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 | |
|---|---|---|---|---|---|---|
576
Ciena
CIEN
$13.4B
| – | – |
-5,348
| Closed | -$220K |
|
577
Cleveland-Cliffs
CLF
$5.18B
| – | – |
-36,480
| Closed | -$389K |
|
578
CONMED
CNMD
$1.64B
| – | – |
-4,201
| Closed | -$359K |
|
579
CenterPoint Energy
CNP
$24.6B
| – | – |
-115,276
| Closed | -$3.3M |
|
580
Canadian Natural Resources
CNQ
$65B
| – | – |
-17,725
| Closed | -$234K |
|
581
Cencora
COR
$57.2B
| – | – |
-4,345
| Closed | -$370K |
|
582
Capri Holdings
CPRI
$2.51B
| – | – |
-25,490
| Closed | -$884K |
|
583
Crocs
CROX
$4.74B
| – | – |
-33,247
| Closed | -$657K |
|
584
Cantaloupe
CTLP
$795M
| – | – |
-34,663
| Closed | -$258K |
|
585
Commault Systems
CVLT
$7.96B
| – | – |
-10,929
| Closed | -$542K |
|
586
Curtiss-Wright
CW
$18B
| – | – |
-2,514
| Closed | -$320K |
|
587
Cushman & Wakefield
CWK
$3.56B
| – | – |
-34,907
| Closed | -$624K |
|
588
Delta Air Lines
DAL
$40B
| – | – |
-33,516
| Closed | -$1.9M |
|
589
Dillards
DDS
$8.73B
| – | – |
-8,137
| Closed | -$507K |
|
590
Douglas Emmett
DEI
$2.7B
| – | – |
-47,307
| Closed | -$1.89M |
|
591
Danaher
DHR
$143B
| – | – |
-2,897
| Closed | -$367K |
|
592
Diodes
DIOD
$2.45B
| – | – |
-7,531
| Closed | -$274K |
|
|
593
DTE Energy
DTE
$28.1B
| – | – |
-50,984
| Closed | -$5.55M |
|
594
Electronic Arts
EA
$42B
| – | – |
-3,440
| Closed | -$348K |
|
595
GrafTech
EAF
$236M
| – | – |
-3,838
| Closed | -$441K |
|
596
Brinker International
EAT
$7.08B
| – | – |
-6,408
| Closed | -$252K |
|
597
Ecopetrol
EC
$18.6B
| – | – |
-13,537
| Closed | -$248K |
|
598
Consolidated Edison
ED
$35.3B
| – | – |
-38,997
| Closed | -$3.42M |
|
599
Elevance Health
ELV
$72.4B
| – | – |
-3,524
| Closed | -$995K |
|
600
EnerSys
ENS
$3.79B
| – | – |
-3,303
| Closed | -$226K |
|