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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
NKTR icon
951
Nektar Therapeutics
NKTR
$2.48B
$1K ﹤0.01%
7
-300
-98% -$48.4K
ZINC
952
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$1K ﹤0.01%
+100
New +$1.39K
ICA
953
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$1K ﹤0.01%
200
-618
-76% -$4.9K
AA icon
954
Alcoa
AA
$13.3B
– –
-30,413
Closed -$593K
ACCO icon
955
Acco Brands
ACCO
$396M
– –
-900
Closed -$5K
ACGL icon
956
Arch Capital
ACGL
$33.7B
– –
-11,700
Closed -$211K
ADI icon
957
Analog Devices
ADI
$175B
– –
-1,919
Closed -$90K
ADSK icon
958
Autodesk
ADSK
$55B
– –
-14,100
Closed -$580K
AEG icon
959
Aegon
AEG
$13.6B
– –
-3,241
Closed -$16K
AEIS icon
960
Advanced Energy
AEIS
$10.9B
– –
-2,400
Closed -$42K
AEP icon
961
American Electric Power
AEP
$66.6B
– –
-6,806
Closed -$295K
AGO icon
962
Assured Guaranty
AGO
$3.32B
– –
-18,213
Closed -$341K
AIV
963
Aimco
AIV
$370M
– –
-19,518
Closed -$72K
ALNY icon
964
Alnylam Pharmaceuticals
ALNY
$31.7B
– –
-300
Closed -$19K
AMT icon
965
American Tower
AMT
$82.1B
– –
-1,300
Closed -$96K
ANF icon
966
Abercrombie & Fitch
ANF
$6.59B
– –
-7,082
Closed -$250K
ANGI icon
967
Angi Inc
ANGI
$204M
– –
-162
Closed -$36K
APH icon
968
Amphenol
APH
$194B
– –
-5,896
Closed -$57K
ARCC icon
969
Ares Capital
ARCC
$14.3B
– –
-723
Closed -$12K
ASB icon
970
Associated Banc-Corp
ASB
$5.84B
– –
-22,400
Closed -$346K
ASH icon
971
Ashland
ASH
$3.41B
– –
-204
Closed -$9K
DCH
972
Dauch Corp
DCH
$1.5B
– –
-6,600
Closed -$130K
AXP icon
973
American Express
AXP
$225B
– –
-6,660
Closed -$502K
BA icon
974
Boeing
BA
$166B
– –
-7,150
Closed -$840K
BAP icon
975
Credicorp
BAP
$29.3B
– –
-623
Closed -$77K
37 38
39
40 41

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PVI
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VWA
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ST
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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.