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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 | |
|---|---|---|---|---|---|---|---|
|
TCO
551
DELISTED
Taubman Centers Inc.
TCO
| $200K | 0.02% |
2,688
+1,034
| +63% | +$79.8K |
2015 Q1
6 quarters
|
|
|
TVPT
552
DELISTED
Travelport Worldwide Limited
TVPT
| $200K | 0.02% |
13,312
-15,270
| -53% | -$210K |
2016 Q1
2 quarters
|
|
553
Gilead Sciences
GILD
$197B
| $199K | 0.02% |
2,526
-1,523
| -38% | -$124K |
2016 Q2
1 quarter
|
|
554
Reinsurance Group of America
RGA
$17.3B
| $199K | 0.02% |
1,844
-2,895
| -61% | -$296K |
2015 Q3
4 quarters
|
|
|
PHH
555
DELISTED
PHH Corporation
PHH
| $198K | 0.02% |
13,747
+8,595
| +167% | +$126K |
2016 Q1
2 quarters
|
|
556
BlackBerry
BB
$5.39B
| $197K | 0.02% |
24,795
+16,766
| +209% | +$126K |
2015 Q2
5 quarters
|
|
557
Strategy Inc
MSTR
$59.2B
| $195K | 0.02% |
11,690
-8,410
| -42% | -$145K |
2016 Q1
2 quarters
|
|
558
Piedmont Realty Trust
PDM
$1.2B
| $194K | 0.02% |
8,943
+1,830
| +26% | +$39.3K |
2016 Q1
2 quarters
|
|
|
ANDX
559
DELISTED
Andeavor Logistics LP
ANDX
| $194K | 0.02% |
4,025
-4,366
| -52% | -$208K |
2015 Q3
4 quarters
|
|
|
STOR
560
DELISTED
STORE Capital Corporation
STOR
| $193K | 0.02% |
+6,563
| New | +$195K |
2016 Q3
0 quarters
|
|
561
Assured Guaranty
AGO
$3.08B
| $192K | 0.02% |
6,948
-6,163
| -47% | -$166K |
2015 Q1
6 quarters
|
|
562
Citizens Financial Group
CFG
$27.5B
| $192K | 0.02% |
7,781
-330,228
| -98% | -$7.59M |
2016 Q1
2 quarters
|
|
563
Ultragenyx Pharmaceutical
RARE
$1.59B
| $192K | 0.02% |
2,707
-4,684
| -63% | -$299K |
2016 Q2
1 quarter
|
|
564
Telephone and Data Systems
TDS
$4.11B
| $192K | 0.02% |
+7,078
| New | +$206K |
2016 Q3
0 quarters
|
|
565
Santander
BSBR
$36.1B
| $191K | 0.02% |
+29,873
| New | +$185K |
2016 Q3
0 quarters
|
|
566
Mueller Water Products
MWA
$3.51B
| $189K | 0.02% |
+15,120
| New | +$181K |
2016 Q3
0 quarters
|
|
567
Gray Television
GTN
$450M
| $188K | 0.02% |
18,174
+9,891
| +119% | +$108K |
2015 Q4
3 quarters
|
|
|
GLOG
568
DELISTED
GASLOG LTD
GLOG
| $188K | 0.02% |
+12,930
| New | +$176K |
2016 Q3
0 quarters
|
|
569
DELISTED
BioTelemetry, Inc.
BEAT
| $188K | 0.02% |
+10,138
| New | +$191K |
2016 Q3
0 quarters
|
|
570
Carpenter Technology
CRS
$14.3B
| $187K | 0.02% |
+4,543
| New | +$171K |
2016 Q3
0 quarters
|
|
571
Tower Semiconductor
TSEM
$20.3B
| $187K | 0.02% |
+12,337
| New | +$178K |
2016 Q3
0 quarters
|
|
572
Cabot Corp
CBT
$3.76B
| $186K | 0.02% |
3,560
-7,808
| -69% | -$386K |
2016 Q1
2 quarters
|
|
573
Synaptics
SYNA
$4.66B
| $186K | 0.02% |
3,191
-16,508
| -84% | -$907K |
2016 Q2
1 quarter
|
|
|
CRR
574
DELISTED
Carbo Ceramics Inc.
CRR
| $186K | 0.02% |
+17,035
| New | +$219K |
2016 Q3
0 quarters
|
|
575
Telefônica Brasil
VIV
$18.2B
| $183K | 0.02% |
+12,654
| New | +$184K |
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.