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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 | |
|---|---|---|---|---|---|---|
|
PXD
401
DELISTED
Pioneer Natural Resource Co.
PXD
| $110K | 0.05% |
+600
| New | +$116K |
|
402
Coca-Cola Femsa
KOF
$23.7B
| $109K | 0.05% |
900
+500
| +125% | +$60.1K |
|
403
Arrow Electronics
ARW
$10.4B
| $108K | 0.05% |
+2,000
| New | +$102K |
|
404
Federated Hermes
FHI
$4.81B
| $108K | 0.05% |
3,768
+1,968
| +109% | +$54K |
|
405
Veeco
VECO
$2.71B
| $108K | 0.05% |
+3,300
| New | +$107K |
|
|
CFN
406
DELISTED
CAREFUSION CORPORATION
CFN
| $107K | 0.05% |
2,700
-8,798
| -77% | -$342K |
|
|
AVB
407
DELISTED
AvalonBay Communities
AVB
| $106K | 0.05% |
900
+500
| +125% | +$61.6K |
|
408
Dover
DOV
$26.8B
| $106K | 0.05% |
1,641
-1,641
| -50% | -$100K |
|
|
CAB
409
DELISTED
Cabela's Inc
CAB
| $106K | 0.05% |
1,600
+900
| +129% | +$55.9K |
|
|
CHMT
410
DELISTED
Chemtura Corporation
CHMT
| $106K | 0.05% |
3,800
+2,300
| +153% | +$57.6K |
|
411
Manitowoc
MTW
$706M
| $105K | 0.05% |
5,005
-2,723
| -35% | -$49.9K |
|
412
Thomson Reuters
TRI
$46B
| $105K | 0.05% |
2,413
-1,561
| -39% | -$66.6K |
|
|
OKS
413
DELISTED
Oneok Partners LP
OKS
| $105K | 0.05% |
+2,000
| New | +$105K |
|
|
DFS
414
DELISTED
Discover Financial Services
DFS
| $104K | 0.05% |
1,866
-8,048
| -81% | -$422K |
|
415
Raymond James Financial
RJF
$34.5B
| $104K | 0.05% |
+3,000
| New | +$93K |
|
416
Itron
ITRI
$4.27B
| $103K | 0.05% |
+2,500
| New | +$106K |
|
|
COL
417
DELISTED
Rockwell Collins
COL
| $103K | 0.05% |
1,400
-1,900
| -58% | -$135K |
|
|
TWO
418
DELISTED
Two Harbors Investment
TWO
| $102K | 0.05% |
+1,375
| New | +$103K |
|
|
LF
419
DELISTED
LEAPFROG ENTERPRISES INC.
LF
| $102K | 0.05% |
+12,929
| New | +$110K |
|
|
PMCS
420
DELISTED
P M C SIERRA INC
PMCS
| $102K | 0.05% |
+15,957
| New | +$98.9K |
|
421
Apogee Enterprises
APOG
$842M
| $100K | 0.05% |
2,800
+2,000
| +250% | +$66.6K |
|
422
Avery Dennison
AVY
$13.5B
| $100K | 0.05% |
2,000
+1,078
| +117% | +$50.8K |
|
423
Tetra Tech
TTEK
$9.36B
| $100K | 0.05% |
+18,000
| New | +$97.2K |
|
|
SYNT
424
DELISTED
Syntel Inc
SYNT
| $100K | 0.05% |
+2,200
| New | +$95.3K |
|
425
Interactive Brokers
IBKR
$43.4B
| $99K | 0.05% |
+16,400
| New | +$91.6K |
|
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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.