Alpha Quant Advisors, LLC

data from 31/03/2019

Capitalization

$ 99.767 M

3.54%

Performance

$ 9.266 M

9.62%

Average holding period

1 years

Capitalization

Portfolio size

Portfolio performance

Portfolio performance %

Performance compared to S&P 500 (%)

Stock in Alpha Quant Advisors, LLC

Date Ticket Name Weight Capitalization Share number First added Performance ($) Performance (%)
2019/03/31 AMGN AMGEN INC 2.40% 2.391 M $ 12583 2018/12/31 -36.626 K $ -1.49 %
2019/03/31 CSCO CISCO SYS INC 2.11% 2.101 M $ 38909 2018/12/31 475.914 K $ 26.89 %
2019/03/31 PG PROCTER AND GAMBLE CO 2.10% 2.099 M $ 20174 2018/12/31 237.751 K $ 12.75 %
2019/03/31 CAH CARDINAL HEALTH INC 1.85% 1.843 M $ 37891 2018/12/31 176.605 K $ 10.03 %
2019/03/31 VZ VERIZONMUNICATIONS INC 1.80% 1.798 M $ 30401 2018/12/31 92.755 K $ 5.10 %
2019/03/31 CMI CUMMINS INC 1.71% 1.705 M $ 10799 2018/12/31 318.659 K $ 21.47 %
2019/03/31 OMC OMNICOM GROUP INC 1.61% 1.609 M $ 21856 2018/12/31 8.338 K $ 0.52 %
2019/03/31 BA BOEING CO 1.61% 1.608 M $ 4216 2018/12/31 320.138 K $ 21.41 %
2019/03/31 TAP MOLSON COORS BREWING CO 1.52% 1.514 M $ 25391 2018/12/31 93.781 K $ 7.50 %
2019/03/31 WBA WALGREENS BOOTS ALLIANCE INC 1.50% 1.501 M $ 23730 2018/12/31 -113.807 K $ -7.08 %
2019/03/31 JNJ JOHNSON & JOHNSON 1.49% 1.487 M $ 10636 2018/12/31 90.938 K $ 7.69 %
2019/03/31 LRCX LAM RESEARCH CORP 1.48% 1.477 M $ 8201 2018/12/31 420.155 K $ 35.61 %
2019/03/31 WMT WALMART INC 1.41% 1.406 M $ 14332 2018/12/31 72.160 K $ 4.99 %
2019/03/31 VLO VALERO ENERGY CORP NEW 1.39% 1.385 M $ 16327 2018/12/31 193.674 K $ 15.29 %
2019/03/31 MO ALTRIA GROUP INC 1.30% 1.301 M $ 22347 2018/12/31 199.809 K $ 16.53 %
2019/03/31 MU MICRON TECHNOLOGY INC 1.29% 1.291 M $ 31243 2018/12/31 335.609 K $ 33.16 %
2019/03/31 CHD CHURCH & DWIGHT INC 1.29% 1.285 M $ 18045 2018/12/31 138.079 K $ 9.44 %
2019/03/31 MCK MCKESSON CORP 1.27% 1.270 M $ 10818 2018/12/31 89.893 K $ 7.57 %
2019/03/31 STX SEAGATE TECHNOLOGY PLC SHS 1.26% 1.255 M $ 25865 2018/12/31 260.986 K $ 25.49 %
2019/03/31 NTAP NETAPP INC 1.25% 1.246 M $ 17966 2018/12/31 197.406 K $ 17.95 %
2019/03/31 CLX CLOROX CO DEL 1.24% 1.239 M $ 7720 2018/12/31 730.000 $ 2.81 %
2019/03/31 WDC WESTERN DIGITAL CORP 1.24% 1.237 M $ 25474 2018/12/31 325.393 K $ 33.10 %
