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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
LUMO
1376
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
– –
-84
Closed -$8K
VGR
1377
DELISTED
Vector Group Ltd.
VGR
– –
-32,596
Closed -$426K
SWN
1378
DELISTED
Southwestern Energy Company
SWN
– –
-8,439
Closed -$106K
HA
1379
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-10,618
Closed -$403K
BIG
1380
DELISTED
Big Lots, Inc.
BIG
– –
-9,230
Closed -$462K
SIX
1381
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-8,365
Closed -$484K
CAMP
1382
DELISTED
CalAmp Corp.
CAMP
– –
-248
Closed -$84K
PXD
1383
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-20,546
Closed -$3.11M
KAMN
1384
DELISTED
Kaman Corp
KAMN
– –
-2,436
Closed -$103K
EXPR
1385
DELISTED
Express, Inc.
EXPR
– –
-859
Closed -$249K
RPT
1386
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-3,020
Closed -$59K
HT
1387
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
– –
-20,740
Closed -$355K
VMW
1388
DELISTED
VMware, Inc
VMW
– –
-29,029
Closed -$1.66M
NXGN
1389
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-6,142
Closed -$73K
NEWR
1390
DELISTED
New Relic, Inc.
NEWR
– –
-199
Closed -$5K
CEQP
1391
DELISTED
Crestwood Equity Partners LP
CEQP
– –
-8,203
Closed -$165K
DCP
1392
DELISTED
DCP Midstream, LP
DCP
– –
-7,259
Closed -$250K
SJR
1393
DELISTED
Shaw Communications Inc.
SJR
– –
-4,829
Closed -$92K
SJI
1394
DELISTED
South Jersey Industries, Inc.
SJI
– –
-1,173
Closed -$37K
LFC
1395
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-4,984
Closed -$53K
SAFM
1396
DELISTED
Sanderson Farms Inc
SAFM
– –
-5,702
Closed -$494K
MIC
1397
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-5,996
Closed -$444K
ENIA
1398
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-3,269
Closed -$28K
SFUN
1399
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-955
Closed -$240K
DISCK
1400
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-12,292
Closed -$293K
54 55
56
57 58

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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.