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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
SLCA
526
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$68K 0.03%
+2,000
New +$65.6K
SIAL
527
DELISTED
SIGMA - ALDRICH CORP
SIAL
$68K 0.03%
+730
New +$63.4K
UNFI icon
528
United Natural Foods
UNFI
$2.77B
$67K 0.03%
+900
New +$63.5K
MDP
529
DELISTED
Meredith Corporation
MDP
$67K 0.03%
1,300
-900
-41% -$46K
JASO
530
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$67K 0.03%
7,319
+6,719
+1,120% +$67.6K
BN icon
531
Brookfield
BN
$92.3B
$66K 0.03%
+7,261
New +$66.1K
MLCO icon
532
Melco Resorts & Entertainment
MLCO
$2.02B
$66K 0.03%
+1,697
New +$59.9K
RMBS icon
533
Rambus
RMBS
$9.3B
$66K 0.03%
+7,000
New +$63K
UGP icon
534
Ultrapar
UGP
$6.87B
$66K 0.03%
+5,600
New +$71.1K
BCR
535
DELISTED
CR Bard Inc.
BCR
$66K 0.03%
500
-300
-38% -$39.6K
CACI icon
536
CACI
CACI
$13.9B
$65K 0.03%
+900
New +$63.8K
CHRW icon
537
C.H. Robinson
CHRW
$17.6B
$65K 0.03%
1,130
-5,276
-82% -$310K
MIC
538
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$65K 0.03%
+1,200
New +$65.2K
BKS
539
DELISTED
Barnes & Noble
BKS
$65K 0.03%
+6,714
New +$64.7K
SONC
540
DELISTED
Sonic Corp
SONC
$64K 0.03%
+3,200
New +$62.2K
BMRN icon
541
BioMarin Pharmaceuticals
BMRN
$12.5B
$63K 0.03%
+900
New +$61.1K
CLGX
542
DELISTED
Corelogic, Inc.
CLGX
$63K 0.03%
+1,800
New +$58.5K
MILL
543
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$63K 0.03%
9,000
+8,400
+1,400% +$62.1K
EFX icon
544
Equifax
EFX
$22.8B
$62K 0.03%
900
+388
+76% +$25.2K
OHI icon
545
Omega Healthcare
OHI
$13.9B
$62K 0.03%
+2,100
New +$66.5K
MM
546
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$62K 0.03%
8,566
+766
+10% +$5.17K
AB icon
547
AllianceBernstein
AB
$3.43B
$61K 0.03%
+2,900
New +$62.3K
MMS icon
548
Maximus
MMS
$3.13B
$61K 0.03%
+1,400
New +$64.5K
TNGO
549
DELISTED
Tangoe, Inc.
TNGO
$61K 0.03%
+3,400
New +$64.6K
BALL icon
550
Ball Corp
BALL
$16.9B
$60K 0.03%
+2,354
New +$57.4K
20 21
22
23 24

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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.