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Quantbot Technologies Portfolio holdings
AUM
$2.54B
Turnover
50.19%
1-Year Est. Return
22.25%
This Fund
S&P 500
This Quarter Est. Return
-1.17%
1 Year Est. Return
+22.25%
3 Year Est. Return
+33.64%
5 Year Est. Return
+6.9%
10 Year Est. Return
+44.54%
AUM
$624M
AUM Growth
+$41.6M
(+7.1%)
Cap. Flow
+$37.9M
Cap. Flow % of AUM
Cap. Flow %
6.07%
Top 10 Holdings %
Top 10 Hldgs %
11.6%
Holding
1,613
New
566
Increased
296
Reduced
256
Closed
491
Avg Time Held
0.3
years
Top 10 Avg Time Held
0
years
Top 20 Avg Time Held
0
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan plc
AGN
|
+$8.16M |
| 2 |
Wells Fargo
WFC
|
+$8.09M |
| 3 |
Keurig Dr Pepper
KDP
|
+$7.71M |
| 4 |
RAI
Reynolds American Inc
RAI
|
+$7.31M |
| 5 |
Boeing
BA
|
+$6.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$10.8M |
| 2 |
United Parcel Service
UPS
|
+$10.5M |
| 3 |
Eli Lilly
LLY
|
+$9.28M |
| 4 |
Texas Instruments
TXN
|
+$8.27M |
| 5 |
Comcast
CMCSA
|
+$7.63M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 17.01% |
| 2 | Financials | 14.97% |
| 3 | Healthcare | 13.34% |
| 4 | Technology | 11.38% |
| 5 | Industrials | 10.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
376
DELISTED
Spirit AeroSystems
SPR
| $363K | 0.06% |
+8,008
| New | +$365K |
2016 Q1
0 quarters
|
|
377
US Bancorp
USB
$92.7B
| $359K | 0.06% |
8,865
-36,711
| -81% | -$1.47M |
2015 Q1
4 quarters
|
|
378
Vertex Pharmaceuticals
VRTX
$135B
| $353K | 0.06% |
4,445
+228
| +5% | +$20.6K |
2015 Q1
4 quarters
|
|
379
World Kinect Corp
WKC
$1.85B
| $352K | 0.06% |
+7,264
| New | +$312K |
2016 Q1
0 quarters
|
|
380
BJ's Restaurants
BJRI
$1.28B
| $351K | 0.06% |
8,451
+5,549
| +191% | +$237K |
2015 Q2
3 quarters
|
|
|
DNY
381
DELISTED
DONNELLEY R R & SONS CO
DNY
| $351K | 0.06% |
21,429
+5,976
| +39% | +$97.9K |
2015 Q4
1 quarter
|
|
382
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $350K | 0.06% |
10,221
+8,724
| +583% | +$317K |
2015 Q4
1 quarter
|
|
|
TIVO
383
DELISTED
Tivo Inc
TIVO
| $349K | 0.06% |
+17,062
| New | +$339K |
2016 Q1
0 quarters
|
|
384
Ross Stores
ROST
$72.7B
| $348K | 0.06% |
+6,020
| New | +$334K |
2016 Q1
0 quarters
|
|
385
DELISTED
Steelcase
SCS
| $345K | 0.06% |
23,184
+2,921
| +14% | +$38.8K |
2015 Q4
1 quarter
|
|
386
Ambev
ABEV
$43.2B
| $344K | 0.06% |
+66,415
| New | +$306K |
2016 Q1
0 quarters
|
|
387
Smith & Nephew
SNN
$12.6B
| $343K | 0.05% |
+10,320
| New | +$338K |
2016 Q1
0 quarters
|
|
388
Trinity Industries
TRN
$2B
| $343K | 0.05% |
+26,067
| New | +$366K |
2016 Q1
0 quarters
|
|
389
Quanta Services
PWR
$89.9B
| $341K | 0.05% |
15,159
-2,069
| -12% | -$41K |
2014 Q4
5 quarters
|
|
390
Assured Guaranty
AGO
$3.06B
| $339K | 0.05% |
13,416
-6,678
| -33% | -$164K |
2015 Q1
4 quarters
|
|
391
Cadence Design Systems
CDNS
$94.5B
| $339K | 0.05% |
14,408
-53,607
| -79% | -$1.12M |
2015 Q4
1 quarter
|
|
392
United Rentals
URI
$73.2B
| $337K | 0.05% |
+5,421
| New | +$301K |
2016 Q1
0 quarters
|
|
393
Lincoln Electric
LECO
$15.4B
| $333K | 0.05% |
+5,699
| New | +$310K |
2016 Q1
0 quarters
|
|
|
TWO
394
DELISTED
Two Harbors Investment
TWO
| $331K | 0.05% |
5,213
-539
| -9% | -$33.3K |
2015 Q2
3 quarters
|
|
395
Toronto Dominion Bank
TD
$205B
| $328K | 0.05% |
+7,606
| New | +$294K |
2016 Q1
0 quarters
|
|
|
VR
396
DELISTED
Validus Hold Ltd
VR
| $327K | 0.05% |
+6,939
| New | +$312K |
2016 Q1
0 quarters
|
|
397
DELISTED
US Steel
X
| $326K | 0.05% |
+20,343
| New | +$203K |
2016 Q1
0 quarters
|
|
398
Flowers Foods
FLO
$1.31B
| $324K | 0.05% |
17,557
-5,812
| -25% | -$110K |
2015 Q2
3 quarters
|
|
|
MIK
399
DELISTED
Michaels Stores, Inc
MIK
| $323K | 0.05% |
+11,562
| New | +$267K |
2016 Q1
0 quarters
|
|
|
TCF
400
DELISTED
TCF Financial Corporation
TCF
| $323K | 0.05% |
26,368
-6,805
| -21% | -$81.7K |
2015 Q4
1 quarter
|
|
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Quantbot Technologies's Q1 2016 Portfolio in Review
As of Q1 2016, Quantbot Technologies held 1,613 positions worth $624M, up 7.1% from $583M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantbot Technologies deployed $37.9M of net new capital in Q1 2016, opening 566 new positions and adding to 296 existing holdings. Its largest new stake was Keurig Dr Pepper: 84,504 shares worth $7.56M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was United Parcel Service, an estimated $10.5M trimmed.
- Quantbot Technologies's largest Q1 2016 buy was Keurig Dr Pepper: 84,504 shares worth $7.56M.
- Quantbot Technologies added most to Allergan plc in Q1 2016, an estimated $8.16M increase.
- Quantbot Technologies's biggest Q1 2016 reduction was United Parcel Service, cutting an estimated $10.5M.
- Quantbot Technologies fully exited Walt Disney in Q1 2016, selling an estimated $10.8M.
- Quantbot Technologies's ten largest holdings make up 12% of its $624M portfolio in Q1 2016.
- Quantbot Technologies opened 566 new positions and closed 491 in Q1 2016.
- Quantbot Technologies's portfolio value rose 7.1% quarter-over-quarter to $624M.
Based on Quantbot Technologies's 13F filing for Q1 2016, filed 28 Apr 2016.