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 | |
|---|---|---|---|---|---|---|
51
Brown & Brown
BRO
$31.5B
| $795K | 0.64% |
+51,156
| New | +$795K |
|
52
Norwegian Cruise Line
NCLH
$11.6B
| $795K | 0.64% |
+22,550
| New | +$795K |
|
|
CFN
53
DELISTED
CAREFUSION CORPORATION
CFN
| $795K | 0.64% |
+19,889
| New | +$795K |
|
54
BJ's Restaurants
BJRI
$750M
| $793K | 0.64% |
+25,552
| New | +$793K |
|
|
SRCI
55
DELISTED
SRC Energy Inc
SRCI
| $792K | 0.64% |
+85,909
| New | +$792K |
|
56
KB Home
KBH
$4.49B
| $791K | 0.64% |
+43,652
| New | +$791K |
|
57
Civitas Resources
CIVI
$3.29B
| $779K | 0.63% |
+161
| New | +$779K |
|
|
KOG
58
DELISTED
KODIAK OIL & GAS CORP
KOG
| $779K | 0.63% |
+70,141
| New | +$779K |
|
|
CRZO
59
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $772K | 0.62% |
+17,356
| New | +$772K |
|
60
Freeport-McMoran
FCX
$66.1B
| $762K | 0.62% |
+20,229
| New | +$762K |
|
61
OGE Energy
OGE
$8.92B
| $752K | 0.61% |
+22,233
| New | +$752K |
|
62
Itron
ITRI
$5.54B
| $744K | 0.6% |
+17,953
| New | +$744K |
|
|
AGN
63
DELISTED
Allergan plc
AGN
| $730K | 0.59% |
+4,405
| New | +$730K |
|
|
SCG
64
DELISTED
Scana
SCG
| $716K | 0.58% |
+15,258
| New | +$716K |
|
|
GPOR
65
DELISTED
Gulfport Energy Corp.
GPOR
| $680K | 0.55% |
+11,099
| New | +$680K |
|
|
RPAI
66
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $677K | 0.55% |
+53,057
| New | +$677K |
|
67
American International
AIG
$45.3B
| $675K | 0.55% |
+13,201
| New | +$675K |
|
68
Eaton
ETN
$136B
| $673K | 0.54% |
+8,854
| New | +$673K |
|
69
Alexandria Real Estate Equities
ARE
$14.2B
| $657K | 0.53% |
+10,296
| New | +$657K |
|
70
Entergy
ETR
$39.4B
| $653K | 0.53% |
+20,638
| New | +$653K |
|
71
Regis Corp
RGS
$54.8M
| $634K | 0.51% |
+2,171
| New | +$634K |
|
72
Capri Holdings
CPRI
$2.59B
| $614K | 0.5% |
+7,558
| New | +$614K |
|
73
Chipotle Mexican Grill
CMG
$55.5B
| $601K | 0.49% |
+56,500
| New | +$601K |
|
74
H&R Block
HRB
$6.88B
| $596K | 0.48% |
+20,471
| New | +$596K |
|
75
Aon
AON
$80.5B
| $571K | 0.46% |
+6,857
| New | +$571K |
|