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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
(-4.2%)
Cap. Flow
-$36.1M
Cap. Flow
% of AUM
-4.01%
Top 10 Holdings %
Top 10 Hldgs %
13.86%
Holding
1,519
New
497
Increased
239
Reduced
309
Closed
471
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
General Mills
GIS
|
+$18.1M |
| 2 |
Costco
COST
|
+$15M |
| 3 |
Wells Fargo
WFC
|
+$13M |
| 4 |
Sysco
SYY
|
+$12.7M |
| 5 |
Oracle
ORCL
|
+$12.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PPL
PPL Corp
PPL
|
+$18.4M |
| 2 |
Mastercard
MA
|
+$16.3M |
| 3 |
Accenture
ACN
|
+$13M |
| 4 |
Chevron
CVX
|
+$12.7M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
ALXN
201
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.12M | 0.12% |
9,130
-40,641
| -82% | -$5.23M |
|
202
Meta Platforms (Facebook)
META
$1.59T
| $1.12M | 0.12% |
8,704
-15,076
| -63% | -$1.87M |
|
203
Burlington
BURL
$22.3B
| $1.11M | 0.12% |
+13,674
| New | +$1.06M |
|
|
RSPP
204
DELISTED
RSP Permian, Inc.
RSPP
| $1.1M | 0.12% |
28,478
+15,846
| +125% | +$586K |
|
|
TTM
205
DELISTED
Tata Motors Limited
TTM
| $1.09M | 0.12% |
+27,353
| New | +$1.06M |
|
206
Visteon
VC
$2.75B
| $1.09M | 0.12% |
15,191
-8,345
| -35% | -$583K |
|
|
CONE
207
DELISTED
CyrusOne Inc Common Stock
CONE
| $1.08M | 0.12% |
+22,811
| New | +$1.18M |
|
|
BDN
208
Brandywine Realty Trust
BDN
$533M
| $1.07M | 0.12% |
68,881
+17,210
| +33% | +$281K |
|
209
NetEase
NTES
$77.6B
| $1.07M | 0.12% |
+22,245
| New | +$947K |
|
210
PACCAR
PCAR
$69B
| $1.07M | 0.12% |
+27,300
| New | +$1.04M |
|
211
Avery Dennison
AVY
$12.1B
| $1.07M | 0.12% |
+13,741
| New | +$1.05M |
|
|
MXIM
212
DELISTED
Maxim Integrated Products
MXIM
| $1.06M | 0.12% |
26,513
+3,193
| +14% | +$126K |
|
213
CBRE Group
CBRE
$40.1B
| $1.06M | 0.12% |
+37,766
| New | +$1.08M |
|
214
Southern Copper
SCCO
$163B
| $1.05M | 0.12% |
+43,041
| New | +$1.04M |
|
215
CenterPoint Energy
CNP
$28.6B
| $1.05M | 0.12% |
45,133
+10,839
| +32% | +$253K |
|
216
Seagate
STX
$205B
| $1.04M | 0.12% |
+27,110
| New | +$880K |
|
|
NUAN
217
DELISTED
Nuance Communications, Inc.
NUAN
| $1.04M | 0.12% |
83,188
-32,179
| -28% | -$422K |
|
218
Synopsys
SNPS
$72.3B
| $1.04M | 0.12% |
+17,459
| New | +$991K |
|
219
Baxter International
BAX
$11.2B
| $1.03M | 0.11% |
21,691
-26,945
| -55% | -$1.27M |
|
220
CarMax
KMX
$8.15B
| $1.02M | 0.11% |
+19,211
| New | +$1.09M |
|
221
Manhattan Associates
MANH
$8.82B
| $996K | 0.11% |
+17,292
| New | +$1.04M |
|
222
PG&E
PCG
$39.9B
| $993K | 0.11% |
16,235
-107,484
| -87% | -$6.82M |
|
223
SM Energy
SM
$7.96B
| $990K | 0.11% |
25,665
-8,094
| -24% | -$259K |
|
224
Bread Financial
BFH
$4.12B
| $988K | 0.11% |
5,773
-38,869
| -87% | -$6.62M |
|
225
Gentex
GNTX
$5.09B
| $987K | 0.11% |
+56,260
| New | +$972K |
|
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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.