2019/03/31 BMY BRISTOL MYERS SQUIBB CO 1.23% 1.231 M $ 25809 2018/12/31 -137.267 K $ -9.41 %
2019/03/31 FL FOOT LOCKER INC 1.23% 1.224 M $ 20206 2018/12/31 170.264 K $ 15.04 %
2019/03/31 NRG NRG ENERGY INC 1.23% 1.224 M $ 28817 2018/12/31 16.343 K $ 5.50 %
2019/03/31 AAPL APPLE INC 1.22% 1.214 M $ 6389 2018/12/31 221.168 K $ 21.23 %
2019/03/31 SYY SYSCO CORP 1.21% 1.208 M $ 18084 2018/12/31 80.541 K $ 6.57 %
2019/03/31 LUV SOUTHWEST AIRLS CO 1.21% 1.204 M $ 23191 2018/12/31 101.474 K $ 12.72 %
2019/03/31 MNST MONSTER BEVERAGE CORP NEW 1.20% 1.202 M $ 22029 2018/12/31 76.713 K $ 8.25 %
2019/03/31 SBUX STARBUCKS CORP 1.20% 1.196 M $ 16091 2018/12/31 154.785 K $ 14.84 %
2019/03/31 LYB LYONDELLBASELL INDUSTRIES N 1.19% 1.190 M $ 14154 2018/12/31 57.198 K $ 4.82 %
2019/03/31 GILD GILEAD SCIENCES INC 1.19% 1.185 M $ 18229 2018/12/31 62.783 K $ 5.33 %
2019/03/31 NVDA NVIDIA CORP 1.14% 1.141 M $ 6359 2018/12/31 334.084 K $ 36.55 %
2019/03/31 KSS KOHLS CORP 1.11% 1.104 M $ 15894 2018/12/31 64.261 K $ 5.83 %
2019/03/31 KLAC KLA-TENCOR CORP 1.10% 1.102 M $ 9234 2018/12/31 315.624 K $ 36.49 %
2019/03/31 HFC HOLLYFRONTIER CORP 1.09% 1.089 M $ 22111 2018/12/31 -45.810 K $ -3.91 %
2019/03/31 BBY BEST BUY INC 1.09% 1.085 M $ 15157 2018/12/31 298.753 K $ 36.12 %
2019/03/31 PHM PULTE GROUP INC 1.09% 1.083 M $ 38597 2018/12/31 73.727 K $ 7.31 %
2019/03/31 FFIV F5 NETWORKS INC 1.08% 1.082 M $ 6894 2018/12/31 -3.970 K $ -0.35 %
2019/03/31 ABBV ABBVIE INC 1.08% 1.073 M $ 13315 2018/12/31 -155.712 K $ -12.38 %
2019/03/31 ABC AMERISOURCEBERGEN CORP 1.07% 1.070 M $ 13466 2018/12/31 67.146 K $ 6.30 %
2019/03/31 AMAT APPLIED MATLS INC 1.04% 1.038 M $ 26169 2018/12/31 233.493 K $ 25.63 %
2019/03/31 V VISA INC 1.03% 1.030 M $ 6595 2018/12/31 177.645 K $ 19.18 %
2019/03/31 EXPD EXPEDITORS INTL WASH INC 1.02% 1.021 M $ 13458 2018/12/31 138.703 K $ 13.97 %
2019/03/31 JNPR JUNIPER NETWORKS INC 1.02% 1.017 M $ 38447 2018/12/31 11.403 K $ 1.08 %
2019/03/31 BKNG BOOKING HLDGS INC 1.02% 1.017 M $ 583 2018/12/31 24.294 K $ 2.14 %
2019/03/31 NKE NIKE INC 1.02% 1.014 M $ 12012 2018/12/31 141.952 K $ 14.96 %
2019/03/31 HPQ HP INC 1.01% 1.012 M $ 51626 2018/12/31 -21.997 K $ -1.99 %
