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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
ISBC
1401
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-63,397
Closed -$702K
FLOW
1402
DELISTED
SPX FLOW, Inc.
FLOW
– –
-2,364
Closed -$61K
INFO
1403
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-2,707
Closed -$88K
FMBI
1404
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-12,036
Closed -$211K
SC
1405
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-755
Closed -$7K
MGLN
1406
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-1,070
Closed -$70K
HRC
1407
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-11,613
Closed -$585K
RPAI
1408
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-6,640
Closed -$112K
MSGN
1409
DELISTED
MSG Networks Inc.
MSGN
– –
-6,659
Closed -$102K
PRAH
1410
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-122
Closed -$5K
STAY
1411
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-5,434
Closed -$81K
GRUB
1412
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-865
Closed -$53K
IPHI
1413
DELISTED
INPHI CORPORATION
IPHI
– –
-837
Closed -$26K
GMLP
1414
DELISTED
Golar LNG Partners LP
GMLP
– –
-8,062
Closed -$147K
HMSY
1415
DELISTED
HMS Holdings Corp.
HMSY
– –
-1,016
Closed -$17K
TCP
1416
DELISTED
TC Pipelines LP
TCP
– –
-67
Closed -$3K
VRTU
1417
DELISTED
Virtusa Corporation
VRTU
– –
-415
Closed -$11K
EIGI
1418
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-1,483
Closed -$13K
FIT
1419
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-79,330
Closed -$969K
GPOR
1420
DELISTED
Gulfport Energy Corp.
GPOR
– –
-12,444
Closed -$388K
CBL
1421
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-67,734
Closed -$630K
ETFC
1422
DELISTED
E*Trade Financial Corporation
ETFC
– –
-3,883
Closed -$91K
PTLA
1423
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-1,507
Closed -$35K
CHK
1424
DELISTED
Chesapeake Energy Corporation
CHK
– –
-72
Closed -$61K
AXE
1425
DELISTED
Anixter International Inc
AXE
– –
-2,866
Closed -$152K
55 56
57
58 59

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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.