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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
GIS icon
1
General Mills
GIS
$19.7B
$16.6M 1.84%
+259,904
New +$18.1M
COST icon
2
Costco
COST
$411B
$15.3M 1.7%
100,220
+92,790
+1,249% +$15M
WFC icon
3
Wells Fargo
WFC
$262B
$14M 1.56%
316,706
+270,971
+592% +$13M
ORCL icon
4
Oracle
ORCL
$362B
$13M 1.45%
331,602
+304,017
+1,102% +$12.4M
SYY icon
5
Sysco
SYY
$39.3B
$12.1M 1.35%
+247,778
New +$12.7M
PM icon
6
Philip Morris
PM
$303B
$11.6M 1.29%
118,967
+91,426
+332% +$9.16M
TJX icon
7
TJX Companies
TJX
$172B
$11.3M 1.26%
302,570
+227,928
+305% +$8.92M
NKE icon
8
Nike
NKE
$62.6B
$10.8M 1.2%
205,811
+144,460
+235% +$8.16M
RTX icon
9
RTX Corp
RTX
$262B
$10.3M 1.14%
160,881
+73,618
+84% +$4.88M
NVO
10
Novo Nordisk
NVO
$213B
$9.67M 1.07%
464,992
+454,858
+4,488% +$11.3M
ICE icon
11
Intercontinental Exchange
ICE
$80.6B
$9.42M 1.05%
+174,940
New +$9.55M
BP icon
12
BP
BP
$112B
$9.42M 1.05%
318,295
+305,809
+2,449% +$8.87M
MHK icon
13
Mohawk Industries
MHK
$6.73B
$9.23M 1.03%
46,066
+40,631
+748% +$8.35M
FISV
14
Fiserv Inc
FISV
$26.8B
$8.81M 0.98%
177,138
+162,848
+1,140% +$8.54M
BIDU icon
15
Baidu
BIDU
$36.6B
$8.67M 0.96%
47,645
+36,550
+329% +$6.32M
MAR icon
16
Marriott International
MAR
$97.5B
$8.67M 0.96%
+128,817
New +$9.08M
BNY
17
Bank of New York Mellon
BNY
$110B
$8.56M 0.95%
+214,680
New +$8.57M
GE icon
18
GE Aerospace
GE
$354B
$8.5M 0.94%
+59,910
New +$8.94M
RTN
19
DELISTED
Raytheon Company
RTN
$7.61M 0.85%
55,918
+24,329
+77% +$3.38M
BSX icon
20
Boston Scientific
BSX
$63.9B
$6.96M 0.77%
+292,513
New +$6.98M
SLB icon
21
SLB Ltd
SLB
$71.3B
$6.84M 0.76%
86,956
+19,600
+29% +$1.56M
DD icon
22
DuPont de Nemours
DD
$18.9B
$6.83M 0.76%
+52,053
New +$6.94M
BLK icon
23
Blackrock
BLK
$164B
$6.83M 0.76%
+18,838
New +$6.85M
SHW icon
24
Sherwin-Williams
SHW
$78.9B
$6.8M 0.76%
73,698
+7,776
+12% +$754K
AMGN icon
25
Amgen
AMGN
$198B
$6.67M 0.74%
39,968
+33,399
+508% +$5.65M
1
2 3 4 5

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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.