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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 | |
|---|---|---|---|---|---|---|---|
126
DELISTED
Comerica
CMA
| $1.88M | 0.21% |
+39,643
| New | +$1.8M |
2016 Q3
0 quarters
|
|
127
AMN Healthcare
AMN
$1.67B
| $1.87M | 0.21% |
+58,776
| New | +$2.23M |
2016 Q3
0 quarters
|
|
128
Canadian Pacific Kansas City
CP
$77.4B
| $1.87M | 0.21% |
+61,125
| New | +$1.8M |
2016 Q3
0 quarters
|
|
129
Ulta Beauty
ULTA
$26B
| $1.84M | 0.2% |
7,728
+7,604
| +6,132% | +$1.92M |
2016 Q2
1 quarter
|
|
130
Alphabet (Google) Class A
GOOGL
$4.09T
| $1.84M | 0.2% |
45,700
-84,240
| -65% | -$3.29M |
2016 Q1
2 quarters
|
|
|
BCR
131
DELISTED
CR Bard Inc.
BCR
| $1.81M | 0.2% |
+8,084
| New | +$1.82M |
2016 Q3
0 quarters
|
|
132
Campbell Soup
CPB
$5.83B
| $1.79M | 0.2% |
32,756
-24,529
| -43% | -$1.48M |
2016 Q1
2 quarters
|
|
133
lululemon athletica
LULU
$11.2B
| $1.78M | 0.2% |
+29,138
| New | +$2.15M |
2016 Q3
0 quarters
|
|
134
Federated Hermes
FHI
$4.19B
| $1.76M | 0.2% |
59,438
+7,147
| +14% | +$224K |
2016 Q2
1 quarter
|
|
135
Travelers Companies
TRV
$83.2B
| $1.74M | 0.19% |
15,230
+5,805
| +62% | +$680K |
2016 Q1
2 quarters
|
|
136
Martin Marietta Materials
MLM
$36.2B
| $1.73M | 0.19% |
+9,667
| New | +$1.85M |
2016 Q3
0 quarters
|
|
137
D.R. Horton
DHI
$38.9B
| $1.72M | 0.19% |
+57,129
| New | +$1.83M |
2016 Q3
0 quarters
|
|
|
TFCFA
138
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $1.72M | 0.19% |
70,997
-64,628
| -48% | -$1.65M |
2015 Q4
3 quarters
|
|
139
Cintas
CTAS
$87.4B
| $1.72M | 0.19% |
61,028
+46,628
| +324% | +$1.28M |
2016 Q1
2 quarters
|
|
140
JB Hunt Transport Services
JBHT
$21.5B
| $1.71M | 0.19% |
21,039
+20,343
| +2,923% | +$1.66M |
2016 Q2
1 quarter
|
|
141
DELISTED
Ansys
ANSS
| $1.7M | 0.19% |
+18,361
| New | +$1.71M |
2016 Q3
0 quarters
|
|
142
Jazz Pharmaceuticals
JAZZ
$13.8B
| $1.7M | 0.19% |
13,972
-5,852
| -30% | -$789K |
2016 Q2
1 quarter
|
|
143
BHP
BHP
$205B
| $1.68M | 0.19% |
54,479
-76,344
| -58% | -$2.1M |
2016 Q2
1 quarter
|
|
144
Lumen Technologies, Inc. Common Stock
LUMN
$4.6B
| $1.67M | 0.19% |
+60,931
| New | +$1.78M |
2016 Q3
0 quarters
|
|
145
Tesla
TSLA
$1.53T
| $1.62M | 0.18% |
+119,010
| New | +$1.72M |
2016 Q3
0 quarters
|
|
146
Simon Property Group
SPG
$66.5B
| $1.61M | 0.18% |
+7,784
| New | +$1.69M |
2016 Q3
0 quarters
|
|
147
Vale
VALE
$54B
| $1.6M | 0.18% |
290,565
+160,371
| +123% | +$880K |
2016 Q2
1 quarter
|
|
|
TSS
148
DELISTED
Total System Services, Inc.
TSS
| $1.59M | 0.18% |
33,726
+22,636
| +204% | +$1.14M |
2016 Q2
1 quarter
|
|
149
O'Reilly Automotive
ORLY
$72.2B
| $1.59M | 0.18% |
+84,990
| New | +$1.59M |
2016 Q3
0 quarters
|
|
150
Pfizer
PFE
$170B
| $1.58M | 0.18% |
49,143
-111,385
| -69% | -$3.72M |
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.