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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 | |
|---|---|---|---|---|---|---|---|
526
MSC Industrial Direct
MSM
$6.63B
| $230K | 0.03% |
3,136
-2,392
| -43% | -$174K |
2016 Q2
1 quarter
|
|
527
Kaiser Aluminum
KALU
$1.72B
| $228K | 0.03% |
2,644
+1,963
| +288% | +$169K |
2016 Q2
1 quarter
|
|
528
TTM Technologies
TTMI
$9.01B
| $228K | 0.03% |
+19,928
| New | +$197K |
2016 Q3
0 quarters
|
|
529
Gogo Inc
GOGO
$297M
| $227K | 0.03% |
20,632
-7,213
| -26% | -$76.6K |
2016 Q1
2 quarters
|
|
530
Asbury Automotive
ABG
$3.1B
| $226K | 0.03% |
+4,070
| New | +$227K |
2016 Q3
0 quarters
|
|
531
Pilgrim's Pride
PPC
$6.51B
| $224K | 0.02% |
10,632
+7,108
| +202% | +$165K |
2016 Q2
1 quarter
|
|
|
SONC
532
DELISTED
Sonic Corp
SONC
| $221K | 0.02% |
8,443
-10,812
| -56% | -$298K |
2016 Q2
1 quarter
|
|
533
Ziff Davis
ZD
$1.98B
| $219K | 0.02% |
3,784
-862
| -19% | -$50.2K |
2015 Q4
3 quarters
|
|
|
USCR
534
DELISTED
U S Concrete, Inc.
USCR
| $219K | 0.02% |
4,773
+3,364
| +239% | +$189K |
2016 Q2
1 quarter
|
|
535
RBC Bearings
RBC
$15.1B
| $218K | 0.02% |
+2,858
| New | +$218K |
2016 Q3
0 quarters
|
|
536
Unisys
UIS
$191M
| $215K | 0.02% |
+22,108
| New | +$205K |
2016 Q3
0 quarters
|
|
537
DELISTED
California Resources Corporation
CRC
| $215K | 0.02% |
17,247
-13,440
| -44% | -$153K |
2016 Q2
1 quarter
|
|
538
Rayonier
RYN
$5.64B
| $212K | 0.02% |
+8,820
| New | +$215K |
2016 Q3
0 quarters
|
|
|
BFX
539
DELISTED
BowFlex Inc.
BFX
| $212K | 0.02% |
9,355
+2,545
| +37% | +$54.2K |
2016 Q1
2 quarters
|
|
540
DELISTED
National Storage Affiliates Trust
NSA
| $208K | 0.02% |
+9,945
| New | +$208K |
2016 Q3
0 quarters
|
|
541
ATI
ATI
$22.4B
| $207K | 0.02% |
+11,494
| New | +$191K |
2016 Q3
0 quarters
|
|
|
ZOES
542
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $206K | 0.02% |
+9,302
| New | +$295K |
2016 Q3
0 quarters
|
|
543
Banc of California
BANC
$2.85B
| $205K | 0.02% |
+11,756
| New | +$244K |
2016 Q3
0 quarters
|
|
544
Bloomin' Brands
BLMN
$783M
| $205K | 0.02% |
11,943
-14,123
| -54% | -$262K |
2016 Q1
2 quarters
|
|
545
United Bankshares
UBSI
$6.66B
| $205K | 0.02% |
+5,454
| New | +$209K |
2016 Q3
0 quarters
|
|
546
Nomad Foods
NOMD
$1.66B
| $203K | 0.02% |
+17,235
| New | +$173K |
2016 Q3
0 quarters
|
|
|
GCP
547
DELISTED
GCP Applied Technologies Inc.
GCP
| $203K | 0.02% |
+7,200
| New | +$200K |
2016 Q3
0 quarters
|
|
548
Hancock Whitney
HWC
$5.85B
| $202K | 0.02% |
+6,254
| New | +$189K |
2016 Q3
0 quarters
|
|
549
DELISTED
Tupperware Brands Corporation
TUP
| $201K | 0.02% |
+3,075
| New | +$193K |
2016 Q3
0 quarters
|
|
550
Bright Horizons
BFAM
$3.58B
| $200K | 0.02% |
3,001
-4,158
| -58% | -$280K |
2016 Q2
1 quarter
|
|
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.