2019/03/31 MPC MARATHON PETE CORP 1.00% 995.000 K $ 16627 2018/12/31 35.355 K $ 3.46 %
2019/03/31 CF CF INDS HLDGS INC 0.98% 974.000 K $ 23807 2018/12/31 -40.056 K $ -3.89 %
2019/03/31 CHRW C H ROBINSON WORLDWIDE INC 0.96% 957.000 K $ 11008 2018/12/31 50.987 K $ 5.01 %
2019/03/31 FCX FREEPORT-MCMORAN INC 0.95% 947.000 K $ 73475 2018/12/31 208.959 K $ 27.07 %
2019/03/31 META FACEBOOK INC 0.95% 946.000 K $ 5676 2018/12/31 227.352 K $ 28.71 %
2019/03/31 GWW GRAINGER W W INC 0.88% 879.000 K $ 2922 2018/12/31 88.318 K $ 10.23 %
2019/03/31 BIIB BIOGEN INC 0.82% 822.000 K $ 3476 2018/12/31 -309.714 K $ -22.74 %
2019/03/31 AGG ISHARES TR 0.82% 821.000 K $ 7523 2018/12/31 13.691 K $ 1.71 %
2019/03/31 PFE PFIZER INC 0.77% 770.000 K $ 18121 2018/12/31 -16.704 K $ -1.86 %
2019/03/31 MUB ISHARES TR NATIONAL MUN ETF 0.75% 751.000 K $ 6750 2018/12/31 11.542 K $ 1.57 %
2019/03/31 TGT TARGET CORP 0.69% 686.000 K $ 8547 2018/12/31 123.851 K $ 20.99 %
2019/03/31 APD AIR PRODS & CHEMS INC 0.66% 658.000 K $ 3422 2018/12/31 106.927 K $ 19.51 %
2019/03/31 IGSB ISHARES TR 1 3 YR CR BD ETF 0.65% 647.000 K $ 12236 2018/12/31 11.501 K $ 1.82 %
2019/03/31 AEP AMERICAN ELEC PWR INC 0.65% 644.000 K $ 7681 2018/12/31 62.393 K $ 10.81 %
2019/03/31 IBM INTERNATIONAL BUSINESS MACHS 0.63% 631.000 K $ 4473 2018/12/31 125.052 K $ 26.05 %
2019/03/31 ECL ECOLAB INC 0.63% 631.000 K $ 3564 2018/12/31 108.899 K $ 21.27 %
2019/03/31 SO SOUTHERN CO 0.63% 626.000 K $ 12120 2018/12/31 91.602 K $ 17.06 %
2019/03/31 KMB KIMBERLY CLARK CORP 0.62% 619.000 K $ 4957 2018/12/31 43.708 K $ 7.68 %
2019/03/31 PEP PEPSICO INC 0.60% 600.000 K $ 4898 2018/12/31 53.925 K $ 10.43 %
2019/03/31 CVX CHEVRON CORP NEW 0.60% 597.000 K $ 4841 2018/12/31 74.709 K $ 14.85 %
2019/03/31 TXN TEXAS INSTRS INC 0.60% 597.000 K $ 5623 2018/12/31 76.511 K $ 14.97 %
2019/03/31 PPG PPG INDS INC 0.60% 594.000 K $ 5264 2018/12/31 59.949 K $ 11.73 %
2019/03/31 EMR EMERSON ELEC CO 0.59% 593.000 K $ 8650 2018/12/31 86.392 K $ 17.38 %
2019/03/31 WELL WELLTOWER INC 0.59% 587.000 K $ 7564 2018/12/31 55.577 K $ 11.03 %
2019/03/31 KO COCA COLA CO 0.59% 587.000 K $ 12432 2018/12/31 -11.250 K $ -1.33 %
2019/03/31 ED CONSOLIDATED EDISON INC 0.58% 581.000 K $ 6855 2018/12/31 52.190 K $ 10.27 %
