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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 | |
|---|---|---|---|---|---|---|---|
|
CCMP
976
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $14K | ﹤0.01% |
+270
| New | +$13.3K |
2016 Q3
0 quarters
|
|
|
CRAY
977
DELISTED
Cray, Inc.
CRAY
| $14K | ﹤0.01% |
616
-305
| -33% | -$7.78K |
2015 Q1
6 quarters
|
|
978
Adtran
ADTN
$524M
| $13K | ﹤0.01% |
+717
| New | +$13.2K |
2016 Q3
0 quarters
|
|
979
Fortuna Silver Mines
FSM
$2.72B
| $13K | ﹤0.01% |
1,808
-7,007
| -79% | -$58.4K |
2016 Q2
1 quarter
|
|
980
Seres Therapeutics
MCRB
$21M
| $13K | ﹤0.01% |
55
+20
| +57% | +$7.02K |
2016 Q2
1 quarter
|
|
981
MFA Financial
MFA
$673M
| $13K | ﹤0.01% |
462
-18,388
| -98% | -$557K |
2015 Q3
4 quarters
|
|
982
Gibraltar Industries
ROCK
$1.15B
| $13K | ﹤0.01% |
+353
| New | +$12.9K |
2016 Q3
0 quarters
|
|
983
Twilio
TWLO
$40.2B
| $13K | ﹤0.01% |
+210
| New | +$10.5K |
2016 Q3
0 quarters
|
|
|
ANH
984
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $13K | ﹤0.01% |
+2,790
| New | +$13.7K |
2016 Q3
0 quarters
|
|
|
NSR
985
DELISTED
Neustar Inc
NSR
| $13K | ﹤0.01% |
+526
| New | +$13.1K |
2016 Q3
0 quarters
|
|
986
Cincinnati Financial
CINF
$27.1B
| $12K | ﹤0.01% |
+160
| New | +$12.1K |
2016 Q3
0 quarters
|
|
987
ICU Medical
ICUI
$4.17B
| $12K | ﹤0.01% |
102
-37
| -27% | -$4.46K |
2016 Q1
2 quarters
|
|
988
Semtech
SMTC
$12.3B
| $12K | ﹤0.01% |
+437
| New | +$11.3K |
2016 Q3
0 quarters
|
|
|
ANW
989
DELISTED
Aegean Marine Petroleum Network
ANW
| $12K | ﹤0.01% |
+1,278
| New | +$10.6K |
2016 Q3
0 quarters
|
|
990
DELISTED
Bankrate Inc
RATE
| $12K | ﹤0.01% |
+1,525
| New | +$12.1K |
2016 Q3
0 quarters
|
|
991
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $12K | ﹤0.01% |
+878
| New | +$12.2K |
2016 Q3
0 quarters
|
|
992
ABM Industries
ABM
$3.15B
| $11K | ﹤0.01% |
300
-3,186
| -91% | -$121K |
2016 Q1
2 quarters
|
|
993
Harmonic Inc
HLIT
$1.1B
| $11K | ﹤0.01% |
+1,900
| New | +$7.58K |
2016 Q3
0 quarters
|
|
994
J&J Snack Foods
JJSF
$1.56B
| $11K | ﹤0.01% |
94
-419
| -82% | -$50.6K |
2016 Q1
2 quarters
|
|
995
Performance Food Group
PFGC
$14.9B
| $11K | ﹤0.01% |
+458
| New | +$12K |
2016 Q3
0 quarters
|
|
996
TXNM Energy Inc
TXNM
$6.42B
| $11K | ﹤0.01% |
355
-14,362
| -98% | -$480K |
2016 Q1
2 quarters
|
|
|
PSB
997
DELISTED
PS Business Parks, Inc.
PSB
| $11K | ﹤0.01% |
+105
| New | +$11.6K |
2016 Q3
0 quarters
|
|
|
FMSA
998
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
| $11K | ﹤0.01% |
+1,300
| New | +$9.7K |
2016 Q3
0 quarters
|
|
999
Brunswick
BC
$4.27B
| $10K | ﹤0.01% |
220
-9,095
| -98% | -$434K |
2016 Q2
1 quarter
|
|
1000
Madison Square Garden
MSGS
$9.36B
| $10K | ﹤0.01% |
90
+49
| +120% | +$6.23K |
2016 Q2
1 quarter
|
|
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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.