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QT
Quantbot Technologies Portfolio holdings
AUM
$2.54B
1-Year Est. Return
22.25%
This Fund
S&P 500
This Quarter
Est. Return
+8.09%
1 Year Est. Return
+22.25%
3 Year Est. Return
+33.64%
5 Year Est. Return
+6.9%
10 Year Est. Return
+44.54%
AUM
$204M
AUM Growth
+$43.1M
(+27%)
Cap. Flow
+$34.5M
Cap. Flow
% of AUM
16.87%
Top 10 Holdings %
Top 10 Hldgs %
10.98%
Holding
1,340
New
589
Increased
185
Reduced
178
Closed
385
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.5M |
| 2 |
HP
HPQ
|
+$2.03M |
| 3 |
LO
LORILLARD INC COM STK
LO
|
+$1.69M |
| 4 |
American International
AIG
|
+$1.63M |
| 5 |
Best Buy
BBY
|
+$1.48M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
JPMorgan Chase
JPM
|
+$2.38M |
| 2 |
Procter & Gamble
PG
|
+$2.09M |
| 3 |
Morgan Stanley
MS
|
+$2.03M |
| 4 |
McDonald's
MCD
|
+$1.87M |
| 5 |
VIAB
Viacom Inc. Class B
VIAB
|
+$1.86M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.95% |
| 2 | Financials | 13.31% |
| 3 | Consumer Discretionary | 11.25% |
| 4 | Energy | 11.05% |
| 5 | Industrials | 9.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ATHN
276
DELISTED
Athenahealth, Inc.
ATHN
| $195K | 0.1% |
1,451
+1,351
| +1,351% | +$174K |
|
277
Mettler-Toledo International
MTD
$28B
| $194K | 0.09% |
800
+700
| +700% | +$171K |
|
278
Northern Trust
NTRS
$34.2B
| $192K | 0.09% |
3,108
+2,908
| +1,454% | +$167K |
|
279
SM Energy
SM
$8.71B
| $191K | 0.09% |
+2,300
| New | +$196K |
|
|
AREX
280
DELISTED
Approach Resources Inc.
AREX
| $191K | 0.09% |
+9,939
| New | +$244K |
|
281
Brinker International
EAT
$9.87B
| $189K | 0.09% |
+4,100
| New | +$182K |
|
|
SVC
282
Service Properties Trust
SVC
$1.02B
| $189K | 0.09% |
+1,410
| New | +$196K |
|
283
Lam Research
LRCX
$378B
| $188K | 0.09% |
34,610
-14,290
| -29% | -$75.2K |
|
284
Automatic Data Processing
ADP
$114B
| $187K | 0.09% |
+2,639
| New | +$178K |
|
285
ASML
ASML
$651B
| $187K | 0.09% |
+2,000
| New | +$185K |
|
|
ROC
286
DELISTED
ROCKWOOD HLDGS INC
ROC
| $186K | 0.09% |
+2,600
| New | +$177K |
|
287
Macy's
M
$5.79B
| $184K | 0.09% |
+3,459
| New | +$168K |
|
|
TEG
288
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
| $184K | 0.09% |
3,400
+200
| +6% | +$11.2K |
|
289
Arthur J. Gallagher & Co
AJG
$68.6B
| $183K | 0.09% |
3,900
-700
| -15% | -$32.5K |
|
290
Kimco Realty
KIM
$16B
| $183K | 0.09% |
9,300
-800
| -8% | -$16.5K |
|
291
Cardinal Health
CAH
$54.6B
| $182K | 0.09% |
2,736
+136
| +5% | +$8.31K |
|
292
CNX Resources
CNX
$5.36B
| $182K | 0.09% |
+5,753
| New | +$176K |
|
293
Avis
CAR
$4.88B
| $181K | 0.09% |
+4,500
| New | +$151K |
|
294
F5
FFIV
$22.3B
| $181K | 0.09% |
+2,000
| New | +$170K |
|
295
Oshkosh
OSK
$9.51B
| $181K | 0.09% |
+3,600
| New | +$179K |
|
|
AKRX
296
DELISTED
Akorn Inc
AKRX
| $181K | 0.09% |
+7,376
| New | +$167K |
|
297
Martin Marietta Materials
MLM
$37.7B
| $179K | 0.09% |
1,800
+100
| +6% | +$9.83K |
|
|
BGC
298
DELISTED
General Cable Corporation
BGC
| $179K | 0.09% |
6,100
+1,300
| +27% | +$39.4K |
|
299
Teradyne
TER
$55.5B
| $177K | 0.09% |
10,090
-410
| -4% | -$6.93K |
|
300
Wintrust Financial
WTFC
$10.3B
| $175K | 0.09% |
+3,800
| New | +$168K |
|
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Quantbot Technologies's Q4 2013 Portfolio in Review
As of Q4 2013, Quantbot Technologies held 1,340 positions worth $204M, up 27% from $161M the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Quantbot Technologies deployed $34.5M of net new capital in Q4 2013, opening 589 new positions and adding to 185 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 36,700 shares worth $6.78M.
By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 11% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was Procter & Gamble, an estimated $2.09M trimmed.
- Quantbot Technologies's largest Q4 2013 buy was State Street SPDR S&P 500 ETF Trust: 36,700 shares worth $6.78M.
- Quantbot Technologies added most to American International in Q4 2013, an estimated $1.63M increase.
- Quantbot Technologies's biggest Q4 2013 reduction was Procter & Gamble, cutting an estimated $2.09M.
- Quantbot Technologies fully exited JPMorgan Chase in Q4 2013, selling an estimated $2.38M.
- Quantbot Technologies's ten largest holdings make up 11% of its $204M portfolio in Q4 2013.
- Quantbot Technologies opened 589 new positions and closed 385 in Q4 2013.
- Quantbot Technologies's portfolio value rose 27% quarter-over-quarter to $204M.
Based on Quantbot Technologies's 13F filing for Q4 2013, filed 31 Jan 2014.