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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
+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 | |
|---|---|---|---|---|---|---|---|
1001
Lindsay Corp
LNN
$1.14B
| $4K | ﹤0.01% |
+65
| New | +$4.62K |
2016 Q2
0 quarters
|
|
1002
Adamas Trust
ADAM
$695M
| $4K | ﹤0.01% |
200
-300
| -60% | -$6.7K |
2015 Q2
4 quarters
|
|
1003
Dillards
DDS
$11.2B
| $3K | ﹤0.01% |
+51
| New | +$3.33K |
2016 Q2
0 quarters
|
|
1004
Metallus
MTUS
$834M
| $3K | ﹤0.01% |
354
-1,046
| -75% | -$10.9K |
2015 Q4
2 quarters
|
|
|
TCP
1005
DELISTED
TC Pipelines LP
TCP
| $3K | ﹤0.01% |
67
-2,520
| -97% | -$137K |
2016 Q1
1 quarter
|
|
1006
Piper Sandler
PIPR
$4.63B
| $2K | ﹤0.01% |
+244
| New | +$2.59K |
2016 Q2
0 quarters
|
|
1007
Trustco Bank Corp NY
TRST
$945M
| $2K | ﹤0.01% |
79
-241
| -75% | -$7.63K |
2016 Q1
1 quarter
|
|
1008
Balchem Corp
BCPC
$5.52B
| $2K | ﹤0.01% |
+42
| New | +$2.57K |
2016 Q2
0 quarters
|
|
|
Y
1009
DELISTED
Alleghany Corp
Y
| $2K | ﹤0.01% |
5
+3
| +150% | +$1.56K |
2016 Q1
1 quarter
|
|
1010
Aon
AON
$65.1B
| $1K | ﹤0.01% |
+17
| New | +$1.8K |
2016 Q2
0 quarters
|
|
1011
Navios Maritime Partners
NMM
$2.55B
| $1K | ﹤0.01% |
67
-40
| -37% | -$860 |
2015 Q3
3 quarters
|
|
1012
Redwood Trust
RWT
$392M
| $1K | ﹤0.01% |
+123
| New | +$1.65K |
2016 Q2
0 quarters
|
|
1013
UMB Financial
UMBF
$10.3B
| $1K | ﹤0.01% |
35
-539
| -94% | -$29.3K |
2015 Q3
3 quarters
|
|
|
ORBC
1014
DELISTED
ORBCOMM, Inc.
ORBC
| $1K | ﹤0.01% |
+200
| New | +$1.93K |
2016 Q2
0 quarters
|
|
1015
American Airlines Group
AAL
$8.35B
| – | – |
-6,470
| Closed | -$265K | – |
|
1016
American Assets Trust
AAT
$1.31B
| – | – |
-562
| Closed | -$22K | – |
|
1017
Ambev
ABEV
$51.3B
| – | – |
-66,415
| Closed | -$344K | – |
|
1018
Asbury Automotive
ABG
$3.11B
| – | – |
-1,676
| Closed | -$100K | – |
|
1019
Aecom
ACM
$7.83B
| – | – |
-1,202
| Closed | -$37K | – |
|
1020
Analog Devices
ADI
$187B
| – | – |
-6,661
| Closed | -$394K | – |
|
1021
Automatic Data Processing
ADP
$122B
| – | – |
-31,571
| Closed | -$2.83M | – |
|
1022
Autodesk
ADSK
$53.3B
| – | – |
-29,855
| Closed | -$1.74M | – |
|
1023
Ameren
AEE
$30.2B
| – | – |
-18,505
| Closed | -$927K | – |
|
1024
American Electric Power
AEP
$71.1B
| – | – |
-18,677
| Closed | -$1.24M | – |
|
1025
AES
AES
$10.7B
| – | – |
-19,577
| Closed | -$231K | – |
|
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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.