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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
EW icon
801
Edwards Lifesciences
EW
$52B
$19K 0.01%
+1,800
New +$20.3K
GSM icon
802
FerroAtlántica
GSM
$761M
$19K 0.01%
+1,100
New +$18.9K
IRWD icon
803
Ironwood Pharmaceuticals
IRWD
$682M
$19K 0.01%
+2,030
New +$18.2K
THC icon
804
Tenet Healthcare
THC
$21.5B
$19K 0.01%
+468
New +$20.4K
VAR
805
DELISTED
Varian Medical Systems, Inc.
VAR
$19K 0.01%
+282
New +$18.8K
SEMG
806
DELISTED
SEMGROUP CORPORATION
SEMG
$19K 0.01%
+300
New +$18K
OWW
807
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$19K 0.01%
2,700
+70
+3% +$547
ETD icon
808
Ethan Allen Interiors
ETD
$597M
$18K 0.01%
+600
New +$16.9K
KMX icon
809
CarMax
KMX
$8.81B
$18K 0.01%
399
-2,943
-88% -$144K
KTOS icon
810
Kratos Defense & Security Solutions
KTOS
$9.76B
$18K 0.01%
+2,400
New +$18.1K
WPC icon
811
W.P. Carey
WPC
$16.1B
$18K 0.01%
+306
New +$19.3K
HERO
812
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$18K 0.01%
2,890
-360
-11% -$2.43K
HCC
813
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$18K 0.01%
400
-400
-50% -$18K
DST
814
DELISTED
DST Systems Inc.
DST
$18K 0.01%
400
-800
-67% -$34K
FELE icon
815
Franklin Electric
FELE
$4.45B
$17K 0.01%
400
– –
RPAI
816
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$17K 0.01%
+1,400
New +$19K
BID
817
DELISTED
Sotheby's
BID
$17K 0.01%
+336
New +$17.3K
TFCF
818
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$17K 0.01%
+500
New +$16.7K
SWFT
819
DELISTED
Swift Transportation Company
SWFT
$17K 0.01%
+800
New +$17.4K
BURL icon
820
Burlington
BURL
$17.1B
$16K 0.01%
+500
New +$14K
GBX icon
821
The Greenbrier Companies
GBX
$1.42B
$16K 0.01%
+500
New +$14.7K
HTH icon
822
Hilltop Holdings
HTH
$2.21B
$16K 0.01%
+700
New +$14.3K
SAIA icon
823
Saia
SAIA
$9.37B
$16K 0.01%
+500
New +$16.3K
GL icon
824
Globe Life
GL
$13.3B
$15K 0.01%
+300
New +$15K
LYG icon
825
Lloyds Banking Group
LYG
$85.7B
$15K 0.01%
+3,000
New +$15K
31 32
33
34 35

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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.