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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 | |
|---|---|---|---|---|---|---|
151
Brown & Brown
BRO
$22.2B
| $298K | 0.18% |
18,600
+16,288
| +704% | +$266K |
|
152
American Electric Power
AEP
$72.4B
| $295K | 0.18% |
6,806
+4,927
| +262% | +$219K |
|
153
Cigna
CI
$75.4B
| $295K | 0.18% |
+3,848
| New | +$300K |
|
154
Stryker
SYK
$119B
| $294K | 0.18% |
4,354
-2,646
| -38% | -$183K |
|
155
T. Rowe Price
TROW
$24.9B
| $292K | 0.18% |
4,066
-1,982
| -33% | -$147K |
|
156
CVS Health
CVS
$138B
| $290K | 0.18% |
+5,125
| New | +$305K |
|
|
NE
157
DELISTED
Noble Corporation
NE
| $290K | 0.18% |
+8,801
| New | +$299K |
|
158
Under Armour
UAA
$3.1B
| $287K | 0.18% |
+14,555
| New | +$255K |
|
|
SUSQ
159
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
| $287K | 0.18% |
+22,900
| New | +$302K |
|
160
ArcelorMittal
MT
$50.1B
| $284K | 0.18% |
9,097
+6,473
| +247% | +$194K |
|
161
Polaris
PII
$4.22B
| $284K | 0.18% |
2,200
-2,617
| -54% | -$294K |
|
|
ARMH
162
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $283K | 0.18% |
+5,900
| New | +$249K |
|
|
ENDP
163
DELISTED
Endo International plc
ENDP
| $281K | 0.17% |
6,201
-3,923
| -39% | -$158K |
|
|
GAP
164
The Gap Inc
GAP
$7.07B
| $280K | 0.17% |
6,962
-14,758
| -68% | -$637K |
|
|
VAL
165
DELISTED
Valspar
VAL
| $279K | 0.17% |
+4,400
| New | +$288K |
|
166
Emerson Electric
EMR
$78.2B
| $278K | 0.17% |
4,300
-13,771
| -76% | -$842K |
|
|
RAI
167
DELISTED
Reynolds American Inc
RAI
| $278K | 0.17% |
+11,400
| New | +$283K |
|
|
SCTY
168
DELISTED
SolarCity Corporation
SCTY
| $278K | 0.17% |
+8,053
| New | +$302K |
|
169
Eastman Chemical
EMN
$7.93B
| $274K | 0.17% |
3,527
-5,520
| -61% | -$425K |
|
|
MON
170
DELISTED
Monsanto Co
MON
| $273K | 0.17% |
+2,621
| New | +$263K |
|
171
Monster Beverage
MNST
$93.6B
| $271K | 0.17% |
+31,134
| New | +$307K |
|
|
XLNX
172
DELISTED
Xilinx Inc
XLNX
| $270K | 0.17% |
5,762
+5,035
| +693% | +$226K |
|
173
D.R. Horton
DHI
$40.4B
| $268K | 0.17% |
13,805
-1,495
| -10% | -$29.6K |
|
|
QEP
174
DELISTED
QEP RESOURCES, INC.
QEP
| $268K | 0.17% |
+9,700
| New | +$280K |
|
|
COV
175
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $268K | 0.17% |
+4,400
| New | +$268K |
|
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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.