,599
| -43% | -$522K |
|
|
APC
180
DELISTED
Anadarko Petroleum
APC
| $681K | 0.17% |
14,970
-8,969
| -37% | -$408K |
|
181
Northern Trust
NTRS
$24.3B
| $679K | 0.17% |
7,514
+1,573
| +26% | +$142K |
|
182
Microsoft
MSFT
$3.68T
| $678K | 0.17% |
5,750
-7,512
| -57% | -$886K |
|
183
Patterson-UTI
PTEN
$2.18B
| $676K | 0.17% |
+48,199
| New | +$676K |
|
184
BGC Group
BGC
$4.71B
| $674K | 0.17% |
126,907
-15,926
| -11% | -$84.6K |
|
185
Capri Holdings
CPRI
$2.53B
| $672K | 0.17% |
14,682
+7,571
| +106% | +$347K |
|
186
Carlisle Companies
CSL
$16.9B
| $670K | 0.17% |
5,460
+845
| +18% | +$104K |
|
187
Gaming and Leisure Properties
GLPI
$13.7B
| $658K | 0.16% |
+17,054
| New | +$658K |
|
188
Kilroy Realty
KRC
$5.05B
| $655K | 0.16% |
8,618
-234
| -3% | -$17.8K |
|
189
Live Nation Entertainment
LYV
$37.9B
| $655K | 0.16% |
10,303
-10,153
| -50% | -$645K |
|
190
Ryman Hospitality Properties
RHP
$6.35B
| $651K | 0.16% |
+7,921
| New | +$651K |
|
|
CHSP
191
DELISTED
Chesapeake Lodging Trust
CHSP
| $648K | 0.16% |
23,316
+10,134
| +77% | +$282K |
|
192
Ameriprise Financial
AMP
$46.1B
| $640K | 0.16% |
4,998
-10,960
| -69% | -$1.4M |
|
193
Invesco
IVZ
$9.81B
| $640K | 0.16% |
33,121
-20,955
| -39% | -$405K |
|
194
First American
FAF
$6.83B
| $639K | 0.16% |
+12,413
| New | +$639K |
|
|
SJR
195
DELISTED
Shaw Communications Inc.
SJR
| $639K | 0.16% |
30,670
-10,276
| -25% | -$214K |
|
|
ESGR
196
DELISTED
Enstar Group
ESGR
| $638K | 0.16% |
3,667
+1,680
| +85% | +$292K |
|
197
Meta Platforms (Facebook)
META
$1.89T
| $626K | 0.15% |
3,756
-98
| -3% | -$16.3K |
|
|
JNPR
198
DELISTED
Juniper Networks
JNPR
| $617K | 0.15% |
23,310
-21,444
| -48% | -$568K |
|
199
Williams Companies
WMB
$69.9B
| $617K | 0.15% |
+21,491
| New | +$617K |
|
200
Avient
AVNT
$3.45B
| $616K | 0.15% |
+21,007
| New | +$616K |
|