QT
Quantbot Technologies Portfolio holdings
AUM
$3.9B
This Quarter Return
+6.28%
1 Year Return
+6.06%
3 Year Return
+15.52%
5 Year Return
+20.93%
10 Year Return
+4.18%
AUM
$161M
AUM Growth
-$29.5M
(-15%)
Cap. Flow
-$35.1M
Cap. Flow
% of AUM
-21.76%
Top 10 Holdings %
Top 10 Hldgs %
11.88%
Holding
1,003
New
516
Increased
92
Reduced
142
Closed
252
Top Buys
| 1 |
Bank of America
BAC
|
$2.12M |
| 2 |
McDonald's
MCD
|
$1.87M |
| 3 |
VIAB
Viacom Inc. Class B
VIAB
|
$1.86M |
| 4 |
LNKD
LinkedIn Corporation
LNKD
|
$1.53M |
| 5 |
PepsiCo
PEP
|
$1.51M |
Top Sells
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$4.61M |
| 2 |
Walmart
WMT
|
$2.4M |
| 3 |
Occidental Petroleum
OXY
|
$2.39M |
| 4 |
Medtronic
MDT
|
$2.37M |
| 5 |
Walt Disney
DIS
|
$2.22M |
Sector Composition
| 1 | Financials | 15.49% |
| 2 | Industrials | 11.6% |
| 3 | Technology | 11.36% |
| 4 | Consumer Discretionary | 11.1% |
| 5 | Energy | 10.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
Caterpillar
CAT
$194B
| $940K | 0.58% |
11,281
+3,423
| +44% | +$285K |
|
27
Capital One
COF
$142B
| $934K | 0.58% |
+13,596
| New | +$934K |
|
28
Eaton
ETN
$134B
| $903K | 0.56% |
+13,131
| New | +$903K |
|
|
WBA
29
DELISTED
Walgreens Boots Alliance
WBA
| $893K | 0.55% |
16,600
-10,765
| -39% | -$579K |
|
30
Transocean
RIG
$2.82B
| $886K | 0.55% |
+19,927
| New | +$886K |
|
31
Agilent Technologies
A
$35.5B
| $858K | 0.53% |
23,418
+13,819
| +144% | +$506K |
|
|
DTV
32
DELISTED
DIRECTV COM STK (DE)
DTV
| $858K | 0.53% |
+14,368
| New | +$858K |
|
33
Abbott
ABT
$230B
| $841K | 0.52% |
25,356
-33,028
| -57% | -$1.1M |
|
|
AGN
34
DELISTED
ALLERGAN INC
AGN
| $841K | 0.52% |
+9,307
| New | +$841K |
|
35
Boeing
BA
$176B
| $840K | 0.52% |
+7,150
| New | +$840K |
|
36
Exelon
EXC
$43.8B
| $830K | 0.51% |
+39,298
| New | +$830K |
|
|
HOT
37
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $816K | 0.51% |
12,283
+11,883
| +2,971% | +$789K |
|
38
Chubb
CB
$111B
| $804K | 0.5% |
+8,600
| New | +$804K |
|
|
JCP
39
DELISTED
J.C. Penney Company, Inc.
JCP
| $803K | 0.5% |
+91,094
| New | +$803K |
|
40
Herbalife
HLF
$1.02B
| $801K | 0.5% |
22,980
-2,414
| -10% | -$84.1K |
|
41
Exxon Mobil
XOM
$477B
| $790K | 0.49% |
9,182
-318
| -3% | -$27.4K |
|
42
Xerox
XRX
$478M
| $785K | 0.49% |
+28,963
| New | +$785K |
|
|
SWY
43
DELISTED
SAFEWAY INC
SWY
| $781K | 0.48% |
+27,303
| New | +$781K |
|
44
Northrop Grumman
NOC
$83.2B
| $752K | 0.47% |
7,900
-8,090
| -51% | -$770K |
|
45
Visa
V
$681B
| $743K | 0.46% |
15,564
+13,172
| +551% | +$629K |
|
46
Wheaton Precious Metals
WPM
$46.5B
| $743K | 0.46% |
+30,000
| New | +$743K |
|
47
Texas Instruments
TXN
$178B
| $742K | 0.46% |
+18,429
| New | +$742K |
|
48
TSMC
TSM
$1.2T
| $727K | 0.45% |
+42,898
| New | +$727K |
|
49
Owens Corning
OC
$12.4B
| $714K | 0.44% |
18,818
+14,733
| +361% | +$559K |
|
50
FirstEnergy
FE
$25.1B
| $710K | 0.44% |
+19,480
| New | +$710K |
|