QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+5.19%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$378M
AUM Growth
-$15.6M
(-4%)
Cap. Flow
-$29M
Cap. Flow
% of AUM
-7.67%
Top 10 Holdings %
Top 10 Hldgs %
7.86%
Holding
615
New
185
Increased
116
Reduced
133
Closed
179
Top Buys
| 1 |
Boeing
BA
|
$2.73M |
| 2 |
British American Tobacco
BTI
|
$2.69M |
| 3 |
Carter's
CRI
|
$2.55M |
| 4 |
Keurig Dr Pepper
KDP
|
$2.4M |
| 5 |
Crown Castle
CCI
|
$2.31M |
Top Sells
| 1 |
Deere & Co
DE
|
$3.45M |
| 2 |
CSX Corp
CSX
|
$3.08M |
| 3 |
Home Depot
HD
|
$3M |
| 4 |
TJX Companies
TJX
|
$3M |
| 5 |
Walt Disney
DIS
|
$2.86M |
Sector Composition
| 1 | Financials | 17.19% |
| 2 | Consumer Discretionary | 12.83% |
| 3 | Industrials | 11.51% |
| 4 | Real Estate | 11.3% |
| 5 | Healthcare | 10.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
501
Agilent Technologies
A
$35.5B
| – | – |
-4,931
| Closed | -$290K |
|
502
Advance Auto Parts
AAP
$3.54B
| – | – |
-17,630
| Closed | -$2.05M |
|
503
Accenture
ACN
$158B
| – | – |
-12,465
| Closed | -$1.53M |
|
504
Assured Guaranty
AGO
$3.89B
| – | – |
-42,410
| Closed | -$1.79M |
|
|
AIV
505
Aimco
AIV
$1.1B
| – | – |
-192,077
| Closed | -$1.09M |
|
506
Allison Transmission
ALSN
$7.36B
| – | – |
-9,356
| Closed | -$349K |
|
507
Advanced Micro Devices
AMD
$263B
| – | – |
-22,643
| Closed | -$285K |
|
508
Ametek
AME
$42.6B
| – | – |
-7,083
| Closed | -$430K |
|
509
American Homes 4 Rent
AMH
$12.9B
| – | – |
-13,019
| Closed | -$291K |
|
510
Abercrombie & Fitch
ANF
$4.35B
| – | – |
-20,030
| Closed | -$250K |
|
511
Artisan Partners
APAM
$3.24B
| – | – |
-28,371
| Closed | -$851K |
|
512
Aramark
ARMK
$10.2B
| – | – |
-16,972
| Closed | -$499K |
|
513
Associated Banc-Corp
ASB
$4.36B
| – | – |
-15,308
| Closed | -$386K |
|
514
Avnet
AVT
$4.38B
| – | – |
-37,906
| Closed | -$1.48M |
|
515
American Water Works
AWK
$27.5B
| – | – |
-4,231
| Closed | -$330K |
|
516
Axalta
AXTA
$6.72B
| – | – |
-9,735
| Closed | -$312K |
|
517
Bank of America
BAC
$371B
| – | – |
-69,419
| Closed | -$1.69M |
|
518
Banc of California
BANC
$2.64B
| – | – |
-16,102
| Closed | -$348K |
|
519
Biogen
BIIB
$20.5B
| – | – |
-1,056
| Closed | -$287K |
|
520
Bloomin' Brands
BLMN
$595M
| – | – |
-113,503
| Closed | -$2.41M |
|
521
First Busey Corp
BUSE
$2.17B
| – | – |
-11,108
| Closed | -$330K |
|
522
Cadence Bank
CADE
$6.97B
| – | – |
-16,706
| Closed | -$514K |
|
523
Cheesecake Factory
CAKE
$3.07B
| – | – |
-7,792
| Closed | -$395K |
|
524
Carnival Corp
CCL
$42.5B
| – | – |
-10,345
| Closed | -$674K |
|
525
Church & Dwight Co
CHD
$22.7B
| – | – |
-3,920
| Closed | -$203K |
|