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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
+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 | |
|---|---|---|---|---|---|---|
876
Philip Morris
PM
$303B
| – | – |
-16,237
| Closed | -$1.41M |
|
877
PNC Financial Services
PNC
$101B
| – | – |
-25,722
| Closed | -$1.88M |
|
878
Perrigo
PRGO
$1.45B
| – | – |
-300
| Closed | -$36K |
|
879
Prospect Capital
PSEC
$1.07B
| – | – |
-3,600
| Closed | -$38K |
|
880
Phillips 66
PSX
$84.8B
| – | – |
-20,953
| Closed | -$1.23M |
|
881
Quanta Services
PWR
$96.5B
| – | – |
-2,200
| Closed | -$58K |
|
882
RB Global
RBA
$20.6B
| – | – |
-3,329
| Closed | -$63K |
|
883
Royal Caribbean
RCL
$76.7B
| – | – |
-1,756
| Closed | -$58K |
|
884
RPC Inc
RES
$1.33B
| – | – |
-580
| Closed | -$8K |
|
885
Rambus
RMBS
$11.2B
| – | – |
-3,900
| Closed | -$33K |
|
886
Banco Santander
SAN
$197B
| $0 | ﹤0.01% |
110
-36,222
| -100% | -$241K |
|
887
SBA Communications
SBAC
$18.9B
| – | – |
-10,221
| Closed | -$757K |
|
888
Sinclair Inc
SBGI
$999M
| – | – |
-3,146
| Closed | -$92K |
|
|
SCS
889
DELISTED
Steelcase
SCS
| – | – |
-900
| Closed | -$13K |
|
890
Sherwin-Williams
SHW
$78.9B
| – | – |
-9,900
| Closed | -$582K |
|
891
SK Telecom
SKM
$13B
| – | – |
-4,552
| Closed | -$152K |
|
892
SLB Ltd
SLB
$71.3B
| – | – |
-20,829
| Closed | -$1.49M |
|
893
SM Energy
SM
$7.96B
| – | – |
-3,016
| Closed | -$180K |
|
|
SNBR
894
DELISTED
Sleep Number
SNBR
| – | – |
-3,192
| Closed | -$79K |
|
|
895
State Street SPDR S&P 500 ETF Trust
SPY
$787B
| – | – |
-28,802
| Closed | -$4.61M |
|
896
Sensata Technologies
ST
$6.68B
| – | – |
-6,435
| Closed | -$224K |
|
897
Stanley Black & Decker
SWK
$13.9B
| – | – |
-15,300
| Closed | -$1.18M |
|
898
Synaptics
SYNA
$4.71B
| – | – |
-1,835
| Closed | -$70K |
|
899
AT&T
T
$160B
| – | – |
-25,957
| Closed | -$694K |
|
900
Molson Coors Class B
TAP
$7.7B
| – | – |
-9,200
| Closed | -$440K |
|
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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.