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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 | |
|---|---|---|---|---|---|---|---|
376
KBR
KBR
$4.98B
| $469K | 0.05% |
31,024
+8,682
| +39% | +$128K |
2015 Q4
3 quarters
|
|
377
Pediatrix Medical
MD
$2.4B
| $469K | 0.05% |
+7,080
| New | +$484K |
2016 Q3
0 quarters
|
|
378
Ligand Pharmaceuticals
LGND
$6.14B
| $467K | 0.05% |
+7,343
| New | +$539K |
2016 Q3
0 quarters
|
|
|
CBI
379
DELISTED
Chicago Bridge & Iron Nv
CBI
| $465K | 0.05% |
16,591
+15,583
| +1,546% | +$505K |
2016 Q1
2 quarters
|
|
|
UMPQ
380
DELISTED
Umpqua Holdings Corp
UMPQ
| $464K | 0.05% |
+30,845
| New | +$481K |
2016 Q3
0 quarters
|
|
381
Coty
COTY
$2.83B
| $462K | 0.05% |
+19,673
| New | +$520K |
2016 Q3
0 quarters
|
|
|
QVCGA
382
DELISTED
QVC Group Inc Series A
QVCGA
| $459K | 0.05% |
473
-234
| -33% | -$258K |
2016 Q1
2 quarters
|
|
383
HNI Corp
HNI
$3.48B
| $458K | 0.05% |
+11,511
| New | +$583K |
2016 Q3
0 quarters
|
|
384
Criteo S.A.
CRTO
$729M
| $454K | 0.05% |
+12,948
| New | +$513K |
2016 Q3
0 quarters
|
|
385
National Fuel Gas
NFG
$7.69B
| $454K | 0.05% |
+8,405
| New | +$475K |
2016 Q3
0 quarters
|
|
386
Toro Company
TTC
$10B
| $454K | 0.05% |
9,704
+5,624
| +138% | +$263K |
2016 Q2
1 quarter
|
|
387
Loews
L
$23.2B
| $441K | 0.05% |
10,739
+3,661
| +52% | +$150K |
2016 Q2
1 quarter
|
|
388
Ryman Hospitality Properties
RHP
$9.05B
| $441K | 0.05% |
9,164
+8,103
| +764% | +$431K |
2016 Q2
1 quarter
|
|
389
Lincoln National
LNC
$7.87B
| $438K | 0.05% |
+9,331
| New | +$418K |
2016 Q3
0 quarters
|
|
390
Barclays
BCS
$73.4B
| $436K | 0.05% |
53,276
+15,373
| +41% | +$121K |
2016 Q2
1 quarter
|
|
391
Avient
AVNT
$3.72B
| $435K | 0.05% |
12,873
+750
| +6% | +$26K |
2016 Q2
1 quarter
|
|
392
Voya Financial
VOYA
$8.92B
| $435K | 0.05% |
15,126
-110,576
| -88% | -$3.02M |
2015 Q4
3 quarters
|
|
393
Reliance Steel & Aluminium
RS
$21.3B
| $434K | 0.05% |
6,027
-2,852
| -32% | -$214K |
2016 Q2
1 quarter
|
|
394
Jefferies Financial Group
JEF
$10.5B
| $432K | 0.05% |
+25,361
| New | +$420K |
2016 Q3
0 quarters
|
|
395
Scotiabank
BNS
$114B
| $427K | 0.05% |
8,061
-1,812
| -18% | -$93.7K |
2015 Q3
4 quarters
|
|
|
CHS
396
DELISTED
Chicos FAS, Inc.
CHS
| $427K | 0.05% |
35,913
-7,420
| -17% | -$87.7K |
2016 Q2
1 quarter
|
|
397
American Financial Group
AFG
$12.7B
| $415K | 0.05% |
5,539
+864
| +18% | +$63.7K |
2015 Q4
3 quarters
|
|
398
State Street
STT
$46.1B
| $414K | 0.05% |
5,951
-28,418
| -83% | -$1.86M |
2015 Q1
6 quarters
|
|
399
Smith & Nephew
SNN
$12.9B
| $413K | 0.05% |
12,625
+2,385
| +23% | +$80K |
2016 Q1
2 quarters
|
|
400
Casey's General Stores
CASY
$26.4B
| $411K | 0.05% |
+3,428
| New | +$441K |
2016 Q3
0 quarters
|
|
Similar funds
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.