QT
Quantbot Technologies Portfolio holdings
AUM
$3.9B
This Quarter Return
+8.1%
1 Year Return
+6.06%
3 Year Return
+15.52%
5 Year Return
+20.93%
10 Year Return
+4.18%
AUM
$204M
AUM Growth
+$204M
(+27%)
Cap. Flow
+$37.2M
Cap. Flow
% of AUM
18.19%
Top 10 Holdings %
Top 10 Hldgs %
10.98%
Holding
1,340
New
589
Increased
185
Reduced
178
Closed
385
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$6.78M |
| 2 |
HP
HPQ
|
$2.25M |
| 3 |
LO
LORILLARD INC COM STK
LO
|
$1.72M |
| 4 |
American International
AIG
|
$1.67M |
| 5 |
Western Digital
WDC
|
$1.63M |
Top Sells
| 1 |
JPMorgan Chase
JPM
|
$2.38M |
| 2 |
Procter & Gamble
PG
|
$2.08M |
| 3 |
Morgan Stanley
MS
|
$2.03M |
| 4 |
McDonald's
MCD
|
$1.87M |
| 5 |
VIAB
Viacom Inc. Class B
VIAB
|
$1.86M |
Sector Composition
| 1 | Technology | 13.2% |
| 2 | Financials | 13.09% |
| 3 | Consumer Discretionary | 10.62% |
| 4 | Energy | 10.28% |
| 5 | Industrials | 9.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
SPDR S&P 500 ETF Trust
SPY
$658B
| $6.78M | 3.32% | +36,700 | New | +$6.78M |
|
|
2
HP
HPQ
$26.7B
| $2.25M | 1.1% | +80,256 | New | +$2.25M |
|
|
COV
3
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $1.84M | 0.9% | 27,043 +22,643 | +515% | +$1.54M |
|
4
APA Corp
APA
$8.31B
| $1.78M | 0.87% | 20,758 +4,412 | +27% | +$379K |
|
|
LO
5
DELISTED
LORILLARD INC COM STK
LO
| $1.72M | 0.84% | +33,848 | New | +$1.72M |
|
|
6
American International
AIG
$45.1B
| $1.68M | 0.82% | 32,913 +32,689 | +14,593% | +$1.67M |
|
|
7
Western Digital
WDC
$27.9B
| $1.63M | 0.8% | +19,380 | New | +$1.63M |
|
8
Lincoln National
LNC
$8.14B
| $1.62M | 0.79% | 31,288 +23,788 | +317% | +$1.23M |
|
|
YHOO
9
DELISTED
Yahoo Inc
YHOO
| $1.6M | 0.78% | +39,500 | New | +$1.6M |
|
10
Regions Financial
RF
$24.4B
| $1.57M | 0.77% | 158,822 +40,822 | +35% | +$404K |
|
11
Accenture
ACN
$162B
| $1.49M | 0.73% | 18,071 -950 | -5% | -$78.1K |
|
12
Delta Air Lines
DAL
$40.3B
| $1.48M | 0.72% | +53,735 | New | +$1.48M |
|
|
LNKD
13
DELISTED
LinkedIn Corporation
LNKD
| $1.48M | 0.72% | 6,804 +568 | +9% | +$123K |
|
14
TSMC
TSM
$1.2T
| $1.47M | 0.72% | 84,481 +41,583 | +97% | +$725K |
|
15
CME Group
CME
$96B
| $1.46M | 0.71% | 18,577 +16,777 | +932% | +$1.32M |
|
16
DuPont de Nemours
DD
$32.2B
| $1.45M | 0.71% | 32,633 +1,887 | +6% | +$83.7K |
|
17
Best Buy
BBY
$15.6B
| $1.44M | 0.7% | +36,131 | New | +$1.44M |
|
18
Tyson Foods
TSN
$20.2B
| $1.43M | 0.7% | 42,634 +19,733 | +86% | +$660K |
|
|
GAP
19
The Gap, Inc.
GAP
$8.21B
| $1.41M | 0.69% | 36,036 +29,074 | +418% | +$1.14M |
|
|
MRO
20
DELISTED
Marathon Oil Corporation
MRO
| $1.41M | 0.69% | 39,899 +26,899 | +207% | +$949K |
|
|
DNR
21
DELISTED
Denbury Resources, Inc.
DNR
| $1.39M | 0.68% | 84,713 +75,013 | +773% | +$1.23M |
|
22
US Bancorp
USB
$76B
| $1.37M | 0.67% | +33,872 | New | +$1.37M |
|
23
Corning
GLW
$57.4B
| $1.36M | 0.66% | +76,083 | New | +$1.36M |
|
24
CSX Corp
CSX
$60.6B
| $1.35M | 0.66% | 46,840 +5,261 | +13% | +$151K |
|
25
SLM Corp
SLM
$6.52B
| $1.34M | 0.66% | 51,009 +36,560 | +253% | +$960K |
|