QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
This Quarter Return
+1.5%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$249M
AUM Growth
+$249M
(+45%)
Cap. Flow
+$74M
Cap. Flow
% of AUM
29.73%
Top 10 Holdings %
Top 10 Hldgs %
12.39%
Holding
508
New
217
Increased
55
Reduced
43
Closed
192
Top Buys
| 1 |
WPX
WPX Energy, Inc.
WPX
|
$3.8M |
| 2 |
FMC
FMC
|
$3.47M |
| 3 |
AGN
ALLERGAN INC
AGN
|
$2.87M |
| 4 |
Designer Brands
DBI
|
$2.8M |
| 5 |
CHS
Chicos FAS, Inc.
CHS
|
$2.72M |
Top Sells
| 1 |
DF
Dean Foods Company
DF
|
$2.46M |
| 2 |
JetBlue
JBLU
|
$2.29M |
| 3 |
SLXP
SALIX PHARMACEUTICALS LTD DEL
SLXP
|
$2.22M |
| 4 |
Brink's
BCO
|
$1.81M |
| 5 |
ASNA
Ascena Retail Group, Inc.
ASNA
|
$1.68M |
Sector Composition
| 1 | Industrials | 14.72% |
| 2 | Consumer Discretionary | 13.23% |
| 3 | Energy | 12.36% |
| 4 | Financials | 12.05% |
| 5 | Healthcare | 11.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
Honeywell
HON
$138B
| $2.04M | 0.82% |
20,222
+10,531
| +109% | +$1.06M |
|
27
Illinois Tool Works
ITW
$76.4B
| $1.91M | 0.77% |
+19,878
| New | +$1.91M |
|
28
Dollar General
DG
$24.3B
| $1.9M | 0.76% |
26,748
+22,151
| +482% | +$1.57M |
|
|
WLL
29
DELISTED
Whiting Petroleum Corporation
WLL
| $1.89M | 0.76% |
56,906
+47,016
| +475% | +$1.56M |
|
|
HIBB
30
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $1.87M | 0.75% |
38,590
+8,302
| +27% | +$402K |
|
31
AvalonBay Communities
AVB
$26.9B
| $1.85M | 0.74% |
+11,188
| New | +$1.85M |
|
32
SPX Corp
SPXC
$9.1B
| $1.82M | 0.73% |
+20,856
| New | +$1.82M |
|
33
Exxon Mobil
XOM
$489B
| $1.8M | 0.72% |
+19,427
| New | +$1.8M |
|
34
Interface
TILE
$1.55B
| $1.79M | 0.72% |
+107,413
| New | +$1.79M |
|
|
WFM
35
DELISTED
Whole Foods Market Inc
WFM
| $1.76M | 0.71% |
34,834
+23,607
| +210% | +$1.19M |
|
36
Werner Enterprises
WERN
$1.71B
| $1.71M | 0.69% |
+54,720
| New | +$1.71M |
|
37
Eaton
ETN
$134B
| $1.71M | 0.69% |
+24,843
| New | +$1.71M |
|
|
CRR
38
DELISTED
Carbo Ceramics Inc.
CRR
| $1.69M | 0.68% |
+42,424
| New | +$1.69M |
|
|
IDTI
39
DELISTED
Integrated Device Technology I
IDTI
| $1.69M | 0.68% |
85,002
+70,996
| +507% | +$1.41M |
|
40
Nike
NKE
$110B
| $1.68M | 0.68% |
+17,373
| New | +$1.68M |
|
41
Alcoa
AA
$8.01B
| $1.58M | 0.63% |
99,700
+85,688
| +612% | +$1.36M |
|
|
X
42
DELISTED
US Steel
X
| $1.57M | 0.63% |
58,199
+36,988
| +174% | +$999K |
|
|
UTIW
43
DELISTED
UTI WORLDWIDE INC
UTIW
| $1.54M | 0.62% |
+127,630
| New | +$1.54M |
|
44
Mohawk Industries
MHK
$8.11B
| $1.53M | 0.62% |
+9,837
| New | +$1.53M |
|
45
Cisco
CSCO
$268B
| $1.53M | 0.61% |
+53,919
| New | +$1.53M |
|
|
AGN
46
DELISTED
Allergan plc
AGN
| $1.52M | 0.61% |
5,859
+360
| +7% | +$93.5K |
|
47
McDonald's
MCD
$225B
| $1.48M | 0.6% |
+15,725
| New | +$1.48M |
|
|
WDR
48
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $1.47M | 0.59% |
+29,662
| New | +$1.47M |
|
49
Hershey
HSY
$37.7B
| $1.44M | 0.58% |
+13,619
| New | +$1.44M |
|
50
Essex Property Trust
ESS
$16.8B
| $1.42M | 0.57% |
6,801
+5,498
| +422% | +$1.15M |
|