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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 | |
|---|---|---|---|---|---|---|---|
451
Commercial Metals
CMC
$6.94B
| $314K | 0.03% |
+19,449
| New | +$316K |
2016 Q3
0 quarters
|
|
452
Designer Brands
DBI
$325M
| $314K | 0.03% |
+15,369
| New | +$360K |
2016 Q3
0 quarters
|
|
453
Honda
HMC
$44.3B
| $313K | 0.03% |
+10,839
| New | +$310K |
2016 Q3
0 quarters
|
|
|
TIF
454
DELISTED
Tiffany & Co.
TIF
| $313K | 0.03% |
+4,318
| New | +$288K |
2016 Q3
0 quarters
|
|
|
CBM
455
DELISTED
Cambrex Corporation
CBM
| $312K | 0.03% |
+7,040
| New | +$343K |
2016 Q3
0 quarters
|
|
456
Advance Auto Parts
AAP
$2.83B
| $309K | 0.03% |
2,076
-17,631
| -89% | -$2.82M |
2015 Q4
3 quarters
|
|
457
3D Systems Corp
DDD
$505M
| $305K | 0.03% |
+17,009
| New | +$255K |
2016 Q3
0 quarters
|
|
|
SSRI
458
DELISTED
Silver Standard Resources
SSRI
| $304K | 0.03% |
+25,224
| New | +$340K |
2016 Q3
0 quarters
|
|
459
MillerKnoll
MLKN
$1.45B
| $301K | 0.03% |
10,541
-450
| -4% | -$14.9K |
2015 Q4
3 quarters
|
|
460
Cleveland-Cliffs
CLF
$7.93B
| $300K | 0.03% |
+51,295
| New | +$335K |
2016 Q3
0 quarters
|
|
461
IPG Photonics
IPGP
$3.02B
| $300K | 0.03% |
3,651
+3,267
| +851% | +$273K |
2016 Q2
1 quarter
|
|
462
Lithia Motors
LAD
$6.5B
| $300K | 0.03% |
+3,146
| New | +$264K |
2016 Q3
0 quarters
|
|
463
Ultrapar
UGP
$8.25B
| $299K | 0.03% |
+27,408
| New | +$306K |
2016 Q3
0 quarters
|
|
|
INXN
464
DELISTED
Interxion Holding N.V.
INXN
| $299K | 0.03% |
+8,281
| New | +$309K |
2016 Q3
0 quarters
|
|
|
BBL
465
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $298K | 0.03% |
9,818
-56,409
| -85% | -$1.51M |
2016 Q2
1 quarter
|
|
466
Belden
BDC
$4.07B
| $297K | 0.03% |
4,311
+3,395
| +371% | +$236K |
2014 Q2
9 quarters
|
|
467
H.B. Fuller
FUL
$2.67B
| $296K | 0.03% |
6,390
-6,197
| -49% | -$287K |
2015 Q4
3 quarters
|
|
468
Puma Biotechnology
PBYI
$569M
| $296K | 0.03% |
4,424
-1,743
| -28% | -$88.1K |
2016 Q2
1 quarter
|
|
|
ZNGA
469
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $293K | 0.03% |
101,000
-78,700
| -44% | -$219K |
2016 Q2
1 quarter
|
|
470
Booking.com
BKNG
$117B
| $292K | 0.03% |
+4,975
| New | +$277K |
2016 Q3
0 quarters
|
|
|
SFLY
471
DELISTED
Shutterfly, Inc.
SFLY
| $292K | 0.03% |
6,561
+3,619
| +123% | +$179K |
2016 Q2
1 quarter
|
|
472
InterDigital
IDCC
$8.45B
| $289K | 0.03% |
3,650
+2,912
| +395% | +$194K |
2015 Q1
6 quarters
|
|
473
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $289K | 0.03% |
+6,180
| New | +$289K |
2016 Q3
0 quarters
|
|
474
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $289K | 0.03% |
11,384
-2,779
| -20% | -$70.5K |
2016 Q2
1 quarter
|
|
475
Donaldson
DCI
$9.8B
| $285K | 0.03% |
+7,658
| New | +$279K |
2016 Q3
0 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.