2019/03/31 PFG PRINCIPAL FINL GROUP INC 0.58% 581.000 K $ 11583 2018/12/31 87.979 K $ 17.67 %
2019/03/31 XOM EXXON MOBIL CORP 0.58% 577.000 K $ 7147 2018/12/31 93.602 K $ 19.87 %
2019/03/31 VTR VENTAS INC 0.58% 577.000 K $ 8923 2018/12/31 39.877 K $ 7.98 %
2019/03/31 MBB ISHARES TR MBS ETF 0.57% 573.000 K $ 5381 2018/12/31 5.703 K $ 1.01 %
2019/03/31 LMT LOCKHEED MARTIN CORP 0.56% 561.000 K $ 1869 2018/12/31 75.476 K $ 16.20 %
2019/03/31 DUK DUKE ENERGY CORP NEW 0.56% 554.000 K $ 6153 2018/12/31 17.602 K $ 3.45 %
2019/03/31 UPS UNITED PARCEL SERVICE INC 0.55% 546.000 K $ 4886 2018/12/31 78.466 K $ 17.32 %
2019/03/31 LLY LILLY ELI & CO 0.54% 542.000 K $ 4178 2018/12/31 85.965 K $ 11.52 %
2019/03/31 WTR AQUA AMERICA INC 0.36% 364.000 K $ 10000 2018/12/31 23.875 K $ 5.59 %
2019/03/31 CVS CVS HEALTH CORP 0.36% 358.000 K $ 6629 2018/12/31 -48.741 K $ -17.28 %
2019/03/31 SCHX SCHWAB STRATEGIC TR US LRG CAP ETF 0.33% 325.000 K $ 4810 2018/12/31 41.324 K $ 14.55 %
2019/03/31 EL LAUDER ESTEE COS INC 0.30% 300.000 K $ 1808 2018/12/31 76.551 K $ 26.67 %
2019/03/31 ALGN ALIGN TECHNOLOGY INC 0.30% 297.000 K $ 1044 2018/12/31 93.287 K $ 36.16 %
2019/03/31 CAG CONAGRA BRANDS INC 0.29% 294.000 K $ 10621 2018/12/31 91.874 K $ 29.35 %
2019/03/31 ALXN ALEXION PHARMACEUTICALS INC 0.29% 291.000 K $ 2155 2019/03/31 0.000 $ 0.00 %
2019/03/31 TSN TYSON FOODS INC 0.29% 291.000 K $ 4194 2018/12/31 64.075 K $ 30.51 %
2019/03/31 ISRG INTUITIVE SURGICAL INC 0.28% 282.000 K $ 493 2018/12/31 67.930 K $ 20.16 %
2019/03/31 SJM SMUCKER J M CO 0.28% 279.000 K $ 2393 2018/12/31 47.148 K $ 23.81 %
2019/03/31 A AGILENT TECHNOLOGIES INC 0.27% 274.000 K $ 3417 2018/12/31 59.149 K $ 20.83 %
2019/03/31 WELLCARE HEALTH PLANS INC 0.27% 270.000 K $ 1001 2018/12/31 36.417 K $ 14.39 %
2019/03/31 SYK STRYKER CORP 0.27% 270.000 K $ 1367 2019/03/31 0.000 $ 0.00 %
2019/03/31 PRGO PERRIGO CO PLC 0.27% 269.000 K $ 5590 2018/12/31 36.940 K $ 26.58 %
2019/03/31 ZTS ZOETIS INC 0.26% 263.000 K $ 2614 2018/12/31 50.944 K $ 18.73 %
2019/03/31 ETR ENTERGY CORP NEW 0.26% 263.000 K $ 2755 2018/12/31 27.986 K $ 9.62 %
2019/03/31 BAX BAXTER INTL INC 0.26% 263.000 K $ 3220 2018/12/31 62.651 K $ 24.19 %
2019/03/31 MKC MCCORMICK & CO INC 0.26% 257.000 K $ 1704 2018/12/31 27.032 K $ 7.95 %