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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 | |
|---|---|---|---|---|---|---|---|
|
AUY
701
DELISTED
Yamana Gold, Inc.
AUY
| $113K | 0.01% |
+26,400
| New | +$136K |
2016 Q3
0 quarters
|
|
702
EXL Service
EXLS
$6.41B
| $112K | 0.01% |
+11,305
| New | +$115K |
2016 Q3
0 quarters
|
|
703
RLJ Lodging Trust
RLJ
$1.84B
| $112K | 0.01% |
+5,342
| New | +$121K |
2016 Q3
0 quarters
|
|
704
DELISTED
Bitauto Holdings Limited
BITA
| $112K | 0.01% |
+3,865
| New | +$106K |
2016 Q3
0 quarters
|
|
|
HZNP
705
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $112K | 0.01% |
+6,206
| New | +$121K |
2016 Q3
0 quarters
|
|
706
Associated Banc-Corp
ASB
$5.71B
| $110K | 0.01% |
+5,665
| New | +$107K |
2016 Q3
0 quarters
|
|
707
Ralph Lauren
RL
$22.5B
| $110K | 0.01% |
+1,097
| New | +$110K |
2016 Q3
0 quarters
|
|
|
ABCO
708
DELISTED
Advisory Board Co
ABCO
| $110K | 0.01% |
+2,465
| New | +$101K |
2016 Q3
0 quarters
|
|
709
DELISTED
Team Health Holdings Inc
TMH
| $110K | 0.01% |
+3,401
| New | +$125K |
2016 Q3
0 quarters
|
|
710
Insperity
NSP
$2.08B
| $109K | 0.01% |
+3,016
| New | +$108K |
2016 Q3
0 quarters
|
|
711
Teradata
TDC
$3.24B
| $109K | 0.01% |
3,517
-29,165
| -89% | -$868K |
2015 Q4
3 quarters
|
|
712
American States Water
AWR
$3.39B
| $108K | 0.01% |
2,700
-4,147
| -61% | -$172K |
2016 Q1
2 quarters
|
|
713
NVR
NVR
$15.9B
| $108K | 0.01% |
66
-13
| -16% | -$22.2K |
2016 Q2
1 quarter
|
|
714
Saic
SAIC
$6.11B
| $108K | 0.01% |
1,571
-1,281
| -45% | -$80.9K |
2016 Q2
1 quarter
|
|
|
CMD
715
DELISTED
Cantel Medical Corporation
CMD
| $108K | 0.01% |
+1,390
| New | +$101K |
2016 Q3
0 quarters
|
|
|
FCB
716
DELISTED
FCB Financial Holdings, Inc.
FCB
| $108K | 0.01% |
2,826
+1,376
| +95% | +$50.8K |
2016 Q2
1 quarter
|
|
|
RDS.B
717
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $106K | 0.01% |
2,021
+448
| +28% | +$24K |
2015 Q2
5 quarters
|
|
718
CGI
GIB
$17B
| $105K | 0.01% |
2,221
+808
| +57% | +$38.1K |
2015 Q4
3 quarters
|
|
719
Kyntra Bio
KYNB
$18.5M
| $104K | 0.01% |
203
-197
| -49% | -$92.8K |
2016 Q2
1 quarter
|
|
720
Fabrinet
FN
$11.3B
| $104K | 0.01% |
+2,345
| New | +$93.1K |
2016 Q3
0 quarters
|
|
721
Children's Place
PLCE
$23.3M
| $104K | 0.01% |
+1,307
| New | +$108K |
2016 Q3
0 quarters
|
|
722
SPS Commerce
SPSC
$3.33B
| $103K | 0.01% |
2,826
+688
| +32% | +$22.6K |
2015 Q3
4 quarters
|
|
|
CLVS
723
DELISTED
Clovis Oncology, Inc.
CLVS
| $103K | 0.01% |
+2,867
| New | +$61.5K |
2016 Q3
0 quarters
|
|
|
KRA
724
DELISTED
Kraton Corporation
KRA
| $103K | 0.01% |
+2,946
| New | +$94.3K |
2016 Q3
0 quarters
|
|
|
EEP
725
DELISTED
Enbridge Energy Partners
EEP
| $103K | 0.01% |
+4,087
| New | +$98.2K |
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.