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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
AVNS icon
1076
Avanos Medical
AVNS
$1.17B
– –
-701
Closed -$22K
AZZ icon
1077
AZZ Inc
AZZ
$4.5B
– –
-264
Closed -$15K
BAC icon
1078
Bank of America
BAC
$435B
– –
-47,114
Closed -$625K
BBWI icon
1079
Bath & Body Works
BBWI
$4.01B
– –
-24,942
Closed -$1.35M
BBY icon
1080
Best Buy
BBY
$18B
– –
-42,252
Closed -$1.29M
BCO icon
1081
Brink's
BCO
$5.02B
– –
-926
Closed -$26K
BDX icon
1082
Becton Dickinson
BDX
$43.1B
– –
-21,587
Closed -$3.57M
BF.B icon
1083
Brown-Forman Class B
BF.B
$12B
– –
-28,703
Closed -$916K
BG icon
1084
Bunge Global
BG
$23.6B
– –
-26,767
Closed -$1.58M
BIP icon
1085
Brookfield Infrastructure Partners
BIP
$18.8B
– –
-1,580
Closed -$28K
BJRI icon
1086
BJ's Restaurants
BJRI
$1.41B
– –
-5,670
Closed -$248K
BKD icon
1087
Brookdale Senior Living
BKD
$3.62B
– –
-16,186
Closed -$249K
BKH icon
1088
Black Hills Corp
BKH
$5.73B
– –
-262
Closed -$16K
BN icon
1089
Brookfield
BN
$102B
– –
-138,141
Closed -$1.63M
BOH icon
1090
Bank of Hawaii
BOH
$3.33B
– –
-5,080
Closed -$349K
BTE icon
1091
Baytex Energy
BTE
$3.08B
– –
-15,496
Closed -$89K
BXMT icon
1092
Blackstone Mortgage Trust
BXMT
$2.82B
– –
-409
Closed -$11K
CAG icon
1093
Conagra Brands
CAG
$7.07B
– –
-38,775
Closed -$1.44M
CAH icon
1094
Cardinal Health
CAH
$53.4B
– –
-15,050
Closed -$1.17M
CAKE icon
1095
Cheesecake Factory
CAKE
$4.21B
– –
-30,850
Closed -$1.49M
CAL icon
1096
Caleres
CAL
$396M
– –
-7,126
Closed -$172K
CALM icon
1097
Cal-Maine
CALM
$4.28B
– –
-4,680
Closed -$207K
CCL icon
1098
Carnival Corporation Ltd
CCL
$36.1B
– –
-87,861
Closed -$3.88M
CCK icon
1099
Crown Holdings
CCK
$12.8B
– –
-59,594
Closed -$3.02M
CCOI icon
1100
Cogent Communications
CCOI
$594M
– –
-828
Closed -$33K
42 43
44
45 46

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GWM
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KFA
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BW
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M
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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.