We are live on
!
Find out more
QT
Quantbot Technologies Portfolio holdings
AUM
$2.44B
1-Year Est. Return
17.13%
This Fund
S&P 500
This Quarter
Est. Return
+6.28%
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
$161M
AUM Growth
-$29.5M
(-15%)
Cap. Flow
-$33.6M
Cap. Flow
% of AUM
-20.8%
Top 10 Holdings %
Top 10 Hldgs %
11.88%
Holding
1,003
New
516
Increased
92
Reduced
142
Closed
252
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$2.19M |
| 2 |
McDonald's
MCD
|
+$1.9M |
| 3 |
VIAB
Viacom Inc. Class B
VIAB
|
+$1.72M |
| 4 |
PepsiCo
PEP
|
+$1.56M |
| 5 |
Morgan Stanley
MS
|
+$1.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$4.61M |
| 2 |
Walmart Inc
WMT
|
+$2.4M |
| 3 |
Occidental Petroleum
OXY
|
+$2.39M |
| 4 |
Medtronic
MDT
|
+$2.37M |
| 5 |
Walt Disney
DIS
|
+$2.21M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 15.49% |
| 2 | Industrials | 12.08% |
| 3 | Consumer Discretionary | 11.1% |
| 4 | Technology | 10.87% |
| 5 | Energy | 10.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
KEG
426
DELISTED
KEY ENERGY SERVICES INC
KEG
| $82K | 0.05% |
+11,300
| New | +$82K |
|
427
InterContinental Hotels
IHG
$22.6B
| $81K | 0.05% |
+1,959
| New | +$82.6K |
|
428
MasTec
MTZ
$28.4B
| $81K | 0.05% |
+2,700
| New | +$88.7K |
|
|
SREV
429
DELISTED
ServiceSource International, Inc.
SREV
| $81K | 0.05% |
+6,751
| New | +$79.8K |
|
430
Lazard
LAZ
$4.1B
| $79K | 0.05% |
+2,200
| New | +$78.1K |
|
431
Credicorp
BAP
$30.8B
| $77K | 0.05% |
+623
| New | +$74.2K |
|
432
Healthpeak Properties
DOC
$15.2B
| $77K | 0.05% |
+2,086
| New | +$81.3K |
|
433
L3Harris
LHX
$55.3B
| $77K | 0.05% |
1,300
-3,208
| -71% | -$179K |
|
|
CHU
434
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $77K | 0.05% |
+5,023
| New | +$75.2K |
|
|
SSRI
435
DELISTED
Silver Standard Resources
SSRI
| $77K | 0.05% |
12,648
+10,218
| +420% | +$76.5K |
|
436
BHP
BHP
$213B
| $76K | 0.05% |
1,358
-4,555
| -77% | -$248K |
|
437
Diodes
DIOD
$4.21B
| $75K | 0.05% |
+3,100
| New | +$80.6K |
|
438
Gartner
IT
$8.77B
| $75K | 0.05% |
+1,253
| New | +$73.8K |
|
439
Lennox International
LII
$18.5B
| $75K | 0.05% |
+1,000
| New | +$70.6K |
|
|
QLGC
440
DELISTED
QLOGIC CORP
QLGC
| $75K | 0.05% |
6,900
+5,800
| +527% | +$63.8K |
|
|
CNVR
441
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $75K | 0.05% |
+3,616
| New | +$82.1K |
|
442
Strategic Education
STRA
$1.69B
| $74K | 0.05% |
+1,800
| New | +$80K |
|
|
ETFC
443
DELISTED
E*Trade Financial Corporation
ETFC
| $74K | 0.05% |
+4,500
| New | +$67.1K |
|
|
AIV
444
Aimco
AIV
$378M
| $72K | 0.04% |
+19,518
| New | +$75.8K |
|
445
Cummins
CMI
$91.9B
| $72K | 0.04% |
543
-9,506
| -95% | -$1.17M |
|
446
Edgewell Personal Care
EPC
$1.21B
| $72K | 0.04% |
1,079
-1,484
| -58% | -$110K |
|
447
IAMGOLD
IAG
$8.43B
| $72K | 0.04% |
+15,300
| New | +$80.2K |
|
448
McCormick & Company Non-Voting
MKC
$13.4B
| $71K | 0.04% |
+2,200
| New | +$77.1K |
|
449
Canadian National Railway
CNI
$79B
| $70K | 0.04% |
+1,400
| New | +$69.1K |
|
450
Lennar Class A
LEN
$19.6B
| $70K | 0.04% |
+2,101
| New | +$68.2K |
|
Similar funds
RL
TMC
GWM
KFA
BW
M
BBA
PUI
Quantbot Technologies's Q3 2013 Portfolio in Review
As of Q3 2013, Quantbot Technologies held 1,003 positions worth $161M, down 15% from $191M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantbot Technologies withdrew a net $33.6M in Q3 2013, closing 252 positions and reducing 142 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $4.61M position sold in full.
By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 11% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, Quantbot Technologies opened a new position in McDonald's worth $1.87M.
- Quantbot Technologies's largest Q3 2013 buy was McDonald's: 19,415 shares worth $1.87M.
- Quantbot Technologies added most to Bank of America in Q3 2013, an estimated $2.19M increase.
- Quantbot Technologies's biggest Q3 2013 reduction was Walt Disney, cutting an estimated $2.21M.
- Quantbot Technologies fully exited State Street SPDR S&P 500 ETF Trust in Q3 2013, selling an estimated $4.61M.
- Quantbot Technologies's ten largest holdings make up 12% of its $161M portfolio in Q3 2013.
- Quantbot Technologies opened 516 new positions and closed 252 in Q3 2013.
- Quantbot Technologies's portfolio value fell 15% quarter-over-quarter to $161M.
Based on Quantbot Technologies's 13F filing for Q3 2013, filed 28 Oct 2013.