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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 | |
|---|---|---|---|---|---|---|
1
JPMorgan Chase
JPM
$926B
| $2.38M | 1.48% |
46,067
+12,428
| +37% | +$667K |
|
|
2
Bank of America
BAC
$432B
| $2.35M | 1.46% |
170,595
+153,295
| +886% | +$2.19M |
|
|
3
Morgan Stanley
MS
$343B
| $2.03M | 1.26% |
75,434
+53,234
| +240% | +$1.43M |
|
4
Procter & Gamble
PG
$347B
| $2M | 1.24% |
26,522
+9,900
| +60% | +$788K |
|
|
TWX
5
DELISTED
Time Warner Inc
TWX
| $1.92M | 1.19% |
30,421
-7,956
| -21% | -$476K |
|
|
6
McDonald's
MCD
$187B
| $1.87M | 1.16% |
+19,415
| New | +$1.9M |
|
|
VIAB
7
DELISTED
Viacom Inc. Class B
VIAB
| $1.86M | 1.15% |
+22,223
| New | +$1.72M |
|
8
Lowe's Companies
LOW
$115B
| $1.71M | 1.06% |
35,894
+11,183
| +45% | +$508K |
|
|
LNKD
9
DELISTED
LinkedIn Corporation
LNKD
| $1.53M | 0.95% |
+6,236
| New | +$1.41M |
|
|
10
PepsiCo
PEP
$185B
| $1.51M | 0.94% |
+19,027
| New | +$1.56M |
|
11
Allstate
ALL
$64.8B
| $1.45M | 0.9% |
28,712
+9,073
| +46% | +$456K |
|
|
CHK
12
DELISTED
Chesapeake Energy Corporation
CHK
| $1.45M | 0.9% |
+296
| New | +$1.37M |
|
13
GE Aerospace
GE
$354B
| $1.41M | 0.87% |
12,313
-4,901
| -28% | -$562K |
|
14
Accenture
ACN
$85.7B
| $1.4M | 0.87% |
+19,021
| New | +$1.41M |
|
15
APA Corp
APA
$12.8B
| $1.39M | 0.86% |
+16,346
| New | +$1.36M |
|
16
Halliburton
HAL
$27.6B
| $1.37M | 0.85% |
+28,451
| New | +$1.33M |
|
17
DuPont de Nemours
DD
$18.9B
| $1.18M | 0.73% |
+12,141
| New | +$1.13M |
|
18
Regions Financial
RF
$26.3B
| $1.09M | 0.68% |
+118,000
| New | +$1.16M |
|
19
Elevance Health
ELV
$84.4B
| $1.09M | 0.68% |
+13,042
| New | +$1.12M |
|
20
CSX Corp
CSX
$92.8B
| $1.07M | 0.66% |
+124,737
| New | +$1.05M |
|
21
The Mosaic Company
MOS
$7.24B
| $1.06M | 0.66% |
24,600
+20,896
| +564% | +$973K |
|
|
TWC
22
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $1.05M | 0.65% |
+9,409
| New | +$1.06M |
|
23
State Street
STT
$50.9B
| $1.01M | 0.63% |
15,420
-6,613
| -30% | -$452K |
|
24
Honeywell
HON
$73.8B
| $1M | 0.62% |
+13,475
| New | +$1M |
|
25
Carnival Corporation Ltd
CCL
$35.7B
| $966K | 0.6% |
+29,606
| New | +$1.07M |
|
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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.