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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
IBM icon
151
IBM
IBM
$193B
$1.58M 0.18%
+10,383
New +$1.58M
CTSH icon
152
Cognizant
CTSH
$20.4B
$1.57M 0.17%
32,936
-77,157
-70% -$4.39M
HSY icon
153
Hershey
HSY
$35B
$1.57M 0.17%
+16,436
New +$1.74M
WFT
154
DELISTED
Weatherford International plc
WFT
$1.56M 0.17%
277,353
+95,645
+53% +$544K
AEO icon
155
American Eagle Outfitters
AEO
$2.99B
$1.54M 0.17%
86,494
+54,607
+171% +$980K
ATVI
156
DELISTED
Activision Blizzard
ATVI
$1.54M 0.17%
+34,782
New +$1.46M
PLD icon
157
Prologis
PLD
$135B
$1.54M 0.17%
28,740
-215,971
-88% -$11.4M
NI icon
158
NiSource
NI
$22.3B
$1.51M 0.17%
62,865
+45,028
+252% +$1.13M
DIS icon
159
Walt Disney
DIS
$166B
$1.51M 0.17%
16,287
+16,133
+10,476% +$1.54M
JCI icon
160
Johnson Controls International
JCI
$86.9B
$1.51M 0.17%
+32,483
New +$1.51M
ETP
161
DELISTED
Energy Transfer Partners L.p.
ETP
$1.46M 0.16%
39,541
+4,391
+12% +$173K
WM icon
162
Waste Management
WM
$94.9B
$1.45M 0.16%
+22,685
New +$1.48M
WMT icon
163
Walmart Inc
WMT
$870B
$1.39M 0.15%
57,915
-26,196
-31% -$636K
PVH icon
164
PVH
PVH
$3.69B
$1.35M 0.15%
+12,206
New +$1.26M
DOX icon
165
Amdocs
DOX
$5.44B
$1.33M 0.15%
23,070
+13,172
+133% +$776K
JACK icon
166
Jack in the Box
JACK
$272M
$1.32M 0.15%
13,795
+5,389
+64% +$511K
SLG icon
167
SL Green Realty
SLG
$3.56B
$1.32M 0.15%
+12,647
New +$1.39M
OMC icon
168
Omnicom Group
OMC
$22.6B
$1.31M 0.15%
+15,454
New +$1.3M
SRC
169
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$1.31M 0.15%
+21,974
New +$1.31M
OXY icon
170
Occidental Petroleum
OXY
$57.2B
$1.3M 0.14%
+17,865
New +$1.34M
BWXT icon
171
BWX Technologies
BWXT
$16B
$1.3M 0.14%
33,881
+4,206
+14% +$159K
LRCX icon
172
Lam Research
LRCX
$399B
$1.29M 0.14%
+136,470
New +$1.24M
SBAC icon
173
SBA Communications
SBAC
$18.9B
$1.29M 0.14%
11,518
-14,954
-56% -$1.69M
CDK
174
DELISTED
CDK Global, Inc.
CDK
$1.28M 0.14%
22,406
+7,068
+46% +$407K
CAA
175
DELISTED
CalAtlantic Group, Inc.
CAA
$1.27M 0.14%
+38,046
New +$1.39M
5 6
7
8 9

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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.