We are live on
!
Find out more
Quantbot Technologies Portfolio holdings
AUM
$2.54B
Turnover
50.19%
1-Year Est. Return
22.25%
This Fund
S&P 500
This Quarter
Est. Return
+5.22%
1 Year Est. Return
+22.25%
3 Year Est. Return
+33.64%
5 Year Est. Return
+6.9%
10 Year Est. Return
+44.54%
AUM
$1.01B
AUM Growth
-$6.31M
(-0.62%)
Cap. Flow
-$44.2M
Cap. Flow
% of AUM
-4.38%
Top 10 Holdings %
Top 10 Hldgs %
10.71%
Holding
1,762
New
516
Increased
317
Reduced
344
Closed
583
Avg Time Held
0.3
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$16.1M |
| 2 |
Procter & Gamble
PG
|
+$11.7M |
| 3 |
Boeing
BA
|
+$10.1M |
| 4 |
Walt Disney
DIS
|
+$9.87M |
| 5 |
Amazon
AMZN
|
+$9.57M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Public Storage
PSA
|
+$14M |
| 2 |
Intel
INTC
|
+$8.79M |
| 3 |
Yum! Brands
YUM
|
+$8.3M |
| 4 |
Lockheed Martin
LMT
|
+$8.08M |
| 5 |
Coca-Cola
KO
|
+$7.95M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.53% |
| 2 | Consumer Discretionary | 13.25% |
| 3 | Industrials | 12.75% |
| 4 | Financials | 12.43% |
| 5 | Healthcare | 11.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
ExxonMobil
XOM
$736B
| $17.4M | 1.73% |
249,612
+233,047
| +1,407% | +$16.1M |
2019 Q2
2 quarters
|
|
2
Honeywell
HON
$67B
| $12.9M | 1.28% |
77,105
+23,445
| +44% | +$3.83M |
2019 Q2
2 quarters
|
|
|
3
Procter & Gamble
PG
$370B
| $12M | 1.19% |
+95,891
| New | +$11.7M |
2019 Q4
0 quarters
|
|
|
4
Walt Disney
DIS
$191B
| $10.2M | 1.01% |
+70,705
| New | +$9.87M |
2019 Q4
0 quarters
|
|
5
S&P Global
SPGI
$127B
| $10.1M | 1% |
36,865
-9,879
| -21% | -$2.57M |
2019 Q2
2 quarters
|
|
|
6
Amazon
AMZN
$2.7T
| $9.99M | 0.99% |
+108,180
| New | +$9.57M |
2019 Q4
0 quarters
|
|
7
General Dynamics
GD
$93.1B
| $9.52M | 0.94% |
53,963
+43,662
| +424% | +$7.84M |
2019 Q1
3 quarters
|
|
|
8
Boeing
BA
$150B
| $9.33M | 0.93% |
+28,637
| New | +$10.1M |
2019 Q4
0 quarters
|
|
9
Phillips 66
PSX
$117B
| $8.93M | 0.89% |
80,164
+63,985
| +395% | +$7.19M |
2019 Q2
2 quarters
|
|
10
Restaurant Brands International
QSR
$26.1B
| $7.63M | 0.76% |
119,629
+48,914
| +69% | +$3.27M |
2019 Q3
1 quarter
|
|
11
Altria Group
MO
$125B
| $7.63M | 0.76% |
152,830
-166,308
| -52% | -$7.84M |
2019 Q2
2 quarters
|
|
12
Alphabet (Google) Class A
GOOGL
$4.17T
| $7.61M | 0.76% |
+113,680
| New | +$7.33M |
2019 Q4
0 quarters
|
|
13
Aon
AON
$62.1B
| $7.3M | 0.72% |
+35,051
| New | +$6.94M |
2019 Q4
0 quarters
|
|
14
Trane Technologies
TT
$101B
| $7.21M | 0.72% |
54,268
+47,164
| +664% | +$5.98M |
2017 Q3
9 quarters
|
|
15
UnitedHealth
UNH
$360B
| $7.09M | 0.7% |
24,117
-5,197
| -18% | -$1.36M |
2019 Q2
2 quarters
|
|
16
AutoZone
AZO
$50.5B
| $7.08M | 0.7% |
+5,942
| New | +$6.86M |
2019 Q4
0 quarters
|
|
17
Starbucks
SBUX
$111B
| $6.84M | 0.68% |
77,775
-69,818
| -47% | -$5.95M |
2019 Q2
2 quarters
|
|
18
Public Service Enterprise Group
PEG
$35.6B
| $6.79M | 0.67% |
+115,060
| New | +$6.97M |
2019 Q4
0 quarters
|
|
19
Vistra
VST
$51B
| $6.78M | 0.67% |
+295,103
| New | +$7.62M |
2019 Q4
0 quarters
|
|
20
Essex Property Trust
ESS
$17.3B
| $6.7M | 0.66% |
22,264
+21,879
| +5,683% | +$6.91M |
2019 Q3
1 quarter
|
|
21
O'Reilly Automotive
ORLY
$72.2B
| $6.66M | 0.66% |
227,835
-18,330
| -7% | -$524K |
2019 Q1
3 quarters
|
|
22
PepsiCo
PEP
$179B
| $6.65M | 0.66% |
48,672
+32,537
| +202% | +$4.43M |
2019 Q2
2 quarters
|
|
23
Edwards Lifesciences
EW
$49.9B
| $6.61M | 0.66% |
+84,963
| New | +$6.63M |
2019 Q4
0 quarters
|
|
|
CTXS
24
DELISTED
Citrix Systems Inc
CTXS
| $6.6M | 0.65% |
+59,526
| New | +$6.41M |
2019 Q4
0 quarters
|
|
25
Applied Materials
AMAT
$325B
| $6.44M | 0.64% |
105,546
-35,968
| -25% | -$2.02M |
2019 Q3
1 quarter
|
|
Similar funds
VWA
BAM
Quantbot Technologies's Q4 2019 Portfolio in Review
As of Q4 2019, Quantbot Technologies held 1,762 positions worth $1.01B, down 0.62% from $1.01B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Quantbot Technologies withdrew a net $44.2M in Q4 2019, closing 583 positions and reducing 344 holdings. Its most notable exit was Public Storage, an estimated $14M position sold in full.
By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Quantbot Technologies opened a new position in Procter & Gamble worth $12M.
- Quantbot Technologies's largest Q4 2019 buy was Procter & Gamble: 95,891 shares worth $12M.
- Quantbot Technologies added most to ExxonMobil in Q4 2019, an estimated $16.1M increase.
- Quantbot Technologies's biggest Q4 2019 reduction was Yum! Brands, cutting an estimated $8.3M.
- Quantbot Technologies fully exited Public Storage in Q4 2019, selling an estimated $14M.
- Quantbot Technologies's ten largest holdings make up 11% of its $1.01B portfolio in Q4 2019.
- Quantbot Technologies opened 516 new positions and closed 583 in Q4 2019.
- Quantbot Technologies's portfolio value fell 0.62% quarter-over-quarter to $1.01B.
Based on Quantbot Technologies's 13F filing for Q4 2019, filed 10 Feb 2020.