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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 | |
|---|---|---|---|---|---|---|---|
826
First Financial Bankshares
FFIN
$4.32B
| $58K | 0.01% |
+3,200
| New | +$56.3K |
2016 Q3
0 quarters
|
|
827
ePlus
PLUS
$2.49B
| $58K | 0.01% |
2,484
+356
| +17% | +$7.75K |
2016 Q2
1 quarter
|
|
828
Skywest
SKYW
$3.61B
| $58K | 0.01% |
+2,210
| New | +$61.4K |
2016 Q3
0 quarters
|
|
829
Western Midstream Partners
WES
$18.6B
| $58K | 0.01% |
1,377
+639
| +87% | +$24.1K |
2016 Q2
1 quarter
|
|
|
EEQ
830
DELISTED
Enbridge Energy Management Llc
EEQ
| $58K | 0.01% |
2,845
-2,859
| -50% | -$54.4K |
2016 Q1
2 quarters
|
|
|
ILG
831
DELISTED
ILG, Inc Common Stock
ILG
| $58K | 0.01% |
3,389
-12,159
| -78% | -$210K |
2015 Q4
3 quarters
|
|
|
WGL
832
DELISTED
Wgl Holdings
WGL
| $58K | 0.01% |
927
-771
| -45% | -$51.3K |
2016 Q2
1 quarter
|
|
833
8x8 Inc
EGHT
$308M
| $57K | 0.01% |
+3,716
| New | +$52.9K |
2016 Q3
0 quarters
|
|
834
Hasbro
HAS
$16.6B
| $57K | 0.01% |
724
-23,269
| -97% | -$1.89M |
2015 Q2
5 quarters
|
|
|
CWEI
835
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $57K | 0.01% |
+671
| New | +$36.7K |
2016 Q3
0 quarters
|
|
836
DELISTED
Hanesbrands
HBI
| $56K | 0.01% |
2,238
-156,195
| -99% | -$4.12M |
2016 Q1
2 quarters
|
|
|
QTS
837
DELISTED
QTS REALTY TRUST, INC.
QTS
| $56K | 0.01% |
1,063
+231
| +28% | +$12.6K |
2016 Q2
1 quarter
|
|
838
Monolithic Power Systems
MPWR
$56B
| $55K | 0.01% |
+687
| New | +$50.8K |
2016 Q3
0 quarters
|
|
|
FOE
839
DELISTED
Ferro Corporation
FOE
| $55K | 0.01% |
+4,042
| New | +$53.4K |
2016 Q3
0 quarters
|
|
840
DELISTED
Accelerate Diagnostics
AXDX
| $54K | 0.01% |
+198
| New | +$43.8K |
2016 Q3
0 quarters
|
|
841
Cenovus Energy
CVE
$60.6B
| $54K | 0.01% |
+3,813
| New | +$54.4K |
2016 Q3
0 quarters
|
|
842
Huron Consulting
HURN
$3.11B
| $54K | 0.01% |
+908
| New | +$56.1K |
2016 Q3
0 quarters
|
|
843
Prospect Capital
PSEC
$790M
| $54K | 0.01% |
6,756
-18,640
| -73% | -$154K |
2014 Q2
9 quarters
|
|
844
Archrock
AROC
$5.11B
| $51K | 0.01% |
+3,923
| New | +$42.2K |
2016 Q3
0 quarters
|
|
845
Gerdau
GGB
$10B
| $51K | 0.01% |
+23,956
| New | +$48.1K |
2016 Q3
0 quarters
|
|
846
Old Dominion Freight Line
ODFL
$37.9B
| $51K | 0.01% |
+2,262
| New | +$51.1K |
2016 Q3
0 quarters
|
|
|
CXRX
847
DELISTED
Concordia International Corp. Common Stock
CXRX
| $51K | 0.01% |
+11,501
| New | +$144K |
2016 Q3
0 quarters
|
|
848
American Assets Trust
AAT
$1.31B
| $50K | 0.01% |
+1,174
| New | +$52K |
2016 Q3
0 quarters
|
|
849
Axalta
AXTA
$7.31B
| $49K | 0.01% |
+1,745
| New | +$48.9K |
2016 Q3
0 quarters
|
|
850
Bruker
BRKR
$8.77B
| $49K | 0.01% |
2,202
-12,218
| -85% | -$280K |
2015 Q3
4 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.