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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 | |
|---|---|---|---|---|---|---|---|
601
Winnebago Industries
WGO
$800M
| $166K | 0.02% |
7,046
+4,446
| +171% | +$104K |
2016 Q2
1 quarter
|
|
|
AKRX
602
DELISTED
Akorn Inc
AKRX
| $166K | 0.02% |
6,100
-22,098
| -78% | -$654K |
2016 Q2
1 quarter
|
|
603
DELISTED
Regal Entertainment Group
RGC
| $166K | 0.02% |
+7,654
| New | +$169K |
2016 Q3
0 quarters
|
|
604
Dauch Corp
DCH
$1.1B
| $165K | 0.02% |
+9,598
| New | +$161K |
2016 Q3
0 quarters
|
|
605
Element Solutions
ESI
$8.17B
| $165K | 0.02% |
20,442
-21,448
| -51% | -$191K |
2016 Q1
2 quarters
|
|
606
Norwegian Cruise Line
NCLH
$7B
| $165K | 0.02% |
4,385
-79,763
| -95% | -$3.09M |
2016 Q2
1 quarter
|
|
607
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
| $165K | 0.02% |
6,180
-2,415
| -28% | -$64.1K |
2016 Q1
2 quarters
|
|
|
ALOG
608
DELISTED
Analogic Corp
ALOG
| $164K | 0.02% |
+1,855
| New | +$161K |
2016 Q3
0 quarters
|
|
609
Energy Recovery
ERII
$347M
| $163K | 0.02% |
10,256
+9,468
| +1,202% | +$115K |
2016 Q2
1 quarter
|
|
610
Kestrel Group
KG
$40.1M
| $161K | 0.02% |
+635
| New | +$169K |
2016 Q3
0 quarters
|
|
611
Ericsson
ERIC
$35.3B
| $159K | 0.02% |
22,128
-11,357
| -34% | -$82.4K |
2015 Q4
3 quarters
|
|
612
ITT
ITT
$17.1B
| $159K | 0.02% |
+4,457
| New | +$152K |
2016 Q3
0 quarters
|
|
613
Invesco Mortgage Capital
IVR
$603M
| $158K | 0.02% |
1,040
-1,295
| -55% | -$194K |
2016 Q1
2 quarters
|
|
614
Medtronic
MDT
$121B
| $158K | 0.02% |
+1,834
| New | +$160K |
2016 Q3
0 quarters
|
|
615
Group 1 Automotive
GPI
$2.91B
| $157K | 0.02% |
2,461
-7,415
| -75% | -$437K |
2016 Q2
1 quarter
|
|
616
Enpro
NPO
$5.76B
| $157K | 0.02% |
2,772
-546
| -16% | -$28K |
2015 Q2
5 quarters
|
|
617
CoStar Group
CSGP
$13.7B
| $156K | 0.02% |
+7,250
| New | +$154K |
2016 Q3
0 quarters
|
|
618
Spire
SR
$5.07B
| $156K | 0.02% |
+2,455
| New | +$164K |
2016 Q3
0 quarters
|
|
|
NTUS
619
DELISTED
Natus Medical Inc
NTUS
| $156K | 0.02% |
+3,987
| New | +$159K |
2016 Q3
0 quarters
|
|
620
Nordic American Tanker
NAT
$1.67B
| $155K | 0.02% |
+15,486
| New | +$180K |
2016 Q3
0 quarters
|
|
|
IQNT
621
DELISTED
Inteliquent, Inc.
IQNT
| $155K | 0.02% |
+9,644
| New | +$169K |
2016 Q3
0 quarters
|
|
622
DELISTED
Telefonica
TEF
| $153K | 0.02% |
+19,659
| New | +$152K |
2016 Q3
0 quarters
|
|
623
Etsy
ETSY
$7.84B
| $152K | 0.02% |
+10,688
| New | +$135K |
2016 Q3
0 quarters
|
|
624
Hanover Insurance
THG
$8.32B
| $152K | 0.02% |
2,021
-10,460
| -84% | -$831K |
2016 Q2
1 quarter
|
|
625
John Wiley & Sons Class A
WLY
$2.72B
| $152K | 0.02% |
2,962
+2,423
| +450% | +$133K |
2014 Q3
8 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.