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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 | |
|---|---|---|---|---|---|---|---|
401
Equity Lifestyle Properties
ELS
$11.8B
| $405K | 0.05% |
+10,520
| New | +$418K |
2016 Q3
0 quarters
|
|
|
TWO
402
DELISTED
Two Harbors Investment
TWO
| $405K | 0.05% |
5,947
-2,011
| -25% | -$142K |
2015 Q2
5 quarters
|
|
|
CTB
403
DELISTED
Cooper Tire & Rubber Co.
CTB
| $404K | 0.04% |
10,645
-14,504
| -58% | -$485K |
2015 Q4
3 quarters
|
|
404
Gold Fields
GFI
$30.8B
| $403K | 0.04% |
+83,154
| New | +$471K |
2016 Q3
0 quarters
|
|
405
Dollar Tree
DLTR
$23.5B
| $402K | 0.04% |
+5,099
| New | +$459K |
2016 Q3
0 quarters
|
|
406
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $401K | 0.04% |
6,892
-11,575
| -63% | -$631K |
2016 Q2
1 quarter
|
|
407
DELISTED
Hologic
HOLX
| $397K | 0.04% |
10,248
+5,383
| +111% | +$203K |
2015 Q4
3 quarters
|
|
408
Compañía de Minas Buenaventura
BVN
$7.09B
| $393K | 0.04% |
28,425
-44,711
| -61% | -$626K |
2016 Q2
1 quarter
|
|
409
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $393K | 0.04% |
16,573
+14,961
| +928% | +$380K |
2016 Q2
1 quarter
|
|
|
FINL
410
DELISTED
Finish Line
FINL
| $391K | 0.04% |
16,952
-29,488
| -63% | -$667K |
2016 Q1
2 quarters
|
|
|
HRG
411
DELISTED
HRG Group, Inc.
HRG
| $387K | 0.04% |
24,711
+16,458
| +199% | +$249K |
2016 Q2
1 quarter
|
|
412
Barrick Mining
B
$62.8B
| $385K | 0.04% |
21,764
-32,240
| -60% | -$643K |
2016 Q2
1 quarter
|
|
413
Wynn Resorts
WYNN
$7.49B
| $380K | 0.04% |
3,901
-38,476
| -91% | -$3.75M |
2016 Q1
2 quarters
|
|
414
AXIS Capital
AXS
$7.49B
| $375K | 0.04% |
6,918
+786
| +13% | +$43.4K |
2016 Q1
2 quarters
|
|
415
Wintrust Financial
WTFC
$10.2B
| $373K | 0.04% |
+6,720
| New | +$362K |
2016 Q3
0 quarters
|
|
416
Alkermes
ALKS
$7.32B
| $372K | 0.04% |
7,911
+7,442
| +1,587% | +$354K |
2016 Q2
1 quarter
|
|
417
Allison Transmission
ALSN
$8.78B
| $369K | 0.04% |
12,900
+8,794
| +214% | +$248K |
2014 Q1
10 quarters
|
|
|
WDR
418
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $369K | 0.04% |
+20,331
| New | +$370K |
2016 Q3
0 quarters
|
|
419
Genworth Financial
GNW
$3.37B
| $366K | 0.04% |
73,800
+132
| +0.2% | +$507 |
2016 Q1
2 quarters
|
|
420
Snap-on
SNA
$18.5B
| $364K | 0.04% |
+2,398
| New | +$371K |
2016 Q3
0 quarters
|
|
421
Sony
SONY
$152B
| $364K | 0.04% |
+54,920
| New | +$352K |
2016 Q3
0 quarters
|
|
422
Home BancShares
HOMB
$6.02B
| $363K | 0.04% |
+17,456
| New | +$375K |
2016 Q3
0 quarters
|
|
423
NETSCOUT
NTCT
$2.88B
| $360K | 0.04% |
+12,333
| New | +$338K |
2016 Q3
0 quarters
|
|
424
Expeditors International
EXPD
$25.5B
| $359K | 0.04% |
6,986
-5,617
| -45% | -$284K |
2016 Q1
2 quarters
|
|
425
Netflix
NFLX
$274B
| $359K | 0.04% |
36,520
-104,140
| -74% | -$994K |
2015 Q4
3 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.