QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+5.41%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$356M
AUM Growth
+$356M
(+45%)
Cap. Flow
+$106M
Cap. Flow
% of AUM
29.7%
Top 10 Holdings %
Top 10 Hldgs %
9.68%
Holding
475
New
186
Increased
103
Reduced
59
Closed
126
Top Buys
| 1 |
Coca-Cola
KO
|
$3.51M |
| 2 |
Philip Morris
PM
|
$3.47M |
| 3 |
AutoZone
AZO
|
$3.37M |
| 4 |
Deere & Co
DE
|
$3.03M |
| 5 |
Coca-Cola Europacific Partners
CCEP
|
$2.84M |
Top Sells
| 1 |
Johnson Controls International
JCI
|
$2.34M |
| 2 |
Target
TGT
|
$2.16M |
| 3 |
Qualcomm
QCOM
|
$1.94M |
| 4 |
MJN
Mead Johnson Nutrition Company
MJN
|
$1.74M |
| 5 |
Ametek
AME
|
$1.71M |
Sector Composition
| 1 | Consumer Discretionary | 18.26% |
| 2 | Industrials | 14.4% |
| 3 | Financials | 13.61% |
| 4 | Real Estate | 10.83% |
| 5 | Healthcare | 10.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
351
Arthur J. Gallagher & Co
AJG
$77.6B
| – | – |
-17,088
| Closed | -$886K |
|
352
Albemarle
ALB
$9.36B
| – | – |
-13,092
| Closed | -$1.14M |
|
353
Allstate
ALL
$53.6B
| – | – |
-8,272
| Closed | -$614K |
|
354
Allison Transmission
ALSN
$7.3B
| – | – |
-19,929
| Closed | -$675K |
|
355
Affiliated Managers Group
AMG
$6.39B
| – | – |
-2,447
| Closed | -$352K |
|
356
Abercrombie & Fitch
ANF
$4.33B
| – | – |
-34,821
| Closed | -$419K |
|
357
AvalonBay Communities
AVB
$26.9B
| – | – |
-4,496
| Closed | -$790K |
|
358
Broadcom
AVGO
$1.4T
| – | – |
-4,937
| Closed | -$888K |
|
359
Boeing
BA
$179B
| – | – |
-4,684
| Closed | -$729K |
|
360
Alibaba
BABA
$330B
| – | – |
-15,254
| Closed | -$1.33M |
|
361
Bank of America
BAC
$373B
| – | – |
-51,635
| Closed | -$1.14M |
|
362
Bunge Global
BG
$16.8B
| – | – |
-17,885
| Closed | -$1.27M |
|
363
B&G Foods
BGS
$361M
| – | – |
-14,499
| Closed | -$636K |
|
364
Bank of New York Mellon
BK
$74.5B
| – | – |
-20,709
| Closed | -$980K |
|
365
Brixmor Property Group
BRX
$8.57B
| – | – |
-46,104
| Closed | -$1.12M |
|
366
AB InBev
BUD
$120B
| – | – |
-5,756
| Closed | -$604K |
|
367
Blackstone Mortgage Trust
BXMT
$3.36B
| – | – |
-11,380
| Closed | -$344K |
|
368
Chord Energy
CHRD
$6.29B
| – | – |
-10,201
| Closed | -$154K |
|
369
Comerica
CMA
$9.07B
| – | – |
-7,901
| Closed | -$537K |
|
370
CME Group
CME
$96B
| – | – |
-7,180
| Closed | -$830K |
|
371
ConocoPhillips
COP
$124B
| – | – |
-13,767
| Closed | -$696K |
|
372
Costco
COST
$418B
| – | – |
-5,291
| Closed | -$853K |
|
373
Copart
CPRT
$46.9B
| – | – |
-8,500
| Closed | -$472K |
|
374
Carter's
CRI
$1.04B
| – | – |
-8,055
| Closed | -$709K |
|
375
Dominion Energy
D
$51.1B
| – | – |
-12,472
| Closed | -$960K |
|