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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 | |
|---|---|---|---|---|---|---|
176
DaVita
DVA
$14.9B
| $267K | 0.17% |
+4,695
| New | +$269K |
|
|
TGI
177
DELISTED
Triumph Group
TGI
| $266K | 0.16% |
3,800
+666
| +21% | +$51.4K |
|
178
Cemex
CX
$18.4B
| $264K | 0.16% |
+27,726
| New | +$272K |
|
|
WFT
179
DELISTED
Weatherford International plc
WFT
| $260K | 0.16% |
+17,000
| New | +$249K |
|
180
Community Health Systems
CYH
$454M
| $259K | 0.16% |
+7,579
| New | +$269K |
|
181
3D Systems Corp
DDD
$434M
| $259K | 0.16% |
4,813
-12,951
| -73% | -$641K |
|
|
PDM
182
Piedmont Realty Trust
PDM
$1.2B
| $258K | 0.16% |
+14,900
| New | +$266K |
|
183
Cadence Design Systems
CDNS
$93B
| $255K | 0.16% |
+18,917
| New | +$272K |
|
184
Cleveland-Cliffs
CLF
$5.39B
| $254K | 0.16% |
12,400
+10,400
| +520% | +$214K |
|
185
Camden Property Trust
CPT
$11.1B
| $251K | 0.16% |
+4,100
| New | +$276K |
|
186
Abercrombie & Fitch
ANF
$4.27B
| $250K | 0.16% |
+7,082
| New | +$313K |
|
187
Lam Research
LRCX
$399B
| $250K | 0.16% |
48,900
-63,100
| -56% | -$308K |
|
|
CTXS
188
DELISTED
Citrix Systems Inc
CTXS
| $250K | 0.16% |
4,456
-3,958
| -47% | -$221K |
|
|
CTRX
189
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $249K | 0.15% |
5,427
-6,249
| -54% | -$330K |
|
|
GES
190
DELISTED
Guess Inc
GES
| $248K | 0.15% |
8,318
+5,718
| +220% | +$179K |
|
191
LXP Industrial Trust
LXP
$3.6B
| $248K | 0.15% |
+4,420
| New | +$267K |
|
|
WR
192
DELISTED
Westar Energy Inc
WR
| $247K | 0.15% |
8,059
+6,221
| +338% | +$199K |
|
|
BTU
193
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $244K | 0.15% |
+946
| New | +$242K |
|
194
Manulife Financial
MFC
$71.5B
| $243K | 0.15% |
14,700
-1,000
| -6% | -$17.1K |
|
195
Dillards
DDS
$9.2B
| $242K | 0.15% |
+3,100
| New | +$251K |
|
|
DNY
196
DELISTED
DONNELLEY R R & SONS CO
DNY
| $242K | 0.15% |
15,366
+7,766
| +102% | +$122K |
|
197
RH
RH
$3.31B
| $240K | 0.15% |
+3,800
| New | +$262K |
|
|
RVBD
198
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $240K | 0.15% |
+16,471
| New | +$264K |
|
199
Sunstone Hotel Investors
SHO
$2.19B
| $239K | 0.15% |
+18,800
| New | +$240K |
|
|
FITB
200
Fifth Third Bancorp
FITB
$52.3B
| $238K | 0.15% |
+13,205
| New | +$248K |
|
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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.