We are live on !
Find out more
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 | |
|---|---|---|---|---|---|---|---|
26
Bristol-Myers Squibb
BMY
$125B
| $6.44M | 0.72% |
119,473
+93,477
| +360% | +$6M |
2016 Q2
1 quarter
|
|
27
DELISTED
Interpublic Group of Companies
IPG
| $6.24M | 0.69% |
279,422
+224,607
| +410% | +$5.16M |
2016 Q2
1 quarter
|
|
|
LVLT
28
DELISTED
Level 3 Communications Inc
LVLT
| $6.24M | 0.69% |
134,462
+118,051
| +719% | +$5.97M |
2016 Q1
2 quarters
|
|
29
Weyerhaeuser
WY
$13.7B
| $6.13M | 0.68% |
+191,824
| New | +$6.06M |
2016 Q3
0 quarters
|
|
30
Enterprise Products Partners
EPD
$79B
| $5.47M | 0.61% |
197,849
+89,604
| +83% | +$2.48M |
2016 Q1
2 quarters
|
|
31
DELISTED
Discover Financial Services
DFS
| $5.43M | 0.6% |
96,020
+86,944
| +958% | +$4.98M |
2016 Q1
2 quarters
|
|
32
Berkshire Hathaway Class B
BRK.B
$1.15T
| $5.37M | 0.6% |
+37,170
| New | +$5.44M |
2016 Q3
0 quarters
|
|
33
Whirlpool
WHR
$1.73B
| $5.36M | 0.6% |
+33,061
| New | +$5.86M |
2016 Q3
0 quarters
|
|
34
Apple
AAPL
$5.02T
| $5.06M | 0.56% |
178,912
-56
| -0% | -$1.48K |
2015 Q3
4 quarters
|
|
35
PPG Industries
PPG
$24.5B
| $5.02M | 0.56% |
+48,555
| New | +$5.09M |
2016 Q3
0 quarters
|
|
36
Teva Pharmaceutical Industries Limited
TEVA
$47.4B
| $4.76M | 0.53% |
103,544
+14,486
| +16% | +$756K |
2016 Q1
2 quarters
|
|
37
Tractor Supply
TSCO
$17B
| $4.7M | 0.52% |
349,335
+293,830
| +529% | +$4.89M |
2016 Q2
1 quarter
|
|
38
Dentsply Sirona
XRAY
$1.81B
| $4.51M | 0.5% |
75,931
+19,875
| +35% | +$1.22M |
2016 Q1
2 quarters
|
|
39
Dick's Sporting Goods
DKS
$14B
| $4.34M | 0.48% |
+76,571
| New | +$4.21M |
2016 Q3
0 quarters
|
|
40
Boeing
BA
$152B
| $4.33M | 0.48% |
+32,883
| New | +$4.33M |
2016 Q3
0 quarters
|
|
|
SHPG
41
DELISTED
Shire pic
SHPG
| $4.31M | 0.48% |
22,219
+14,657
| +194% | +$2.86M |
2016 Q2
1 quarter
|
|
42
Viatris
VTRS
$21.2B
| $4.3M | 0.48% |
112,676
+79,855
| +243% | +$3.55M |
2016 Q2
1 quarter
|
|
43
Dollar General
DG
$29.1B
| $4.21M | 0.47% |
+60,220
| New | +$5.1M |
2016 Q3
0 quarters
|
|
|
AGN
44
DELISTED
Allergan plc
AGN
| $4.21M | 0.47% |
+18,284
| New | +$4.47M |
2016 Q3
0 quarters
|
|
|
45
Chevron
CVX
$445B
| $4.2M | 0.47% |
40,800
-124,241
| -75% | -$12.7M |
2016 Q1
2 quarters
|
|
|
RAI
46
DELISTED
Reynolds American Inc
RAI
| $4.12M | 0.46% |
+87,309
| New | +$4.38M |
2016 Q3
0 quarters
|
|
47
Lennar Class A
LEN
$18.5B
| $4.07M | 0.45% |
+101,030
| New | +$4.48M |
2016 Q3
0 quarters
|
|
|
XLNX
48
DELISTED
Xilinx Inc
XLNX
| $4M | 0.44% |
+73,568
| New | +$3.78M |
2016 Q3
0 quarters
|
|
49
DELISTED
Kellanova
K
| $3.98M | 0.44% |
54,706
+27,455
| +101% | +$2.1M |
2016 Q1
2 quarters
|
|
50
American Airlines Group
AAL
$8.1B
| $3.95M | 0.44% |
+108,028
| New | +$3.82M |
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.