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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
+2%
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
$900M
AUM Growth
-$39.6M
(-4.2%)
Cap. Flow
-$36.1M
Cap. Flow % of AUM
Cap. Flow %
-4.02%
Top 10 Holdings %
Top 10 Hldgs %
13.86%
Holding
1,519
New
497
Increased
239
Reduced
309
Closed
471
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 |
General Mills
GIS
|
+$18.1M |
| 2 |
Costco
COST
|
+$15M |
| 3 |
Wells Fargo
WFC
|
+$13M |
| 4 |
Sysco
SYY
|
+$12.7M |
| 5 |
Oracle
ORCL
|
+$12.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PPL Corp
PPL
|
+$18.4M |
| 2 |
Mastercard
MA
|
+$16.3M |
| 3 |
Accenture
ACN
|
+$13M |
| 4 |
Chevron
CVX
|
+$12.7M |
| 5 |
Prologis
PLD
|
+$11.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 15.2% |
| 2 | Technology | 13.06% |
| 3 | Financials | 12.28% |
| 4 | Industrials | 12.26% |
| 5 | Healthcare | 10.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
351
NCR Voyix
VYX
$1.19B
| $525K | 0.06% |
26,587
-11,390
| -30% | -$224K |
2016 Q2
1 quarter
|
|
352
CRH
CRH
$57.5B
| $524K | 0.06% |
15,767
+15,493
| +5,654% | +$490K |
2016 Q1
2 quarters
|
|
353
Flex
FLEX
$28.3B
| $524K | 0.06% |
51,123
-213,738
| -81% | -$2.08M |
2016 Q1
2 quarters
|
|
|
BID
354
DELISTED
Sotheby's
BID
| $520K | 0.06% |
13,683
+9,883
| +260% | +$349K |
2015 Q2
5 quarters
|
|
355
Philips
PHG
$26.3B
| $517K | 0.06% |
+23,637
| New | +$484K |
2016 Q3
0 quarters
|
|
356
DELISTED
CyberArk
CYBR
| $514K | 0.06% |
+10,375
| New | +$552K |
2016 Q3
0 quarters
|
|
|
LSI
357
DELISTED
Life Storage, Inc.
LSI
| $511K | 0.06% |
8,624
-22,594
| -72% | -$1.45M |
2016 Q1
2 quarters
|
|
358
Vertex Pharmaceuticals
VRTX
$136B
| $507K | 0.06% |
+5,821
| New | +$550K |
2016 Q3
0 quarters
|
|
359
Kimberly-Clark
KMB
$37.4B
| $501K | 0.06% |
+3,976
| New | +$514K |
2016 Q3
0 quarters
|
|
|
PF
360
DELISTED
Pinnacle Foods, Inc.
PF
| $501K | 0.06% |
+9,995
| New | +$495K |
2016 Q3
0 quarters
|
|
|
FTR
361
DELISTED
Frontier Communications Corp.
FTR
| $498K | 0.06% |
7,997
+6,012
| +303% | +$428K |
2016 Q2
1 quarter
|
|
362
Healthpeak Properties
DOC
$13.3B
| $496K | 0.06% |
14,362
-192,733
| -93% | -$6.74M |
2015 Q2
5 quarters
|
|
|
SINA
363
DELISTED
Sina Corp
SINA
| $496K | 0.06% |
6,721
+6,461
| +2,485% | +$428K |
2016 Q1
2 quarters
|
|
364
Lowe's Companies
LOW
$115B
| $494K | 0.05% |
6,849
-29,546
| -81% | -$2.3M |
2016 Q1
2 quarters
|
|
365
SITE Centers
SITC
$196M
| $494K | 0.05% |
22,006
-85,199
| -79% | -$2.05M |
2016 Q2
1 quarter
|
|
366
EPAM Systems
EPAM
$7.15B
| $493K | 0.05% |
7,118
-872
| -11% | -$59.2K |
2016 Q2
1 quarter
|
|
|
PNRA
367
DELISTED
Panera Bread Co
PNRA
| $490K | 0.05% |
2,518
-2,766
| -52% | -$585K |
2016 Q1
2 quarters
|
|
|
BRCD
368
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $486K | 0.05% |
52,691
-37,449
| -42% | -$349K |
2016 Q2
1 quarter
|
|
369
B&G Foods
BGS
$175M
| $482K | 0.05% |
+9,816
| New | +$472K |
2016 Q3
0 quarters
|
|
|
PACW
370
DELISTED
PacWest Bancorp
PACW
| $481K | 0.05% |
+11,222
| New | +$468K |
2016 Q3
0 quarters
|
|
371
Eastman Chemical
EMN
$7.47B
| $479K | 0.05% |
+7,091
| New | +$476K |
2016 Q3
0 quarters
|
|
372
DELISTED
Qorvo
QRVO
| $475K | 0.05% |
+8,532
| New | +$484K |
2016 Q3
0 quarters
|
|
373
DELISTED
Sealed Air
SEE
| $473K | 0.05% |
+10,326
| New | +$486K |
2016 Q3
0 quarters
|
|
374
Western Digital
WDC
$133B
| $471K | 0.05% |
+10,673
| New | +$402K |
2016 Q3
0 quarters
|
|
|
WPZ
375
DELISTED
Williams Partners L.P.
WPZ
| $471K | 0.05% |
12,690
-17,279
| -58% | -$636K |
2016 Q1
2 quarters
|
|
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Quantbot Technologies's Q3 2016 Portfolio in Review
As of Q3 2016, Quantbot Technologies held 1,519 positions worth $900M, down 4.2% from $940M the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Quantbot Technologies withdrew a net $36.1M in Q3 2016, closing 471 positions and reducing 309 holdings. Its most notable exit was PPL Corp, an estimated $18.4M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 13% a quarter earlier, followed by Technology and Financials.
Against the trend, Quantbot Technologies opened a new position in General Mills worth $16.6M.
- Quantbot Technologies's largest Q3 2016 buy was General Mills: 259,904 shares worth $16.6M.
- Quantbot Technologies added most to Costco in Q3 2016, an estimated $15M increase.
- Quantbot Technologies's biggest Q3 2016 reduction was Chevron, cutting an estimated $12.7M.
- Quantbot Technologies fully exited PPL Corp in Q3 2016, selling an estimated $18.4M.
- Quantbot Technologies's ten largest holdings make up 14% of its $900M portfolio in Q3 2016.
- Quantbot Technologies opened 497 new positions and closed 471 in Q3 2016.
- Quantbot Technologies's portfolio value fell 4.2% quarter-over-quarter to $900M.
Based on Quantbot Technologies's 13F filing for Q3 2016, filed 31 Oct 2016.