QSS
Quantitative Systematic Strategies Portfolio holdings
AUM
$11.5M
1-Year Return
21.99%
This Quarter Return
-3.29%
1 Year Return
+21.99%
3 Year Return
+132.84%
5 Year Return
+157.46%
10 Year Return
–
AUM
$172M
AUM Growth
+$32.4M
(+23%)
Cap. Flow
+$30.8M
Cap. Flow
% of AUM
17.89%
Top 10 Holdings %
Top 10 Hldgs %
10.66%
Holding
440
New
199
Increased
52
Reduced
40
Closed
149
Top Buys
| 1 |
DF
Dean Foods Company
DF
|
$1.89M |
| 2 |
JetBlue
JBLU
|
$1.87M |
| 3 |
Brink's
BCO
|
$1.81M |
| 4 |
RDC
Rowan Companies Plc
RDC
|
$1.72M |
| 5 |
ASNA
Ascena Retail Group, Inc.
ASNA
|
$1.68M |
Top Sells
| 1 |
Conagra Brands
CAG
|
$2.04M |
| 2 |
ETFC
E*Trade Financial Corporation
ETFC
|
$1.79M |
| 3 |
IBM
IBM
|
$1.73M |
| 4 |
Transocean
RIG
|
$1.7M |
| 5 |
SWI
SOLARWINDS INC COM STK (DE)
SWI
|
$1.51M |
Sector Composition
| 1 | Energy | 15.71% |
| 2 | Industrials | 13.11% |
| 3 | Consumer Discretionary | 11.76% |
| 4 | Technology | 10.08% |
| 5 | Financials | 9.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
CBI
151
DELISTED
Chicago Bridge & Iron Nv
CBI
| $486K | 0.28% |
+8,335
| New | +$486K |
|
152
Union Pacific
UNP
$131B
| $485K | 0.28% |
+4,467
| New | +$485K |
|
153
Chipotle Mexican Grill
CMG
$55.1B
| $480K | 0.28% |
+36,200
| New | +$480K |
|
|
PVA
154
DELISTED
PENN VIRGINIA CORP
PVA
| $479K | 0.28% |
37,479
+5,370
| +17% | +$68.6K |
|
|
ARRS
155
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $478K | 0.28% |
+16,468
| New | +$478K |
|
|
AGN
156
DELISTED
ALLERGAN INC
AGN
| $477K | 0.28% |
+2,658
| New | +$477K |
|
|
REXX
157
DELISTED
Rex Energy Corporation
REXX
| $471K | 0.27% |
3,483
+1,288
| +59% | +$174K |
|
|
SFY
158
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $468K | 0.27% |
+46,450
| New | +$468K |
|
159
Kennametal
KMT
$1.67B
| $468K | 0.27% |
+11,192
| New | +$468K |
|
160
Veeco
VECO
$1.47B
| $468K | 0.27% |
+13,202
| New | +$468K |
|
161
GATX Corp
GATX
$5.97B
| $466K | 0.27% |
+7,777
| New | +$466K |
|
162
Eastman Chemical
EMN
$7.93B
| $463K | 0.27% |
+5,623
| New | +$463K |
|
|
CRZO
163
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $463K | 0.27% |
+8,353
| New | +$463K |
|
164
Lear
LEA
$5.91B
| $461K | 0.27% |
5,116
-752
| -13% | -$67.8K |
|
165
Cheniere Energy
LNG
$51.8B
| $461K | 0.27% |
5,652
-5,406
| -49% | -$441K |
|
166
Dana Inc
DAN
$2.7B
| $457K | 0.27% |
23,139
+9,095
| +65% | +$180K |
|
167
Old Dominion Freight Line
ODFL
$31.7B
| $455K | 0.26% |
19,155
-7,824
| -29% | -$186K |
|
168
Goodyear
GT
$2.43B
| $452K | 0.26% |
+19,696
| New | +$452K |
|
169
Darling Ingredients
DAR
$5.07B
| $451K | 0.26% |
+24,355
| New | +$451K |
|
170
Motorola Solutions
MSI
$79.8B
| $450K | 0.26% |
+7,116
| New | +$450K |
|
171
United Therapeutics
UTHR
$18.1B
| $435K | 0.25% |
3,276
-1,274
| -28% | -$169K |
|
172
CF Industries
CF
$13.7B
| $431K | 0.25% |
7,735
+555
| +8% | +$30.9K |
|
|
MW
173
DELISTED
THE MENS WAREHOUSE INC
MW
| $424K | 0.25% |
8,847
+2,781
| +46% | +$133K |
|
|
WFM
174
DELISTED
Whole Foods Market Inc
WFM
| $422K | 0.25% |
+11,227
| New | +$422K |
|
175
Cirrus Logic
CRUS
$5.94B
| $403K | 0.23% |
18,702
-3,785
| -17% | -$81.6K |
|