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
Cap. Flow
-$33.6M
Cap. Flow %
-20.8%
Top 10 Hldgs %
11.88%
Holding
1,003
New
516
Increased
92
Reduced
142
Closed
252

Top Buys

Rank Stock Value
1
BAC icon
Bank of America
BAC
+$2.19M
2
MCD icon
McDonald's
MCD
+$1.9M
3
VIAB
Viacom Inc. Class B
VIAB
+$1.72M
4
PEP icon
PepsiCo
PEP
+$1.56M
5
MS icon
Morgan Stanley
MS
+$1.43M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$4.61M
2
WMT icon
Walmart Inc
WMT
+$2.4M
3
OXY icon
Occidental Petroleum
OXY
+$2.39M
4
MDT icon
Medtronic
MDT
+$2.37M
5
DIS icon
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
CAT icon
26
Caterpillar
CAT
$410B
$940K 0.58%
11,281
+3,423
+44% +$290K
COF icon
27
Capital One
COF
$124B
$934K 0.58%
+13,596
New +$915K
ETN icon
28
Eaton
ETN
$158B
$903K 0.56%
+13,131
New +$882K
WBA
29
DELISTED
Walgreens Boots Alliance
WBA
$893K 0.55%
16,600
-10,765
-39% -$541K
RIG icon
30
Transocean
RIG
$5.87B
$886K 0.55%
+19,927
New +$942K
A icon
31
Agilent Technologies
A
$37.7B
$858K 0.53%
23,418
+13,819
+144% +$466K
DTV
32
DELISTED
DIRECTV COM STK (DE)
DTV
$858K 0.53%
+14,368
New +$885K
ABT icon
33
Abbott
ABT
$175B
$841K 0.52%
25,356
-33,028
-57% -$1.16M
AGN
34
DELISTED
Allergan Inc
AGN
$841K 0.52%
+9,307
New +$835K
BA icon
35
Boeing
BA
$164B
$840K 0.52%
+7,150
New +$770K
EXC icon
36
Exelon
EXC
$47.8B
$830K 0.51%
+39,298
New +$860K
HOT
37
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$816K 0.51%
12,283
+11,883
+2,971% +$786K
CB icon
38
Chubb
CB
$133B
$804K 0.5%
+8,600
New +$786K
JCP
39
DELISTED
J.C. Penney Company, Inc.
JCP
$803K 0.5%
+91,094
New +$1.3M
HLF icon
40
Herbalife
HLF
$1.26B
$801K 0.5%
22,980
-2,414
-10% -$74.7K
XOM icon
41
ExxonMobil
XOM
$640B
$790K 0.49%
9,182
-318
-3% -$28.7K
XRX icon
42
Xerox
XRX
$348M
$785K 0.49%
+28,963
New +$761K
SWY
43
DELISTED
SAFEWAY INC
SWY
$781K 0.48%
+27,303
New +$650K
NOC icon
44
Northrop Grumman
NOC
$74.6B
$752K 0.47%
7,900
-8,090
-51% -$748K
V icon
45
Visa
V
$672B
$743K 0.46%
15,564
+13,172
+551% +$609K
WPM icon
46
Wheaton Precious Metals
WPM
$50.6B
$743K 0.46%
+30,000
New +$713K
TXN icon
47
Texas Instruments
TXN
$268B
$742K 0.46%
+18,429
New +$716K
TSM icon
48
TSMC
TSM
$2.18T
$727K 0.45%
+42,898
New +$732K
OC icon
49
Owens Corning
OC
$11.3B
$714K 0.44%
18,818
+14,733
+361% +$575K
FE icon
50
FirstEnergy
FE
$28.5B
$710K 0.44%
+19,480
New +$732K
1
2
3 4 5

Similar funds

RL
Ruffer LLP London, United Kingdom $2.44B AUM 44.75% 1-Year Est. Return
TMC
Toyota Motor Corp Japan $2.44B AUM 10.97% 1-Year Est. Return
GWM
Greenwich Wealth Management Greenwich, Connecticut $2.45B AUM 39.53% 1-Year Est. Return
KFA
Krane Funds Advisors New York $2.44B AUM 12.99% 1-Year Est. Return
BW
BIP Wealth Atlanta, Georgia $2.46B AUM 14.38% 1-Year Est. Return
M
Mirova Paris, France $2.46B AUM 11.42% 1-Year Est. Return
BBA
BLB&B Advisors Montgomeryville, Pennsylvania $2.42B AUM 22.12% 1-Year Est. Return
PUI
Purpose Unlimited Inc Toronto $2.42B AUM

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.