QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+10.32%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$679M
AUM Growth
+$679M
(+56%)
Cap. Flow
+$214M
Cap. Flow
% of AUM
31.53%
Top 10 Holdings %
Top 10 Hldgs %
8.81%
Holding
695
New
245
Increased
203
Reduced
78
Closed
167
Top Buys
| 1 |
Coca-Cola
KO
|
$6.12M |
| 2 |
Analog Devices
ADI
|
$5.6M |
| 3 |
Fidelity National Information Services
FIS
|
$5.21M |
| 4 |
Goldman Sachs
GS
|
$4.51M |
| 5 |
Camden Property Trust
CPT
|
$4.49M |
Top Sells
| 1 |
Honeywell
HON
|
$4.13M |
| 2 |
NextEra Energy, Inc.
NEE
|
$4.06M |
| 3 |
PepsiCo
PEP
|
$3.99M |
| 4 |
Healthcare Realty
HR
|
$3.55M |
| 5 |
Morgan Stanley
MS
|
$3.48M |
Sector Composition
| 1 | Financials | 17.34% |
| 2 | Real Estate | 13.88% |
| 3 | Healthcare | 12.81% |
| 4 | Technology | 12.01% |
| 5 | Consumer Discretionary | 8.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
ARR
576
Armour Residential REIT
ARR
$1.75B
| – | – |
-33,048
| Closed | -$554K |
|
577
Associated Banc-Corp
ASB
$4.47B
| – | – |
-26,263
| Closed | -$532K |
|
578
ASGN Inc
ASGN
$2.38B
| – | – |
-8,073
| Closed | -$507K |
|
579
ATI
ATI
$10.7B
| – | – |
-33,601
| Closed | -$680K |
|
580
Broadcom
AVGO
$1.4T
| – | – |
-5,230
| Closed | -$1.44M |
|
581
Boeing
BA
$179B
| – | – |
-1,733
| Closed | -$659K |
|
582
Banco Bradesco
BBD
$32.9B
| – | – |
-35,194
| Closed | -$286K |
|
583
Bright Horizons
BFAM
$6.59B
| – | – |
-3,878
| Closed | -$591K |
|
584
Bio-Rad Laboratories Class A
BIO
$8.06B
| – | – |
-1,362
| Closed | -$453K |
|
585
BJs Wholesale Club
BJ
$12.9B
| – | – |
-8,661
| Closed | -$224K |
|
586
Blackrock
BLK
$175B
| – | – |
-4,264
| Closed | -$1.9M |
|
587
BP
BP
$90.8B
| – | – |
-47,261
| Closed | -$1.8M |
|
588
CACI
CACI
$10.6B
| – | – |
-2,725
| Closed | -$630K |
|
589
Chemours
CC
$2.29B
| – | – |
-17,295
| Closed | -$258K |
|
590
Cogent Communications
CCOI
$1.88B
| – | – |
-4,514
| Closed | -$249K |
|
591
COPT Defense Properties
CDP
$3.25B
| – | – |
-31,855
| Closed | -$949K |
|
592
Church & Dwight Co
CHD
$22.7B
| – | – |
-18,137
| Closed | -$1.37M |
|
|
CIO
593
City Office REIT
CIO
$280M
| – | – |
-14,384
| Closed | -$207K |
|
594
Clean Harbors
CLH
$12.9B
| – | – |
-2,641
| Closed | -$204K |
|
595
Comerica
CMA
$9.07B
| – | – |
-15,400
| Closed | -$1.02M |
|
596
CNA Financial
CNA
$13.4B
| – | – |
-25,544
| Closed | -$1.26M |
|
597
Campbell Soup
CPB
$9.38B
| – | – |
-12,379
| Closed | -$581K |
|
598
Charles River Laboratories
CRL
$8.04B
| – | – |
-12,763
| Closed | -$1.69M |
|
599
CoStar Group
CSGP
$37.9B
| – | – |
-556
| Closed | -$330K |
|
600
Carlisle Companies
CSL
$16.5B
| – | – |
-5,836
| Closed | -$849K |
|