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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
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
ARRS
951
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-7,100
Closed -$101K
IDTI
952
DELISTED
Integrated Device Technology I
IDTI
– –
-200
Closed -$1K
EEP
953
DELISTED
Enbridge Energy Partners
EEP
– –
-1,329
Closed -$40K
EGN
954
DELISTED
Energen
EGN
– –
-3,400
Closed -$177K
PNK
955
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-3,000
Closed -$59K
VR
956
DELISTED
Validus Hold Ltd
VR
– –
-1,153
Closed -$41K
BWP
957
DELISTED
Boardwalk Pipeline Partners
BWP
– –
-3,900
Closed -$117K
CPN
958
DELISTED
Calpine Corporation
CPN
– –
-15,900
Closed -$337K
WAC
959
DELISTED
Walter Investment Mgt Corp
WAC
– –
-400
Closed -$13K
WFM
960
DELISTED
Whole Foods Market Inc
WFM
– –
-15,082
Closed -$776K
OKS
961
DELISTED
Oneok Partners LP
OKS
– –
-500
Closed -$24K
MJN
962
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-5,269
Closed -$417K
JOY
963
DELISTED
Joy Global Inc
JOY
– –
-13,930
Closed -$676K
TSL
964
DELISTED
Trina Solar Limited
TSL
– –
-4,000
Closed -$23K
TMH
965
DELISTED
Team Health Holdings Inc
TMH
– –
-3,600
Closed -$147K
FMER
966
DELISTED
FIRSTMERIT CORP
FMER
– –
-8,100
Closed -$162K
FNFG
967
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-5,800
Closed -$58K
ARG
968
DELISTED
Airgas Inc
ARG
– –
-206
Closed -$19K
MHFI
969
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
– –
-17,556
Closed -$933K
JAH
970
DELISTED
JARDEN CORPORATION
JAH
– –
-1,353
Closed -$39K
PRE
971
DELISTED
PARTNERRE LTD
PRE
– –
-3,251
Closed -$294K
SWI
972
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
– –
-400
Closed -$15K
SYA
973
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
– –
-259
Closed -$4K
CYT
974
DELISTED
CYTEC INDS INC
CYT
– –
-3,532
Closed -$129K
FSL
975
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
– –
-7,959
Closed -$107K
37 38
39
40 41

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GWM
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KFA
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BW
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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.