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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 | |
|---|---|---|---|---|---|---|
76
Textron
TXT
$15.9B
| $545K | 0.34% |
19,750
+14,999
| +316% | +$418K |
|
77
Freeport-McMoran
FCX
$93.4B
| $529K | 0.33% |
+15,996
| New | +$489K |
|
78
Pfizer
PFE
$141B
| $522K | 0.32% |
+19,175
| New | +$522K |
|
79
Eldorado Gold
EGO
$8.36B
| $509K | 0.32% |
15,197
+12,370
| +438% | +$470K |
|
80
American Express
AXP
$238B
| $502K | 0.31% |
+6,660
| New | +$501K |
|
|
DFS
81
DELISTED
Discover Financial Services
DFS
| $501K | 0.31% |
+9,914
| New | +$496K |
|
82
Public Service Enterprise Group
PEG
$39.7B
| $501K | 0.31% |
15,242
-491
| -3% | -$16.3K |
|
83
Zillow
ZG
$7.17B
| $496K | 0.31% |
+17,649
| New | +$487K |
|
84
Marvell Technology
MRVL
$189B
| $491K | 0.3% |
+42,746
| New | +$527K |
|
85
Valero Energy
VLO
$92.3B
| $488K | 0.3% |
14,298
-16,602
| -54% | -$587K |
|
|
CVC
86
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $486K | 0.3% |
+28,900
| New | +$530K |
|
|
POM
87
DELISTED
PEPCO HOLDINGS, INC.
POM
| $485K | 0.3% |
+26,304
| New | +$511K |
|
88
Suncor Energy
SU
$76.4B
| $483K | 0.3% |
+13,500
| New | +$449K |
|
89
Pultegroup
PHM
$24.1B
| $477K | 0.3% |
+28,931
| New | +$493K |
|
90
McKesson
MCK
$95.3B
| $473K | 0.29% |
3,688
+2,188
| +146% | +$269K |
|
|
POT
91
DELISTED
Potash Corp Of Saskatchewan
POT
| $472K | 0.29% |
+15,100
| New | +$501K |
|
92
PVH
PVH
$3.69B
| $471K | 0.29% |
3,970
-2,730
| -41% | -$350K |
|
|
ESRX
93
DELISTED
Express Scripts Holding Company
ESRX
| $467K | 0.29% |
7,570
-10,306
| -58% | -$666K |
|
|
MRO
94
DELISTED
Marathon Oil Corporation
MRO
| $453K | 0.28% |
+13,000
| New | +$462K |
|
95
Infosys
INFY
$44.3B
| $437K | 0.27% |
+72,800
| New | +$431K |
|
|
EMBJ
96
Embraer S.A. ADS
EMBJ
$11.8B
| $436K | 0.27% |
+13,443
| New | +$468K |
|
|
RDS.A
97
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $433K | 0.27% |
6,604
+1,604
| +32% | +$105K |
|
|
98
Walt Disney
DIS
$166B
| $430K | 0.27% |
6,669
-34,431
| -84% | -$2.21M |
|
|
HOUS
99
DELISTED
Anywhere Real Estate
HOUS
| $429K | 0.27% |
9,981
-9,384
| -48% | -$425K |
|
|
CA
100
DELISTED
CA, Inc.
CA
| $429K | 0.27% |
+14,466
| New | +$433K |
|
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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.