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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
Cap. Flow
+$34.5M
Cap. Flow %
16.87%
Top 10 Hldgs %
10.98%
Holding
1,340
New
589
Increased
185
Reduced
178
Closed
385

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$6.5M
2
HPQ icon
HP
HPQ
+$2.03M
3
LO
LORILLARD INC COM STK
LO
+$1.69M
4
AIG icon
American International
AIG
+$1.63M
5
BBY icon
Best Buy
BBY
+$1.48M

Top Sells

Rank Stock Value
1
JPM icon
JPMorgan Chase
JPM
+$2.38M
2
PG icon
Procter & Gamble
PG
+$2.09M
3
MS icon
Morgan Stanley
MS
+$2.03M
4
MCD icon
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
ANR
376
DELISTED
Alpha Natural Resources Inc
ANR
$121K 0.06%
17,000
-22,200
-57% -$150K
BBD icon
377
Banco Bradesco
BBD
$34.4B
$120K 0.06%
24,490
-10,459
-30% -$55.6K
VAL
378
DELISTED
Valspar
VAL
$120K 0.06%
1,690
-2,710
-62% -$188K
INFA
379
DELISTED
INFORMATICA CORP
INFA
$120K 0.06%
2,900
-2,962
-51% -$115K
VMI icon
380
Valmont Industries
VMI
$9.19B
$119K 0.06%
+800
New +$113K
HUB.B
381
DELISTED
HUBBELL INC CL-B
HUB.B
$119K 0.06%
1,100
+800
+267% +$85.5K
CNW
382
DELISTED
CON-WAY INC.
CNW
$119K 0.06%
+3,000
New +$126K
CRS icon
383
Carpenter Technology
CRS
$23.6B
$118K 0.06%
+1,900
New +$115K
IPI icon
384
Intrepid Potash
IPI
$506M
$118K 0.06%
+750
New +$116K
WAT icon
385
Waters Corp
WAT
$40.7B
$118K 0.06%
+1,180
New +$119K
ORB
386
DELISTED
ORBITAL SCIENCES CORP
ORB
$118K 0.06%
+5,100
New +$117K
OCSL icon
387
Oaktree Specialty Lending
OCSL
$1.15B
$117K 0.06%
4,220
+2,253
+115% +$66.6K
SYA
388
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$117K 0.06%
+6,200
New +$115K
BMR
389
DELISTED
BIOMED REALTY TRUST INC
BMR
$117K 0.06%
+6,500
New +$123K
CRK icon
390
Comstock Resources
CRK
$4.2B
$116K 0.06%
+1,276
New +$111K
RTI
391
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$116K 0.06%
+3,400
New +$116K
TCOM icon
392
Trip.com Group
TCOM
$28.6B
$115K 0.06%
+4,648
New +$121K
WRI
393
DELISTED
Weingarten Realty Investors
WRI
$115K 0.06%
+4,200
New +$124K
MHR
394
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$115K 0.06%
+15,787
New +$111K
AROC icon
395
Archrock
AROC
$5.48B
$114K 0.06%
3,356
+1,856
+124% +$57.2K
OC icon
396
Owens Corning
OC
$11.3B
$114K 0.06%
2,800
-16,018
-85% -$608K
BC icon
397
Brunswick
BC
$4.97B
$113K 0.06%
+2,457
New +$109K
ACM icon
398
Aecom
ACM
$8.9B
$111K 0.05%
3,800
+3,400
+850% +$103K
FRT icon
399
Federal Realty Investment Trust
FRT
$10.1B
$111K 0.05%
+1,100
New +$115K
PNR icon
400
Pentair
PNR
$9.84B
$110K 0.05%
2,122
-2,040
-49% -$94.9K
14 15
16
17 18

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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.