We are live on !
Find out more
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
+0.4%
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
$940M
AUM Growth
+$315M
(+50%)
Cap. Flow
+$331M
Cap. Flow % of AUM
Cap. Flow %
35.22%
Top 10 Holdings %
Top 10 Hldgs %
13.42%
Holding
1,604
New
482
Increased
306
Reduced
233
Closed
582
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 |
PPL Corp
PPL
|
+$18.5M |
| 2 |
Mastercard
MA
|
+$17.7M |
| 3 |
Chevron
CVX
|
+$15.4M |
| 4 |
Accenture
ACN
|
+$13.3M |
| 5 |
Check Point Software Technologies
CHKP
|
+$12.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan plc
AGN
|
+$8.75M |
| 2 |
Wells Fargo
WFC
|
+$8.36M |
| 3 |
RAI
Reynolds American Inc
RAI
|
+$7.48M |
| 4 |
Medtronic
MDT
|
+$7.33M |
| 5 |
Boeing
BA
|
+$6.55M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 13.47% |
| 2 | Consumer Discretionary | 13.46% |
| 3 | Technology | 12.23% |
| 4 | Industrials | 11% |
| 5 | Healthcare | 9.79% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
476
Groupon
GRPN
$648M
| $326K | 0.03% |
5,016
+4,551
| +979% | +$337K |
2015 Q4
2 quarters
|
|
477
Sunstone Hotel Investors
SHO
$2.32B
| $323K | 0.03% |
+26,815
| New | +$336K |
2016 Q2
0 quarters
|
|
478
DELISTED
NEVRO CORP.
NVRO
| $323K | 0.03% |
+4,389
| New | +$298K |
2016 Q2
0 quarters
|
|
479
Public Service Enterprise Group
PEG
$35.8B
| $321K | 0.03% |
+6,888
| New | +$313K |
2016 Q2
0 quarters
|
|
480
Invesco Mortgage Capital
IVR
$596M
| $319K | 0.03% |
2,335
+1,734
| +289% | +$233K |
2016 Q1
1 quarter
|
|
481
Evercore
EVR
$9.7B
| $318K | 0.03% |
+7,205
| New | +$359K |
2016 Q2
0 quarters
|
|
482
TechnipFMC
FTI
$27.3B
| $318K | 0.03% |
+16,037
| New | +$332K |
2016 Q2
0 quarters
|
|
483
DELISTED
Staples Inc
SPLS
| $317K | 0.03% |
+36,812
| New | +$351K |
2016 Q2
0 quarters
|
|
484
DaVita
DVA
$11.9B
| $315K | 0.03% |
+4,078
| New | +$308K |
2016 Q2
0 quarters
|
|
485
Himax Technologies
HIMX
$1.97B
| $313K | 0.03% |
+37,977
| New | +$375K |
2016 Q2
0 quarters
|
|
486
Thor Industries
THO
$3.59B
| $313K | 0.03% |
+4,849
| New | +$310K |
2016 Q2
0 quarters
|
|
487
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $310K | 0.03% |
+14,163
| New | +$310K |
2016 Q2
0 quarters
|
|
|
VRE
488
DELISTED
Veris Residential
VRE
| $309K | 0.03% |
+11,460
| New | +$293K |
2016 Q2
0 quarters
|
|
489
Korn Ferry
KFY
$4.39B
| $307K | 0.03% |
+14,875
| New | +$407K |
2016 Q2
0 quarters
|
|
490
IMAX
IMAX
$2.94B
| $304K | 0.03% |
10,314
+1,677
| +19% | +$52.6K |
2016 Q1
1 quarter
|
|
|
HMHC
491
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $304K | 0.03% |
+19,469
| New | +$354K |
2016 Q2
0 quarters
|
|
492
Las Vegas Sands
LVS
$23B
| $303K | 0.03% |
6,989
-28,166
| -80% | -$1.32M |
2016 Q1
1 quarter
|
|
|
SPN
493
DELISTED
Superior Energy Services, Inc.
SPN
| $303K | 0.03% |
+1,651
| New | +$270K |
2016 Q2
0 quarters
|
|
494
W.R. Berkley
WRB
$27.2B
| $302K | 0.03% |
+17,040
| New | +$283K |
2016 Q2
0 quarters
|
|
495
Nordson
NDSN
$17.7B
| $301K | 0.03% |
3,610
+1,801
| +100% | +$145K |
2015 Q2
4 quarters
|
|
496
American States Water
AWR
$3.38B
| $300K | 0.03% |
6,847
+374
| +6% | +$15.1K |
2016 Q1
1 quarter
|
|
497
Liberty Global Class A
LBTYA
$2.68B
| $300K | 0.03% |
+10,345
| New | +$336K |
2016 Q2
0 quarters
|
|
498
Timken Company
TKR
$7.54B
| $300K | 0.03% |
+9,803
| New | +$329K |
2016 Q2
0 quarters
|
|
499
Sun Life Financial
SLF
$43.8B
| $297K | 0.03% |
+9,059
| New | +$304K |
2016 Q2
0 quarters
|
|
500
DELISTED
Healthcare Realty Trust Incorporated
HR
| $297K | 0.03% |
+8,493
| New | +$269K |
2016 Q2
0 quarters
|
|
Similar funds
Quantbot Technologies's Q2 2016 Portfolio in Review
As of Q2 2016, Quantbot Technologies held 1,604 positions worth $940M, up 50% from $624M the previous quarter. Its ten largest holdings account for 13% of the portfolio.
Quantbot Technologies deployed $331M of net new capital in Q2 2016, opening 482 new positions and adding to 306 existing holdings. Its largest new stake was PPL Corp: 486,109 shares worth $18.4M.
By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 15% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was Wells Fargo, an estimated $8.36M trimmed.
- Quantbot Technologies's largest Q2 2016 buy was PPL Corp: 486,109 shares worth $18.4M.
- Quantbot Technologies added most to Chevron in Q2 2016, an estimated $15.4M increase.
- Quantbot Technologies's biggest Q2 2016 reduction was Wells Fargo, cutting an estimated $8.36M.
- Quantbot Technologies fully exited Allergan plc in Q2 2016, selling an estimated $8.75M.
- Quantbot Technologies's ten largest holdings make up 13% of its $940M portfolio in Q2 2016.
- Quantbot Technologies opened 482 new positions and closed 582 in Q2 2016.
- Quantbot Technologies's portfolio value rose 50% quarter-over-quarter to $940M.
Based on Quantbot Technologies's 13F filing for Q2 2016, filed 2 Aug 2016.