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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
Cap. Flow
-$36.1M
Cap. Flow %
-4.01%
Top 10 Hldgs %
13.86%
Holding
1,519
New
497
Increased
239
Reduced
309
Closed
471

Top Buys

Rank Stock Value
1
GIS icon
General Mills
GIS
+$18.1M
2
COST icon
Costco
COST
+$15M
3
WFC icon
Wells Fargo
WFC
+$13M
4
SYY icon
Sysco
SYY
+$12.7M
5
ORCL icon
Oracle
ORCL
+$12.4M

Top Sells

Rank Stock Value
1
PPL
PPL Corp
PPL
+$18.4M
2
MA icon
Mastercard
MA
+$16.3M
3
ACN icon
Accenture
ACN
+$13M
4
CVX icon
Chevron
CVX
+$12.7M
5
PLD icon
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
ESNT icon
1026
Essent Group
ESNT
$6.06B
$4K ﹤0.01%
178
-7,482
-98% -$190K
HAPN
1027
Happen Inc
HAPN
$2.08B
$4K ﹤0.01%
+152
New +$3.94K
TK icon
1028
Teekay
TK
$975M
$4K ﹤0.01%
628
-17,054
-96% -$118K
WCC
1029
WESCO International
WCC
$16.2B
$4K ﹤0.01%
69
-11,226
-99% -$643K
BWP
1030
DELISTED
Boardwalk Pipeline Partners
BWP
$4K ﹤0.01%
243
-16,450
-99% -$278K
SHOR
1031
DELISTED
ShoreTel, Inc.
SHOR
$4K ﹤0.01%
+500
New +$3.91K
INVN
1032
DELISTED
Invensense Inc
INVN
$4K ﹤0.01%
+565
New +$4K
KTOS icon
1033
Kratos Defense & Security Solutions
KTOS
$8.88B
$3K ﹤0.01%
+473
New +$2.76K
TRUE
1034
DELISTED
TrueCar
TRUE
$3K ﹤0.01%
+359
New +$3.37K
ADXS
1035
DELISTED
Advaxis Inc
ADXS
$3K ﹤0.01%
+24
New +$3.91K
KRNY icon
1036
Kearny Financial
KRNY
$592M
$2K ﹤0.01%
+149
New +$1.99K
NRG icon
1037
NRG Energy
NRG
$29.8B
$2K ﹤0.01%
+256
New +$3.34K
VNDA icon
1038
Vanda Pharmaceuticals
VNDA
$312M
$2K ﹤0.01%
+159
New +$2.14K
LGIH icon
1039
LGI Homes
LGIH
$1.4B
$1K ﹤0.01%
54
-1,001
-95% -$35.3K
NMM icon
1040
Navios Maritime Partners
NMM
$2.25B
$1K ﹤0.01%
67
– –
PUK icon
1041
Prudential
PUK
$36.5B
$1K ﹤0.01%
+47
New +$1.62K
SHLD
1042
DELISTED
Sears Holding Corporation
SHLD
$1K ﹤0.01%
+89
New +$1.25K
A icon
1043
Agilent Technologies
A
$39.1B
– –
-18,039
Closed -$800K
ABBV icon
1044
AbbVie
ABBV
$458B
– –
-26,640
Closed -$1.65M
ACCO icon
1045
Acco Brands
ACCO
$369M
– –
-5,646
Closed -$58K
ACGL icon
1046
Arch Capital
ACGL
$36.1B
– –
-8,064
Closed -$193K
ACN icon
1047
Accenture
ACN
$89.9B
– –
-114,952
Closed -$13M
ADM icon
1048
Archer Daniels Midland
ADM
$41.4B
– –
-6,908
Closed -$296K
AEIS icon
1049
Advanced Energy
AEIS
$12.2B
– –
-6,312
Closed -$239K
AEM icon
1050
Agnico Eagle Mines
AEM
$72.6B
– –
-8,622
Closed -$461K
40 41
42
43 44

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GWM
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KFA
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BW
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BBA
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PUI
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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.