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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
+6.28%
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
$161M
AUM Growth
-$29.5M
(-15%)
Cap. Flow
-$33.6M
Cap. Flow % of AUM
Cap. Flow %
-20.8%
Top 10 Holdings %
Top 10 Hldgs %
11.88%
Holding
1,003
New
516
Increased
92
Reduced
142
Closed
252
Avg Time Held
0.1
years
Top 10 Avg Time Held
0
years
Top 20 Avg Time Held
0
years
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 | 15.56% |
| 2 | Industrials | 12.43% |
| 3 | Consumer Discretionary | 11.46% |
| 4 | Technology | 11.14% |
| 5 | Energy | 11.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
Caterpillar
CAT
$316B
| $940K | 0.58% |
11,281
+3,423
| +44% | +$290K |
2013 Q2
1 quarter
|
|
27
Capital One
COF
$124B
| $934K | 0.58% |
+13,596
| New | +$915K |
2013 Q3
0 quarters
|
|
28
Eaton
ETN
$142B
| $903K | 0.56% |
+13,131
| New | +$882K |
2013 Q3
0 quarters
|
|
29
DELISTED
Walgreens Boots Alliance
WBA
| $893K | 0.55% |
16,600
-10,765
| -39% | -$541K |
2013 Q2
1 quarter
|
|
30
Transocean
RIG
$7.16B
| $886K | 0.55% |
+19,927
| New | +$942K |
2013 Q3
0 quarters
|
|
31
Agilent Technologies
A
$48.8B
| $858K | 0.53% |
23,418
+13,819
| +144% | +$466K |
2013 Q2
1 quarter
|
|
|
DTV
32
DELISTED
DIRECTV COM STK (DE)
DTV
| $858K | 0.53% |
+14,368
| New | +$885K |
2013 Q3
0 quarters
|
|
33
Abbott
ABT
$179B
| $841K | 0.52% |
25,356
-33,028
| -57% | -$1.16M |
2013 Q2
1 quarter
|
|
|
AGN
34
DELISTED
Allergan Inc
AGN
| $841K | 0.52% |
+9,307
| New | +$835K |
2013 Q3
0 quarters
|
|
35
Boeing
BA
$149B
| $840K | 0.52% |
+7,150
| New | +$770K |
2013 Q3
0 quarters
|
|
36
Exelon
EXC
$45.8B
| $830K | 0.51% |
+39,298
| New | +$860K |
2013 Q3
0 quarters
|
|
|
HOT
37
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $816K | 0.51% |
12,283
+11,883
| +2,971% | +$786K |
2013 Q2
1 quarter
|
|
38
Chubb
CB
$137B
| $804K | 0.5% |
+8,600
| New | +$786K |
2013 Q3
0 quarters
|
|
|
JCP
39
DELISTED
J.C. Penney Company, Inc.
JCP
| $803K | 0.5% |
+91,094
| New | +$1.3M |
2013 Q3
0 quarters
|
|
40
Herbalife
HLF
$1.4B
| $801K | 0.5% |
22,980
-2,414
| -10% | -$74.6K |
2013 Q2
1 quarter
|
|
41
ExxonMobil
XOM
$753B
| $790K | 0.49% |
9,182
-318
| -3% | -$28.7K |
2013 Q2
1 quarter
|
|
42
Xerox
XRX
$336M
| $785K | 0.49% |
+28,963
| New | +$761K |
2013 Q3
0 quarters
|
|
|
SWY
43
DELISTED
SAFEWAY INC
SWY
| $781K | 0.48% |
+27,303
| New | +$650K |
2013 Q3
0 quarters
|
|
44
Northrop Grumman
NOC
$78.3B
| $752K | 0.47% |
7,900
-8,090
| -51% | -$748K |
2013 Q2
1 quarter
|
|
45
Visa
V
$766B
| $743K | 0.46% |
15,564
+13,172
| +551% | +$609K |
2013 Q2
1 quarter
|
|
46
Wheaton Precious Metals
WPM
$54.9B
| $743K | 0.46% |
+30,000
| New | +$713K |
2013 Q3
0 quarters
|
|
47
Texas Instruments
TXN
$260B
| $742K | 0.46% |
+18,429
| New | +$716K |
2013 Q3
0 quarters
|
|
48
TSMC
TSM
$2.17T
| $727K | 0.45% |
+42,898
| New | +$732K |
2013 Q3
0 quarters
|
|
49
Owens Corning
OC
$9.03B
| $714K | 0.44% |
18,818
+14,733
| +361% | +$575K |
2013 Q2
1 quarter
|
|
50
FirstEnergy
FE
$26.7B
| $710K | 0.44% |
+19,480
| New | +$732K |
2013 Q3
0 quarters
|
|
Similar funds
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 16% 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.