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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
PSA icon
451
Public Storage
PSA
$58.5B
$90K 0.04%
600
-1,300
-68% -$208K
VSH icon
452
Vishay Intertechnology
VSH
$4.69B
$90K 0.04%
6,800
-4,398
-39% -$55.8K
FCF icon
453
First Commonwealth Financial
FCF
$2.11B
$89K 0.04%
+10,200
New +$87.8K
MDRX
454
DELISTED
Veradigm Inc. Common Stock
MDRX
$89K 0.04%
+5,785
New +$85.2K
NSR
455
DELISTED
Neustar Inc
NSR
$89K 0.04%
1,800
-1,600
-47% -$77K
JKHY icon
456
Jack Henry & Associates
JKHY
$12.1B
$88K 0.04%
+1,500
New +$83.6K
MFA
457
MFA Financial
MFA
$893M
$88K 0.04%
3,125
+1,225
+64% +$35.9K
WOR icon
458
Worthington Enterprises
WOR
$2.8B
$88K 0.04%
3,406
-2,595
-43% -$64.4K
CNVR
459
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$88K 0.04%
3,800
+184
+5% +$3.86K
ANSS
460
DELISTED
Ansys
ANSS
$87K 0.04%
1,000
– –
FCE.A
461
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$87K 0.04%
+4,595
New +$89.4K
DWA
462
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$87K 0.04%
+2,473
New +$78K
FDS icon
463
Factset
FDS
$11B
$86K 0.04%
+800
New +$88.8K
SWBI icon
464
Smith & Wesson
SWBI
$573M
$86K 0.04%
8,338
-6,103
-42% -$54.5K
SGI
465
Somnigroup International
SGI
$13.5B
$86K 0.04%
+6,380
New +$73.3K
BHP icon
466
BHP
BHP
$242B
$85K 0.04%
1,484
+126
+9% +$7.29K
CRM icon
467
Salesforce
CRM
$211B
$85K 0.04%
1,547
-10,743
-87% -$575K
EXP icon
468
Eagle Materials
EXP
$6.06B
$85K 0.04%
+1,100
New +$82.8K
AGU
469
DELISTED
Agrium
AGU
$85K 0.04%
940
-1,784
-65% -$158K
PDS
470
Precision Drilling
PDS
$1.16B
$84K 0.04%
448
+417
+1,345% +$81.9K
TTI icon
471
TETRA Technologies
TTI
$1.01B
$84K 0.04%
6,800
+3,500
+106% +$43.6K
FOE
472
DELISTED
Ferro Corporation
FOE
$84K 0.04%
6,575
+5,675
+631% +$68.9K
THG icon
473
Hanover Insurance
THG
$7.93B
$83K 0.04%
+1,400
New +$82.5K
MBFI
474
DELISTED
MB Financial Corp
MBFI
$83K 0.04%
+2,600
New +$79K
GTI
475
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$83K 0.04%
7,404
-4,704
-39% -$48K
17 18
19
20 21

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VWA
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IHAM
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NSAM
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LMIM
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BAM
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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.