QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+1.59%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$436M
AUM Growth
-$95.4M
(-18%)
Cap. Flow
-$98.4M
Cap. Flow
% of AUM
-22.58%
Top 10 Holdings %
Top 10 Hldgs %
11.11%
Holding
645
New
185
Increased
119
Reduced
144
Closed
195
Top Buys
| 1 |
PepsiCo
PEP
|
$4.95M |
| 2 |
Nike
NKE
|
$4.3M |
| 3 |
NextEra Energy, Inc.
NEE
|
$4.06M |
| 4 |
Ameren
AEE
|
$3.62M |
| 5 |
Global Payments
GPN
|
$3.45M |
Top Sells
| 1 |
Kimberly-Clark
KMB
|
$6.2M |
| 2 |
DTE Energy
DTE
|
$5.55M |
| 3 |
Hartford Financial Services
HIG
|
$5.36M |
| 4 |
AvalonBay Communities
AVB
|
$5.22M |
| 5 |
S&P Global
SPGI
|
$5.16M |
Sector Composition
| 1 | Financials | 23.76% |
| 2 | Technology | 10.79% |
| 3 | Real Estate | 10.41% |
| 4 | Healthcare | 10.11% |
| 5 | Industrials | 9.86% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
AGS
551
DELISTED
PlayAGS
AGS
| – | – |
-17,284
| Closed | -$336K |
|
552
Allegion
ALLE
$14.4B
| – | – |
-5,120
| Closed | -$566K |
|
553
Alnylam Pharmaceuticals
ALNY
$58.6B
| – | – |
-6,477
| Closed | -$470K |
|
554
Allison Transmission
ALSN
$7.36B
| – | – |
-32,300
| Closed | -$1.5M |
|
555
AnaptysBio
ANAB
$630M
| – | – |
-4,574
| Closed | -$258K |
|
556
Abercrombie & Fitch
ANF
$4.35B
| – | – |
-15,618
| Closed | -$251K |
|
557
Ares Capital
ARCC
$15.7B
| – | – |
-49,612
| Closed | -$890K |
|
558
Assertio
ASRT
$78M
| – | – |
-3,632
| Closed | -$50K |
|
|
559
AvalonBay Communities
AVB
$27.2B
| – | – |
-25,703
| Closed | -$5.22M |
|
560
Avient
AVNT
$3.35B
| – | – |
-41,900
| Closed | -$1.32M |
|
561
Ball Corp
BALL
$13.6B
| – | – |
-6,879
| Closed | -$481K |
|
562
Best Buy
BBY
$15.8B
| – | – |
-3,028
| Closed | -$211K |
|
563
Bausch Health
BHC
$2.72B
| – | – |
-8,868
| Closed | -$224K |
|
564
Booking.com
BKNG
$181B
| – | – |
-545
| Closed | -$1.02M |
|
565
Bloomin' Brands
BLMN
$595M
| – | – |
-27,651
| Closed | -$523K |
|
566
Brown & Brown
BRO
$31.4B
| – | – |
-12,573
| Closed | -$421K |
|
567
BorgWarner
BWA
$9.3B
| – | – |
-33,155
| Closed | -$1.23M |
|
568
Caterpillar
CAT
$194B
| – | – |
-22,808
| Closed | -$3.11M |
|
569
Cboe Global Markets
CBOE
$24.6B
| – | – |
-4,334
| Closed | -$449K |
|
570
CBIZ
CBZ
$3.46B
| – | – |
-12,473
| Closed | -$244K |
|
571
Crown Castle
CCI
$42.3B
| – | – |
-36,707
| Closed | -$4.79M |
|
572
Crown Holdings
CCK
$10.7B
| – | – |
-13,644
| Closed | -$834K |
|
573
CF Industries
CF
$13.7B
| – | – |
-13,705
| Closed | -$640K |
|
574
Chord Energy
CHRD
$6.39B
| – | – |
-48,771
| Closed | -$277K |
|
575
Charter Communications
CHTR
$35.7B
| – | – |
-2,461
| Closed | -$973K |
|