QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
+7.92%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$124M
AUM Growth
–
Cap. Flow
+$124M
Cap. Flow
% of AUM
100%
Top 10 Holdings %
Top 10 Hldgs %
16.66%
Holding
198
New
198
Increased
–
Reduced
–
Closed
–
Top Buys
| 1 |
PG&E
PCG
|
$3.52M |
| 2 |
PVA
PENN VIRGINIA CORP
PVA
|
$3.12M |
| 3 |
Eastman Chemical
EMN
|
$2.07M |
| 4 |
Philip Morris
PM
|
$1.85M |
| 5 |
GTAT
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
|
$1.84M |
Top Sells
No sells this quarter
Sector Composition
| 1 | Energy | 18.35% |
| 2 | Consumer Discretionary | 16.82% |
| 3 | Healthcare | 8.64% |
| 4 | Technology | 7.49% |
| 5 | Utilities | 7.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
Saia
SAIA
$7.92B
| $1.12M | 0.91% |
+35,132
| New | +$1.12M |
|
|
PDCE
27
DELISTED
PDC Energy, Inc.
PDCE
| $1.07M | 0.86% |
+20,345
| New | +$1.07M |
|
28
HP
HPQ
$27B
| $1.06M | 0.86% |
+83,004
| New | +$1.06M |
|
|
POM
29
DELISTED
PEPCO HOLDINGS, INC.
POM
| $1.03M | 0.83% |
+53,914
| New | +$1.03M |
|
|
ATW
30
DELISTED
Atwood Oceanics
ATW
| $1.01M | 0.82% |
+19,238
| New | +$1.01M |
|
31
Nike
NKE
$111B
| $999K | 0.81% |
+25,382
| New | +$999K |
|
32
Lowe's Companies
LOW
$148B
| $995K | 0.81% |
+20,210
| New | +$995K |
|
|
BEAM
33
DELISTED
BEAM INC COM STK (DE)
BEAM
| $995K | 0.81% |
+14,679
| New | +$995K |
|
34
Dollar General
DG
$23.9B
| $976K | 0.79% |
+16,150
| New | +$976K |
|
35
Under Armour
UAA
$2.26B
| $949K | 0.77% |
+43,954
| New | +$949K |
|
|
FNFG
36
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $924K | 0.75% |
+87,560
| New | +$924K |
|
|
AAT
37
American Assets Trust
AAT
$1.26B
| $912K | 0.74% |
+28,615
| New | +$912K |
|
38
M&T Bank
MTB
$31.6B
| $878K | 0.71% |
+7,543
| New | +$878K |
|
|
AGN
39
DELISTED
ALLERGAN INC
AGN
| $866K | 0.7% |
+7,820
| New | +$866K |
|
40
Mohawk Industries
MHK
$8.41B
| $847K | 0.69% |
+5,740
| New | +$847K |
|
|
ESV
41
DELISTED
Ensco Rowan plc
ESV
| $844K | 0.68% |
+3,710
| New | +$844K |
|
|
PARA
42
DELISTED
Paramount Global Class B
PARA
| $843K | 0.68% |
+13,246
| New | +$843K |
|
|
TSL
43
DELISTED
Trina Solar Limited
TSL
| $842K | 0.68% |
+60,071
| New | +$842K |
|
44
Comcast
CMCSA
$125B
| $815K | 0.66% |
+31,420
| New | +$815K |
|
45
Walt Disney
DIS
$214B
| $813K | 0.66% |
+10,661
| New | +$813K |
|
46
Hormel Foods
HRL
$13.9B
| $802K | 0.65% |
+35,548
| New | +$802K |
|
47
AMC Networks
AMCX
$319M
| $801K | 0.65% |
+11,865
| New | +$801K |
|
|
TIF
48
DELISTED
Tiffany & Co.
TIF
| $800K | 0.65% |
+8,689
| New | +$800K |
|
49
Sally Beauty Holdings
SBH
$1.4B
| $798K | 0.65% |
+26,519
| New | +$798K |
|
50
American Electric Power
AEP
$58.1B
| $795K | 0.64% |
+17,035
| New | +$795K |
|