We are live on ! Find out more
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
AGCO icon
1051
AGCO
AGCO
$8.78B
– –
-16,622
Closed -$783K
AGIO icon
1052
Agios Pharmaceuticals
AGIO
$2.16B
– –
-8,997
Closed -$376K
AGNC icon
1053
AGNC Investment
AGNC
$12.3B
– –
-32,017
Closed -$634K
AIT icon
1054
Applied Industrial Technologies
AIT
$12.8B
– –
-2,206
Closed -$99K
AJG icon
1055
Arthur J. Gallagher & Co
AJG
$63.7B
– –
-22,399
Closed -$1.07M
AKR icon
1056
Acadia Realty Trust
AKR
$2.99B
– –
-3,072
Closed -$109K
ALNY icon
1057
Alnylam Pharmaceuticals
ALNY
$36.3B
– –
-4,882
Closed -$270K
AMH icon
1058
American Homes 4 Rent
AMH
$12B
– –
-23,388
Closed -$478K
AMG icon
1059
Affiliated Managers Group
AMG
$9.46B
– –
-18,356
Closed -$2.58M
AMKR icon
1060
Amkor Technology
AMKR
$16.1B
– –
-3,793
Closed -$21K
AMX icon
1061
America Movil
AMX
$78.1B
– –
-47,743
Closed -$585K
AMZN icon
1062
Amazon
AMZN
$2.5T
– –
-17,980
Closed -$643K
ANET icon
1063
Arista Networks
ANET
$219B
– –
-33,808
Closed -$136K
ANF icon
1064
Abercrombie & Fitch
ANF
$4.17B
– –
-7,848
Closed -$139K
APA icon
1065
APA Corp
APA
$12.8B
– –
-3,384
Closed -$188K
APAM icon
1066
Artisan Partners
APAM
$2.79B
– –
-6,210
Closed -$171K
APD icon
1067
Air Products & Chemicals
APD
$66.3B
– –
-19,416
Closed -$2.55M
AR icon
1068
Antero Resources
AR
$10.9B
– –
-79,685
Closed -$2.07M
ARAY icon
1069
Accuray
ARAY
$28.4M
– –
-3,831
Closed -$19K
ARCC icon
1070
Ares Capital
ARCC
$13.5B
– –
-6,468
Closed -$91K
ARI
1071
Apollo Commercial Real Estate
ARI
$887M
– –
-474
Closed -$7K
ARR
1072
Armour Residential REIT
ARR
$2.02B
– –
-83
Closed -$8K
ASC icon
1073
Ardmore Shipping
ASC
$678M
– –
-5,120
Closed -$34K
ASH icon
1074
Ashland
ASH
$3.04B
– –
-278
Closed -$15K
AVB icon
1075
AvalonBay Communities
AVB
$27.1B
– –
-40,323
Closed -$7.27M
41 42
43
44 45

Similar funds

RL
Ruffer LLP London, United Kingdom $2.44B AUM 44.75% 1-Year Est. Return
TMC
Toyota Motor Corp Japan $2.44B AUM 10.97% 1-Year Est. Return
GWM
Greenwich Wealth Management Greenwich, Connecticut $2.45B AUM 39.53% 1-Year Est. Return
KFA
Krane Funds Advisors New York $2.44B AUM 12.99% 1-Year Est. Return
BW
BIP Wealth Atlanta, Georgia $2.46B AUM 14.38% 1-Year Est. Return
M
Mirova Paris, France $2.46B AUM 11.42% 1-Year Est. Return
BBA
BLB&B Advisors Montgomeryville, Pennsylvania $2.42B AUM 22.12% 1-Year Est. Return
PUI
Purpose Unlimited Inc Toronto $2.42B AUM

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.