QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+6.39%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$246M
AUM Growth
-$27.4M
(-10%)
Cap. Flow
-$36.2M
Cap. Flow
% of AUM
-14.74%
Top 10 Holdings %
Top 10 Hldgs %
8.56%
Holding
491
New
126
Increased
67
Reduced
95
Closed
202
Top Buys
| 1 |
Target
TGT
|
$2.16M |
| 2 |
DuPont de Nemours
DD
|
$1.93M |
| 3 |
Whirlpool
WHR
|
$1.76M |
| 4 |
Brown & Brown
BRO
|
$1.73M |
| 5 |
Weyerhaeuser
WY
|
$1.71M |
Top Sells
| 1 |
Visa
V
|
$2.74M |
| 2 |
Corning
GLW
|
$2.48M |
| 3 |
Yum! Brands
YUM
|
$2.37M |
| 4 |
Tyson Foods
TSN
|
$2.27M |
| 5 |
TJX Companies
TJX
|
$2.19M |
Sector Composition
| 1 | Financials | 16.52% |
| 2 | Consumer Discretionary | 14.81% |
| 3 | Industrials | 14.68% |
| 4 | Real Estate | 11.83% |
| 5 | Healthcare | 10.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
451
JPMorgan Chase
JPM
$824B
| – | – |
-11,156
| Closed | -$734K |
|
|
JWN
452
DELISTED
Nordstrom
JWN
| – | – |
-27,462
| Closed | -$1.41M |
|
453
Kaiser Aluminum
KALU
$1.22B
| – | – |
-3,104
| Closed | -$267K |
|
454
Kraft Heinz
KHC
$31.9B
| – | – |
-5,248
| Closed | -$465K |
|
455
Lamar Advertising Co
LAMR
$12.8B
| – | – |
-3,368
| Closed | -$219K |
|
456
Lennox International
LII
$19.1B
| – | – |
-3,938
| Closed | -$615K |
|
457
LKQ Corp
LKQ
$8.23B
| – | – |
-19,249
| Closed | -$679K |
|
458
Eli Lilly
LLY
$661B
| – | – |
-13,848
| Closed | -$1.11M |
|
459
LXP Industrial Trust
LXP
$2.66B
| – | – |
-16,945
| Closed | -$175K |
|
460
Macy's
M
$4.36B
| – | – |
-35,944
| Closed | -$1.3M |
|
461
ManpowerGroup
MAN
$1.89B
| – | – |
-5,439
| Closed | -$384K |
|
462
Mattel
MAT
$5.87B
| – | – |
-12,273
| Closed | -$378K |
|
463
Microchip Technology
MCHP
$34.2B
| – | – |
-10,586
| Closed | -$328K |
|
464
Moody's
MCO
$89B
| – | – |
-10,661
| Closed | -$1.15M |
|
465
Mondelez International
MDLZ
$79.3B
| – | – |
-12,739
| Closed | -$550K |
|
466
Mohawk Industries
MHK
$8.11B
| – | – |
-3,712
| Closed | -$738K |
|
467
Molina Healthcare
MOH
$9.6B
| – | – |
-4,712
| Closed | -$270K |
|
|
MOMO
468
Hello Group
MOMO
$1.33B
| – | – |
-12,779
| Closed | -$291K |
|
469
MRC Global
MRC
$1.25B
| – | – |
-11,103
| Closed | -$179K |
|
470
Norwegian Cruise Line
NCLH
$11.5B
| – | – |
-6,918
| Closed | -$257K |
|
471
NextEra Energy, Inc.
NEE
$148B
| – | – |
-13,076
| Closed | -$404K |
|
472
Newmont
NEM
$82.8B
| – | – |
-6,797
| Closed | -$265K |
|
473
Northrop Grumman
NOC
$83.2B
| – | – |
-2,533
| Closed | -$541K |
|
474
Nokia
NOK
$23.6B
| – | – |
-16,631
| Closed | -$95K |
|
475
Nomad Foods
NOMD
$2.31B
| – | – |
-22,855
| Closed | -$273K |
|