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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 | |
|---|---|---|---|---|---|---|---|
201
Associated Banc-Corp
ASB
$5.71B
| $876K | 0.14% |
+48,866
| New | +$855K |
2016 Q1
0 quarters
|
|
|
STMP
202
DELISTED
Stamps.com, Inc.
STMP
| $870K | 0.14% |
8,188
+6,970
| +572% | +$713K |
2015 Q4
1 quarter
|
|
203
EOG Resources
EOG
$85.5B
| $869K | 0.14% |
11,976
-61,550
| -84% | -$4.25M |
2015 Q4
1 quarter
|
|
204
Darden Restaurants
DRI
$24B
| $865K | 0.14% |
+13,057
| New | +$826K |
2016 Q1
0 quarters
|
|
|
RSPP
205
DELISTED
RSP Permian, Inc.
RSPP
| $853K | 0.14% |
+29,374
| New | +$690K |
2016 Q1
0 quarters
|
|
206
CBRE Group
CBRE
$35.7B
| $837K | 0.13% |
29,060
+26,722
| +1,143% | +$735K |
2015 Q3
2 quarters
|
|
207
Williams-Sonoma
WSM
$29.7B
| $830K | 0.13% |
30,334
+27,238
| +880% | +$739K |
2015 Q4
1 quarter
|
|
|
TWX
208
DELISTED
Time Warner Inc
TWX
| $830K | 0.13% |
+11,450
| New | +$788K |
2016 Q1
0 quarters
|
|
209
United Therapeutics
UTHR
$25.2B
| $812K | 0.13% |
+7,296
| New | +$923K |
2016 Q1
0 quarters
|
|
210
Franklin Templeton
BEN
$15.8B
| $806K | 0.13% |
20,647
+8,549
| +71% | +$303K |
2015 Q4
1 quarter
|
|
211
Burlington
BURL
$15.6B
| $799K | 0.13% |
14,219
+6,732
| +90% | +$352K |
2015 Q4
1 quarter
|
|
212
Regency Centers
REG
$13.5B
| $798K | 0.13% |
+10,669
| New | +$763K |
2016 Q1
0 quarters
|
|
213
RTX Corp
RTX
$258B
| $792K | 0.13% |
12,577
+5,690
| +83% | +$330K |
2015 Q4
1 quarter
|
|
214
ResMed
RMD
$35.6B
| $784K | 0.13% |
13,560
+1,509
| +13% | +$85.4K |
2015 Q3
2 quarters
|
|
215
Fortinet
FTNT
$132B
| $777K | 0.12% |
126,950
-12,410
| -9% | -$68.5K |
2015 Q4
1 quarter
|
|
|
GWPH
216
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $775K | 0.12% |
10,748
+9,070
| +541% | +$498K |
2015 Q4
1 quarter
|
|
|
PPS
217
DELISTED
Post Properties
PPS
| $775K | 0.12% |
12,983
+3,359
| +35% | +$192K |
2015 Q3
2 quarters
|
|
218
L3Harris
LHX
$47.3B
| $774K | 0.12% |
+9,948
| New | +$796K |
2016 Q1
0 quarters
|
|
219
Prologis
PLD
$120B
| $768K | 0.12% |
17,389
-28,958
| -62% | -$1.16M |
2015 Q4
1 quarter
|
|
220
Brown-Forman Class B
BF.B
$13.5B
| $753K | 0.12% |
+23,922
| New | +$739K |
2016 Q1
0 quarters
|
|
221
Globe Life
GL
$11.9B
| $751K | 0.12% |
+13,877
| New | +$739K |
2016 Q1
0 quarters
|
|
222
Willis Towers Watson
WTW
$30.2B
| $748K | 0.12% |
+6,308
| New | +$726K |
2016 Q1
0 quarters
|
|
223
Sally Beauty Holdings
SBH
$1.63B
| $747K | 0.12% |
+23,081
| New | +$685K |
2016 Q1
0 quarters
|
|
224
AGNC Investment
AGNC
$10.5B
| $746K | 0.12% |
40,059
+30,569
| +322% | +$543K |
2015 Q1
4 quarters
|
|
225
Canadian Natural Resources
CNQ
$114B
| $740K | 0.12% |
+56,740
| New | +$605K |
2016 Q1
0 quarters
|
|
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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.