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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 | |
|---|---|---|---|---|---|---|
|
ALDW
676
DELISTED
Alon USA Partners LP
ALDW
| $36K | 0.02% |
+2,200
| New | +$31.6K |
|
677
Bank of Hawaii
BOH
$3.05B
| $35K | 0.02% |
+600
| New | +$34.5K |
|
678
Cameco
CCJ
$43.6B
| $35K | 0.02% |
1,700
-7,000
| -80% | -$136K |
|
679
Rockwell Automation
ROK
$47.8B
| $35K | 0.02% |
301
-1,459
| -83% | -$162K |
|
680
Sinclair Inc
SBGI
$1.04B
| $35K | 0.02% |
+1,000
| New | +$33.6K |
|
|
PETM
681
DELISTED
PETSMART INC
PETM
| $35K | 0.02% |
+483
| New | +$35.4K |
|
|
CVD
682
DELISTED
COVANCE INC.
CVD
| $35K | 0.02% |
+400
| New | +$34.6K |
|
|
MOVE
683
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
| $35K | 0.02% |
+2,200
| New | +$35.9K |
|
|
VNR
684
DELISTED
Vanguard Natural Resources, LLC
VNR
| $35K | 0.02% |
+1,200
| New | +$34K |
|
685
Insmed
INSM
$25.9B
| $34K | 0.02% |
+2,000
| New | +$30.6K |
|
686
Lennox International
LII
$13.6B
| $34K | 0.02% |
400
-600
| -60% | -$47.6K |
|
|
SAFE
687
Safehold
SAFE
$1.09B
| $34K | 0.02% |
+493
| New | +$30.7K |
|
|
AJRD
688
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $34K | 0.02% |
+1,900
| New | +$32.4K |
|
|
ACAT
689
DELISTED
Arctic Cat Inc
ACAT
| $34K | 0.02% |
+600
| New | +$33.2K |
|
690
Advance Auto Parts
AAP
$2.59B
| $33K | 0.02% |
300
-200
| -40% | -$19.8K |
|
691
Euronet Worldwide
EEFT
$2.62B
| $33K | 0.02% |
+700
| New | +$31.4K |
|
692
Harmonic Inc
HLIT
$1.31B
| $33K | 0.02% |
+4,500
| New | +$33.4K |
|
693
Sabra Healthcare REIT
SBRA
$5.27B
| $33K | 0.02% |
+1,300
| New | +$33.5K |
|
694
W&T Offshore
WTI
$539M
| $33K | 0.02% |
+2,100
| New | +$37.5K |
|
695
A.O. Smith
AOS
$8.21B
| $32K | 0.02% |
+1,200
| New | +$30.7K |
|
696
Carlyle Group
CG
$17.5B
| $32K | 0.02% |
900
-2,800
| -76% | -$88.1K |
|
697
Fresenius Medical Care
FMS
$12.3B
| $32K | 0.02% |
900
+100
| +13% | +$3.35K |
|
698
MKS Inc
MKSI
$17.3B
| $32K | 0.02% |
1,100
-2,300
| -68% | -$66.9K |
|
699
O-I Glass
OI
$1.14B
| $32K | 0.02% |
+900
| New | +$29K |
|
|
ACH
700
Accendra Health
ACH
$93.1M
| $32K | 0.02% |
+900
| New | +$33K |
|
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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.