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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 | |
|---|---|---|---|---|---|---|---|
126
Netflix
NFLX
$274B
| $1.4M | 0.22% |
137,010
-181,250
| -57% | -$1.78M |
2015 Q4
1 quarter
|
|
|
RDS.A
127
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.39M | 0.22% |
30,336
-28,985
| -49% | -$1.23M |
2015 Q3
2 quarters
|
|
128
Lockheed Martin
LMT
$139B
| $1.39M | 0.22% |
6,277
-11,402
| -64% | -$2.45M |
2015 Q4
1 quarter
|
|
129
Brinker International
EAT
$7.65B
| $1.38M | 0.22% |
+30,008
| New | +$1.44M |
2016 Q1
0 quarters
|
|
130
Union Pacific
UNP
$174B
| $1.38M | 0.22% |
+17,292
| New | +$1.34M |
2016 Q1
0 quarters
|
|
131
Allegion
ALLE
$15.2B
| $1.36M | 0.22% |
+21,323
| New | +$1.3M |
2016 Q1
0 quarters
|
|
132
DELISTED
Marathon Oil Corporation
MRO
| $1.36M | 0.22% |
+121,692
| New | +$1.14M |
2016 Q1
0 quarters
|
|
133
Agilent Technologies
A
$48.8B
| $1.35M | 0.22% |
+33,838
| New | +$1.29M |
2016 Q1
0 quarters
|
|
134
Corning
GLW
$107B
| $1.34M | 0.21% |
64,214
-20,769
| -24% | -$385K |
2015 Q4
1 quarter
|
|
|
ENDP
135
DELISTED
Endo International plc
ENDP
| $1.32M | 0.21% |
47,079
+38,616
| +456% | +$1.82M |
2015 Q4
1 quarter
|
|
136
JPMorgan Chase
JPM
$881B
| $1.32M | 0.21% |
+22,357
| New | +$1.31M |
2016 Q1
0 quarters
|
|
|
LLL
137
DELISTED
L3 Technologies, Inc.
LLL
| $1.31M | 0.21% |
11,093
+10,599
| +2,146% | +$1.24M |
2014 Q4
5 quarters
|
|
138
Lincoln National
LNC
$7.63B
| $1.29M | 0.21% |
33,030
+22,749
| +221% | +$888K |
2015 Q3
2 quarters
|
|
139
MGM Resorts International
MGM
$7.06B
| $1.29M | 0.21% |
60,169
-52,644
| -47% | -$1.04M |
2015 Q4
1 quarter
|
|
140
Revvity
RVTY
$17.7B
| $1.28M | 0.21% |
25,930
+25,047
| +2,837% | +$1.2M |
2015 Q4
1 quarter
|
|
141
Somnigroup International
SGI
$14.9B
| $1.26M | 0.2% |
82,748
+59,848
| +261% | +$886K |
2015 Q3
2 quarters
|
|
142
DELISTED
Electronic Arts
EA
| $1.25M | 0.2% |
18,974
+15,694
| +478% | +$1M |
2015 Q3
2 quarters
|
|
143
Fastenal
FAST
$59.6B
| $1.25M | 0.2% |
+102,052
| New | +$1.11M |
2016 Q1
0 quarters
|
|
144
H&R Block
HRB
$6.09B
| $1.25M | 0.2% |
+47,172
| New | +$1.48M |
2016 Q1
0 quarters
|
|
145
Blackstone
BX
$94.1B
| $1.24M | 0.2% |
+44,284
| New | +$1.17M |
2016 Q1
0 quarters
|
|
146
American Electric Power
AEP
$70.6B
| $1.24M | 0.2% |
+18,677
| New | +$1.16M |
2016 Q1
0 quarters
|
|
147
Entergy
ETR
$51.3B
| $1.23M | 0.2% |
30,944
+5,980
| +24% | +$217K |
2015 Q3
2 quarters
|
|
148
Flowserve
FLS
$8.67B
| $1.21M | 0.19% |
+27,284
| New | +$1.13M |
2016 Q1
0 quarters
|
|
149
Expeditors International
EXPD
$25.5B
| $1.2M | 0.19% |
+24,643
| New | +$1.13M |
2016 Q1
0 quarters
|
|
150
Agnico Eagle Mines
AEM
$88.1B
| $1.2M | 0.19% |
33,075
+23,838
| +258% | +$783K |
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.