QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+4.32%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$526M
AUM Growth
-$18.5M
(-3.4%)
Cap. Flow
-$35.3M
Cap. Flow
% of AUM
-6.71%
Top 10 Holdings %
Top 10 Hldgs %
7.7%
Holding
900
New
294
Increased
160
Reduced
152
Closed
294
Top Buys
| 1 |
Douglas Emmett
DEI
|
$3.59M |
| 2 |
Prologis
PLD
|
$3.26M |
| 3 |
Synovus
SNV
|
$3.21M |
| 4 |
Procter & Gamble
PG
|
$3.1M |
| 5 |
TSS
Total System Services, Inc.
TSS
|
$2.99M |
Top Sells
| 1 |
Colgate-Palmolive
CL
|
$4.75M |
| 2 |
Fidelity National Information Services
FIS
|
$4.15M |
| 3 |
Bank of America
BAC
|
$3.62M |
| 4 |
Allstate
ALL
|
$3.06M |
| 5 |
Arthur J. Gallagher & Co
AJG
|
$3.05M |
Sector Composition
| 1 | Financials | 20.45% |
| 2 | Real Estate | 15.57% |
| 3 | Industrials | 11.74% |
| 4 | Technology | 10.16% |
| 5 | Healthcare | 8.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
226
ONE Gas
OGS
$4.56B
| $786K | 0.15% |
+9,550
| New | +$786K |
|
227
Altice USA
ATUS
$1.05B
| $784K | 0.15% |
43,199
+32,786
| +315% | +$595K |
|
228
Nike
NKE
$109B
| $771K | 0.15% |
9,096
-4,500
| -33% | -$381K |
|
|
AAMI
229
Acadian Asset Management Inc.
AAMI
$1.59B
| $770K | 0.15% |
62,087
+27,138
| +78% | +$337K |
|
230
Lincoln National
LNC
$7.98B
| $764K | 0.15% |
11,298
-618
| -5% | -$41.8K |
|
231
Trustmark
TRMK
$2.43B
| $757K | 0.14% |
+22,505
| New | +$757K |
|
232
Ryman Hospitality Properties
RHP
$6.35B
| $753K | 0.14% |
+8,737
| New | +$753K |
|
233
Wells Fargo
WFC
$253B
| $749K | 0.14% |
14,257
-49,675
| -78% | -$2.61M |
|
234
Yum! Brands
YUM
$40.1B
| $747K | 0.14% |
+8,218
| New | +$747K |
|
235
Invitation Homes
INVH
$18.5B
| $745K | 0.14% |
32,520
-45,326
| -58% | -$1.04M |
|
236
Bio-Rad Laboratories Class A
BIO
$8B
| $745K | 0.14% |
2,381
-2,049
| -46% | -$641K |
|
237
Affiliated Managers Group
AMG
$6.54B
| $739K | 0.14% |
5,405
+1,727
| +47% | +$236K |
|
|
JBGS
238
JBG SMITH
JBGS
$1.4B
| $737K | 0.14% |
20,001
-14,868
| -43% | -$548K |
|
239
SITE Centers
SITC
$490M
| $727K | 0.14% |
+69,557
| New | +$727K |
|
240
AstraZeneca
AZN
$253B
| $725K | 0.14% |
18,316
-30,309
| -62% | -$1.2M |
|
241
PG&E
PCG
$33.2B
| $721K | 0.14% |
15,679
-2,144
| -12% | -$98.6K |
|
|
HR
242
DELISTED
Healthcare Realty Trust Incorporated
HR
| $714K | 0.14% |
+24,402
| New | +$714K |
|
243
Macerich
MAC
$4.74B
| $709K | 0.13% |
12,815
-7,260
| -36% | -$402K |
|
244
Parker-Hannifin
PH
$96.1B
| $709K | 0.13% |
+3,854
| New | +$709K |
|
245
Varonis Systems
VRNS
$6.28B
| $708K | 0.13% |
28,992
-29,340
| -50% | -$716K |
|
|
FOCS
246
DELISTED
Focus Financial Partners Inc. Class A
FOCS
| $706K | 0.13% |
+14,866
| New | +$706K |
|
247
American Axle
AXL
$706M
| $700K | 0.13% |
40,148
+7,012
| +21% | +$122K |
|
248
Performance Food Group
PFGC
$16.5B
| $697K | 0.13% |
20,935
+8,759
| +72% | +$292K |
|
249
Waste Management
WM
$88.6B
| $697K | 0.13% |
+7,719
| New | +$697K |
|
|
BRSL
250
Brightstar Lottery PLC
BRSL
$3.18B
| $696K | 0.13% |
35,238
+11,330
| +47% | +$224K |
|