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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
CPRI icon
1001
Capri Holdings
CPRI
$1.53B
– –
-500
Closed -$37K
CRL icon
1002
Charles River Laboratories
CRL
$13.9B
– –
-4,700
Closed -$217K
CSCO icon
1003
Cisco
CSCO
$433B
– –
-8,076
Closed -$189K
CVS icon
1004
CVS Health
CVS
$119B
– –
-5,125
Closed -$290K
CX icon
1005
Cemex
CX
$15.7B
– –
-27,726
Closed -$264K
D icon
1006
Dominion Energy
D
$57.7B
– –
-2,500
Closed -$156K
DB icon
1007
Deutsche Bank
DB
$75.8B
– –
-4,376
Closed -$171K
DCI icon
1008
Donaldson
DCI
$10.7B
– –
-5,500
Closed -$209K
DDD icon
1009
3D Systems Corp
DDD
$545M
– –
-4,813
Closed -$259K
DDS icon
1010
Dillards
DDS
$9.69B
– –
-3,100
Closed -$242K
DEI icon
1011
Douglas Emmett
DEI
$1.97B
– –
-1,900
Closed -$44K
DHI icon
1012
D.R. Horton
DHI
$41.2B
– –
-13,805
Closed -$268K
DIOD icon
1013
Diodes
DIOD
$4.05B
– –
-3,100
Closed -$75K
DIS icon
1014
Walt Disney
DIS
$187B
– –
-6,669
Closed -$430K
DK icon
1015
Delek US
DK
$4.42B
– –
-9,947
Closed -$209K
DLTR icon
1016
Dollar Tree
DLTR
$24.1B
– –
-177
Closed -$10K
DOC icon
1017
Healthpeak Properties
DOC
$14.5B
– –
-2,086
Closed -$77K
DRI icon
1018
Darden Restaurants
DRI
$24.5B
– –
-4,363
Closed -$180K
DTE icon
1019
DTE Energy
DTE
$28.3B
– –
-2,605
Closed -$146K
DVA icon
1020
DaVita
DVA
$11.5B
– –
-4,695
Closed -$267K
DVN icon
1021
Devon Energy
DVN
$52.1B
– –
-9,514
Closed -$549K
ECPG icon
1022
Encore Capital Group
ECPG
$2.1B
– –
-1,000
Closed -$45K
EL icon
1023
Estee Lauder
EL
$37.4B
– –
-10,100
Closed -$705K
ELME
1024
Elme Communities
ELME
$149M
– –
-1,700
Closed -$42K
ELS icon
1025
Equity Lifestyle Properties
ELS
$12.4B
– –
-5,800
Closed -$99K
39 40
41
42 43

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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
North Star Asset Management Neenah, Wisconsin $2.54B AUM 17.62% 1-Year Est. Return
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.