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 | |
|---|---|---|---|---|---|---|
201
Bloomin' Brands
BLMN
$605M
| $605K | 0.15% |
+29,587
| New | +$605K |
|
202
RLJ Lodging Trust
RLJ
$1.18B
| $603K | 0.15% |
34,346
-86,938
| -72% | -$1.53M |
|
203
Under Armour Class C
UA
$2.13B
| $600K | 0.15% |
+31,793
| New | +$600K |
|
204
Boston Properties
BXP
$12.2B
| $599K | 0.15% |
+4,471
| New | +$599K |
|
|
205
Colgate-Palmolive
CL
$68.8B
| $593K | 0.15% |
8,655
-41,913
| -83% | -$2.87M |
|
206
National Storage Affiliates Trust
NSA
$2.56B
| $592K | 0.15% |
20,753
-9,767
| -32% | -$279K |
|
207
PTC
PTC
$25.6B
| $591K | 0.15% |
6,411
+2,466
| +63% | +$227K |
|
208
Bath & Body Works
BBWI
$6.06B
| $588K | 0.15% |
26,390
-5,509
| -17% | -$123K |
|
|
GRA
209
DELISTED
W.R. Grace & Co.
GRA
| $571K | 0.14% |
7,317
-280
| -4% | -$21.9K |
|
210
Texas Capital Bancshares
TCBI
$3.96B
| $567K | 0.14% |
+10,390
| New | +$567K |
|
|
CNH
211
CNH Industrial
CNH
$14.3B
| $560K | 0.14% |
63,056
+17,903
| +40% | +$159K |
|
|
IDTI
212
DELISTED
Integrated Device Technology I
IDTI
| $548K | 0.14% |
+11,192
| New | +$548K |
|
213
Best Buy
BBY
$16.1B
| $546K | 0.14% |
+7,680
| New | +$546K |
|
214
Booking.com
BKNG
$178B
| $544K | 0.13% |
+312
| New | +$544K |
|
215
Genpact
G
$7.82B
| $543K | 0.13% |
+15,444
| New | +$543K |
|
216
Constellation Brands
STZ
$26.2B
| $533K | 0.13% |
+3,042
| New | +$533K |
|
|
WPX
217
DELISTED
WPX Energy, Inc.
WPX
| $530K | 0.13% |
40,454
-36,304
| -47% | -$476K |
|
218
JPMorgan Chase
JPM
$809B
| $524K | 0.13% |
+5,176
| New | +$524K |
|
219
Macerich
MAC
$4.74B
| $517K | 0.13% |
11,916
+5,731
| +93% | +$249K |
|
|
ULTI
220
DELISTED
Ultimate Software Group Inc
ULTI
| $511K | 0.13% |
1,547
+272
| +21% | +$89.8K |
|
221
Ovintiv
OVV
$10.6B
| $499K | 0.12% |
13,795
-2,354
| -15% | -$85.2K |
|
222
NCR Voyix
VYX
$1.84B
| $497K | 0.12% |
29,664
-96,320
| -76% | -$1.61M |
|
|
BDN
223
Brandywine Realty Trust
BDN
$759M
| $493K | 0.12% |
31,108
-94,835
| -75% | -$1.5M |
|
224
Group 1 Automotive
GPI
$6.26B
| $475K | 0.12% |
7,339
-7,813
| -52% | -$506K |
|
225
Crocs
CROX
$4.72B
| $453K | 0.11% |
17,603
+4,432
| +34% | +$114K |
|