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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
CDNS icon
1101
Cadence Design Systems
CDNS
$90B
– –
-70,041
Closed -$1.7M
CE icon
1102
Celanese
CE
$5.09B
– –
-28,611
Closed -$1.87M
CENX icon
1103
Century Aluminum
CENX
$4.57B
– –
-6,022
Closed -$38K
CF icon
1104
CF Industries
CF
$19.2B
– –
-84,691
Closed -$2.04M
CHRW icon
1105
C.H. Robinson
CHRW
$22B
– –
-41,160
Closed -$3.06M
CIB icon
1106
Grupo Cibest SA
CIB
$20.4B
– –
-3,173
Closed -$110K
CIEN icon
1107
Ciena
CIEN
$55.3B
– –
-31,932
Closed -$598K
CL icon
1108
Colgate-Palmolive
CL
$72.6B
– –
-49,566
Closed -$3.63M
CLS icon
1109
Celestica
CLS
$35.1B
– –
-8,650
Closed -$80K
CMCM
1110
Cheetah Mobile
CMCM
$88.8M
– –
-1,822
Closed -$86K
CMG icon
1111
Chipotle Mexican Grill
CMG
$40.8B
– –
-35,250
Closed -$283K
CNA icon
1112
CNA Financial
CNA
$14.5B
– –
-5,473
Closed -$171K
CNI icon
1113
Canadian National Railway
CNI
$78.5B
– –
-16,312
Closed -$963K
COF icon
1114
Capital One
COF
$124B
– –
-8,649
Closed -$549K
COHR icon
1115
Coherent
COHR
$55.2B
– –
-4,400
Closed -$82K
COLB icon
1116
Columbia Banking Systems
COLB
$9.02B
– –
-7,875
Closed -$220K
CPRI icon
1117
Capri Holdings
CPRI
$1.77B
– –
-3,002
Closed -$148K
CSGS
1118
DELISTED
CSG Systems International
CSGS
– –
-2,888
Closed -$116K
CSIQ icon
1119
Canadian Solar
CSIQ
$906M
– –
-2,936
Closed -$44K
CSTE icon
1120
Caesarstone
CSTE
$72.3M
– –
-3,973
Closed -$138K
CUBE icon
1121
CubeSmart
CUBE
$9.53B
– –
-11,647
Closed -$359K
CVI icon
1122
CVR Energy
CVI
$3.36B
– –
-7,627
Closed -$118K
DAKT icon
1123
Daktronics
DAKT
$941M
– –
-2,700
Closed -$16K
DAR icon
1124
Darling Ingredients
DAR
$9.93B
– –
-46,270
Closed -$689K
DB icon
1125
Deutsche Bank
DB
$66.3B
– –
-5,379
Closed -$65K
43 44
45
46 47

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RL
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TMC
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GWM
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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
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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.