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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 | |
|---|---|---|---|---|---|---|---|
|
1
PPL Corp
PPL
$26.1B
| $18.4M | 1.95% |
+486,109
| New | +$18.5M |
2016 Q2
0 quarters
|
|
|
2
Chevron
CVX
$444B
| $17.3M | 1.84% |
165,041
+153,570
| +1,339% | +$15.4M |
2016 Q1
1 quarter
|
|
|
3
Mastercard
MA
$546B
| $16.3M | 1.73% |
+184,946
| New | +$17.7M |
2016 Q2
0 quarters
|
|
|
4
Accenture
ACN
$147B
| $13M | 1.39% |
+114,952
| New | +$13.3M |
2016 Q2
0 quarters
|
|
5
Prologis
PLD
$122B
| $12M | 1.28% |
244,711
+227,322
| +1,307% | +$10.7M |
2015 Q4
2 quarters
|
|
6
McDonald's
MCD
$174B
| $11.7M | 1.25% |
+97,325
| New | +$12.2M |
2016 Q2
0 quarters
|
|
|
7
Check Point Software Technologies
CHKP
$14.4B
| $11.6M | 1.24% |
+145,921
| New | +$12.2M |
2016 Q2
0 quarters
|
|
8
NXP Semiconductors
NXPI
$60.7B
| $9.42M | 1% |
120,278
+114,517
| +1,988% | +$9.8M |
2015 Q3
3 quarters
|
|
9
Home Depot
HD
$314B
| $8.49M | 0.9% |
+66,505
| New | +$8.79M |
2016 Q2
0 quarters
|
|
10
PG&E
PCG
$39.8B
| $7.91M | 0.84% |
123,719
+100,041
| +423% | +$5.99M |
2015 Q4
2 quarters
|
|
11
Charles Schwab
SCHW
$159B
| $7.41M | 0.79% |
+292,926
| New | +$8.33M |
2016 Q2
0 quarters
|
|
12
Visa
V
$768B
| $7.36M | 0.78% |
+99,310
| New | +$7.78M |
2016 Q2
0 quarters
|
|
13
FedEx
FDX
$70.8B
| $7.28M | 0.77% |
+47,971
| New | +$7.78M |
2016 Q2
0 quarters
|
|
14
DELISTED
AvalonBay Communities
AVB
| $7.27M | 0.77% |
+40,323
| New | +$7.26M |
2016 Q2
0 quarters
|
|
15
Bread Financial
BFH
$4.12B
| $6.98M | 0.74% |
44,642
+41,743
| +1,440% | +$6.94M |
2015 Q4
2 quarters
|
|
16
Darden Restaurants
DRI
$24.2B
| $6.92M | 0.74% |
109,343
+96,286
| +737% | +$6.3M |
2016 Q1
1 quarter
|
|
17
PNC Financial Services
PNC
$89B
| $6.88M | 0.73% |
84,574
+59,245
| +234% | +$5.09M |
2016 Q1
1 quarter
|
|
18
Citizens Financial Group
CFG
$27.3B
| $6.75M | 0.72% |
338,009
+247,219
| +272% | +$5.49M |
2016 Q1
1 quarter
|
|
19
Kroger
KR
$37.7B
| $6.72M | 0.72% |
182,745
+140,915
| +337% | +$5.07M |
2015 Q4
2 quarters
|
|
20
Healthpeak Properties
DOC
$12.9B
| $6.67M | 0.71% |
207,095
+138,852
| +203% | +$4.31M |
2015 Q2
4 quarters
|
|
21
General Dynamics
GD
$93.8B
| $6.65M | 0.71% |
47,787
+32,745
| +218% | +$4.56M |
2015 Q3
3 quarters
|
|
22
Kinder Morgan
KMI
$75.8B
| $6.63M | 0.71% |
+354,111
| New | +$6.31M |
2016 Q2
0 quarters
|
|
23
Royal Caribbean
RCL
$77.5B
| $6.56M | 0.7% |
+97,730
| New | +$7.48M |
2016 Q2
0 quarters
|
|
24
Sherwin-Williams
SHW
$81.6B
| $6.45M | 0.69% |
+65,922
| New | +$6.42M |
2016 Q2
0 quarters
|
|
25
Cognizant
CTSH
$31.2B
| $6.3M | 0.67% |
+110,093
| New | +$6.65M |
2016 Q2
0 quarters
|
|
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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.