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QT
Quantbot Technologies Portfolio holdings
AUM
$2.44B
1-Year Est. Return
17.13%
This Fund
S&P 500
This Quarter
Est. Return
+2%
1 Year Est. Return
+17.13%
3 Year Est. Return
+22.15%
5 Year Est. Return
-1.03%
10 Year Est. Return
+28.04%
AUM
$900M
AUM Growth
-$39.6M
(-4.2%)
Cap. Flow
-$36.1M
Cap. Flow
% of AUM
-4.01%
Top 10 Holdings %
Top 10 Hldgs %
13.86%
Holding
1,519
New
497
Increased
239
Reduced
309
Closed
471
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
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 | 14.88% |
| 2 | Technology | 12.34% |
| 3 | Industrials | 12.24% |
| 4 | Financials | 12.13% |
| 5 | Healthcare | 10.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Labcorp
LH
$23.7B
| $666K | 0.07% |
5,641
-3,640
| -39% | -$429K |
|
302
Intel
INTC
$509B
| $661K | 0.07% |
+17,515
| New | +$620K |
|
|
DFT
303
DELISTED
DuPont Fabros Technology Inc.
DFT
| $657K | 0.07% |
15,940
+7,042
| +79% | +$318K |
|
|
EMBJ
304
Embraer S.A. ADS
EMBJ
$11.7B
| $646K | 0.07% |
+37,448
| New | +$719K |
|
|
SGI
305
Somnigroup International
SGI
$14.4B
| $639K | 0.07% |
+45,064
| New | +$804K |
|
306
Emcor
EME
$33.9B
| $637K | 0.07% |
10,701
-1,907
| -15% | -$105K |
|
307
Gartner
IT
$8.73B
| $633K | 0.07% |
7,163
+3,527
| +97% | +$331K |
|
308
Check Point Software Technologies
CHKP
$13.1B
| $621K | 0.07% |
8,013
-137,908
| -95% | -$10.7M |
|
309
Primerica
PRI
$9.57B
| $621K | 0.07% |
+11,713
| New | +$647K |
|
|
EQC
310
DELISTED
Equity Commonwealth
EQC
| $621K | 0.07% |
20,553
+13,821
| +205% | +$417K |
|
311
AngloGold Ashanti
AU
$39.6B
| $617K | 0.07% |
38,787
-22,535
| -37% | -$428K |
|
|
WCN
312
Waste Connections
WCN
$42.9B
| $616K | 0.07% |
12,374
-1,212
| -9% | -$61.1K |
|
|
POT
313
DELISTED
Potash Corp Of Saskatchewan
POT
| $615K | 0.07% |
37,695
-8,456
| -18% | -$140K |
|
314
Empire State Realty Trust
ESRT
$947M
| $611K | 0.07% |
29,210
-15,141
| -34% | -$313K |
|
315
Digital Realty Trust
DLR
$66.6B
| $610K | 0.07% |
+6,291
| New | +$640K |
|
|
SYNH
316
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $609K | 0.07% |
13,682
+4,241
| +45% | +$184K |
|
317
First Horizon
FHN
$12B
| $607K | 0.07% |
+39,872
| New | +$591K |
|
318
Trip.com Group
TCOM
$27B
| $606K | 0.07% |
13,013
-14,104
| -52% | -$628K |
|
319
BioMarin Pharmaceuticals
BMRN
$11.4B
| $604K | 0.07% |
+6,539
| New | +$616K |
|
320
Pool Corp
POOL
$7.14B
| $600K | 0.07% |
6,354
+3,957
| +165% | +$388K |
|
|
ACIA
321
DELISTED
Acacia Communications Inc
ACIA
| $598K | 0.07% |
+5,794
| New | +$500K |
|
322
MarketAxess Holdings
MKTX
$4.04B
| $597K | 0.07% |
3,607
+3,032
| +527% | +$492K |
|
|
WBA
323
DELISTED
Walgreens Boots Alliance
WBA
| $596K | 0.07% |
7,405
-348
| -4% | -$28.4K |
|
324
Canadian Imperial Bank of Commerce
CM
$106B
| $593K | 0.07% |
15,306
-6,856
| -31% | -$264K |
|
325
Sensata Technologies
ST
$6.6B
| $590K | 0.07% |
+15,233
| New | +$575K |
|
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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 Industrials.
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.