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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 | |
|---|---|---|---|---|---|---|
126
Assured Guaranty
AGO
$3.74B
| $341K | 0.21% |
18,213
+9,657
| +113% | +$204K |
|
127
Canadian Natural Resources
CNQ
$95.5B
| $341K | 0.21% |
22,448
-10,014
| -31% | -$150K |
|
128
SAP
SAP
$174B
| $339K | 0.21% |
+4,589
| New | +$339K |
|
129
Church & Dwight Co
CHD
$23B
| $338K | 0.21% |
+11,262
| New | +$347K |
|
|
MRSH
130
Marsh
MRSH
$84.8B
| $335K | 0.21% |
7,700
-10,270
| -57% | -$432K |
|
|
BRSL
131
Brightstar Lottery PLC
BRSL
$1.92B
| $331K | 0.21% |
+17,513
| New | +$334K |
|
132
America Movil
AMX
$78.4B
| $330K | 0.2% |
+16,700
| New | +$344K |
|
|
UPL
133
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $329K | 0.2% |
15,998
+4,714
| +42% | +$99.2K |
|
|
AHL
134
DELISTED
ASPEN Insurance Holding Limited
AHL
| $326K | 0.2% |
9,000
+8,884
| +7,659% | +$327K |
|
135
GSK
GSK
$102B
| $324K | 0.2% |
+5,182
| New | +$334K |
|
136
Lear
LEA
$7.2B
| $322K | 0.2% |
+4,500
| New | +$310K |
|
|
CIE
137
DELISTED
Cobalt International Energy, Inc
CIE
| $322K | 0.2% |
+865
| New | +$350K |
|
|
SPWR
138
DELISTED
SunPower Corporation Common Stock
SPWR
| $320K | 0.2% |
+18,726
| New | +$292K |
|
|
FRX
139
DELISTED
FOREST LABORATORIES INC
FRX
| $318K | 0.2% |
+7,445
| New | +$323K |
|
140
Southern Copper
SCCO
$163B
| $317K | 0.2% |
12,556
+6,839
| +120% | +$177K |
|
|
RTN
141
DELISTED
Raytheon Company
RTN
| $315K | 0.2% |
4,100
-13,081
| -76% | -$971K |
|
142
Lincoln National
LNC
$7.97B
| $314K | 0.19% |
7,500
+1,994
| +36% | +$84.2K |
|
143
VeriSign
VRSN
$23.9B
| $313K | 0.19% |
+6,169
| New | +$298K |
|
144
Mattel
MAT
$4.18B
| $309K | 0.19% |
+7,400
| New | +$317K |
|
145
Hasbro
HAS
$12.6B
| $307K | 0.19% |
+6,517
| New | +$304K |
|
146
Iron Mountain
IRM
$37B
| $305K | 0.19% |
+12,227
| New | +$311K |
|
147
Public Storage
PSA
$54.7B
| $305K | 0.19% |
+1,900
| New | +$301K |
|
|
NAV
148
DELISTED
Navistar International
NAV
| $304K | 0.19% |
+8,338
| New | +$284K |
|
149
Starbucks
SBUX
$119B
| $300K | 0.19% |
7,800
-43,842
| -85% | -$1.58M |
|
|
SPR
150
DELISTED
Spirit AeroSystems
SPR
| $299K | 0.19% |
12,354
+9,819
| +387% | +$234K |
|
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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.