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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 | |
|---|---|---|---|---|---|---|---|
|
1
General Mills
GIS
$17.6B
| $16.6M | 1.84% |
+259,904
| New | +$18.1M |
2016 Q3
0 quarters
|
|
|
2
Costco
COST
$441B
| $15.3M | 1.7% |
100,220
+92,790
| +1,249% | +$15M |
2016 Q2
1 quarter
|
|
|
3
Wells Fargo
WFC
$247B
| $14M | 1.56% |
316,706
+270,971
| +592% | +$13M |
2015 Q4
3 quarters
|
|
|
4
Oracle
ORCL
$394B
| $13M | 1.45% |
331,602
+304,017
| +1,102% | +$12.4M |
2014 Q4
7 quarters
|
|
|
5
Sysco
SYY
$40.3B
| $12.1M | 1.35% |
+247,778
| New | +$12.7M |
2016 Q3
0 quarters
|
|
6
Philip Morris
PM
$307B
| $11.6M | 1.29% |
118,967
+91,426
| +332% | +$9.16M |
2016 Q2
1 quarter
|
|
7
TJX Companies
TJX
$162B
| $11.3M | 1.26% |
302,570
+227,928
| +305% | +$8.92M |
2016 Q2
1 quarter
|
|
8
Nike
NKE
$55.7B
| $10.8M | 1.2% |
205,811
+144,460
| +235% | +$8.16M |
2015 Q4
3 quarters
|
|
9
RTX Corp
RTX
$257B
| $10.3M | 1.14% |
160,881
+73,618
| +84% | +$4.88M |
2015 Q4
3 quarters
|
|
10
Novo Nordisk
NVO
$173B
| $9.7M | 1.07% |
464,992
+454,858
| +4,488% | +$11.3M |
2016 Q1
2 quarters
|
|
11
Intercontinental Exchange
ICE
$89.3B
| $9.42M | 1.05% |
+174,940
| New | +$9.5M |
2016 Q3
0 quarters
|
|
12
BP
BP
$129B
| $9.42M | 1.05% |
318,295
+305,809
| +2,449% | +$8.87M |
2016 Q2
1 quarter
|
|
13
Mohawk Industries
MHK
$8.02B
| $9.23M | 1.03% |
46,066
+40,631
| +748% | +$8.35M |
2016 Q2
1 quarter
|
|
14
Fiserv Inc
FISV
$25.7B
| $8.81M | 0.98% |
177,138
+162,848
| +1,140% | +$8.54M |
2016 Q2
1 quarter
|
|
15
Baidu
BIDU
$26.8B
| $8.67M | 0.96% |
47,645
+36,550
| +329% | +$6.32M |
2016 Q2
1 quarter
|
|
16
Marriott International
MAR
$106B
| $8.67M | 0.96% |
+128,817
| New | +$9.08M |
2016 Q3
0 quarters
|
|
17
Bank of New York Mellon
BNY
$99.2B
| $8.56M | 0.95% |
+214,680
| New | +$8.57M |
2016 Q3
0 quarters
|
|
18
GE Aerospace
GE
$311B
| $8.5M | 0.94% |
+59,910
| New | +$8.94M |
2016 Q3
0 quarters
|
|
|
RTN
19
DELISTED
Raytheon Company
RTN
| $7.61M | 0.85% |
55,918
+24,329
| +77% | +$3.38M |
2015 Q4
3 quarters
|
|
20
Boston Scientific
BSX
$64.4B
| $6.96M | 0.77% |
+292,513
| New | +$6.98M |
2016 Q3
0 quarters
|
|
21
SLB Ltd
SLB
$75.7B
| $6.84M | 0.76% |
86,956
+19,600
| +29% | +$1.56M |
2016 Q2
1 quarter
|
|
22
DuPont de Nemours
DD
$18B
| $6.83M | 0.76% |
+52,053
| New | +$6.94M |
2016 Q3
0 quarters
|
|
23
Blackrock
BLK
$176B
| $6.83M | 0.76% |
+18,838
| New | +$6.85M |
2016 Q3
0 quarters
|
|
24
Sherwin-Williams
SHW
$81.6B
| $6.8M | 0.76% |
73,698
+7,776
| +12% | +$754K |
2016 Q2
1 quarter
|
|
25
Amgen
AMGN
$235B
| $6.67M | 0.74% |
39,968
+33,399
| +508% | +$5.65M |
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.