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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
SDRL
1226
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-11
Closed -$130K
LPT
1227
DELISTED
Liberty Property Trust
LPT
– –
-800
Closed -$28K
WCG
1228
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-100
Closed -$6K
MDR
1229
DELISTED
McDermott International
MDR
– –
-7,081
Closed -$157K
MDCO
1230
DELISTED
Medicines Co
MDCO
– –
-1,200
Closed -$40K
CRZO
1231
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-57
Closed -$2K
VSI
1232
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-300
Closed -$13K
VIAB
1233
DELISTED
Viacom Inc. Class B
VIAB
– –
-22,223
Closed -$1.86M
BPL
1234
DELISTED
Buckeye Partners, L.P.
BPL
– –
-600
Closed -$39K
UPL
1235
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-15,998
Closed -$329K
WP
1236
DELISTED
Worldpay, Inc.
WP
– –
-1,033
Closed -$28K
BMS
1237
DELISTED
Bemis
BMS
– –
-3,500
Closed -$136K
MXWL
1238
DELISTED
Maxwell Technologies Inc
MXWL
– –
-300
Closed -$2K
WFT
1239
DELISTED
Weatherford International plc
WFT
– –
-17,000
Closed -$260K
RDC
1240
DELISTED
Rowan Companies Plc
RDC
– –
-1,900
Closed -$69K
TFCFA
1241
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-3,200
Closed -$107K
ESL
1242
DELISTED
Esterline Technologies
ESL
– –
-600
Closed -$47K
ITG
1243
DELISTED
Investment Technology Group Inc
ITG
– –
-4,100
Closed -$64K
NFX
1244
DELISTED
Newfield Exploration
NFX
– –
-700
Closed -$19K
VVC
1245
DELISTED
Vectren Corporation
VVC
– –
-6,800
Closed -$226K
EOCC
1246
DELISTED
Enel Generacion Chile S.A.
EOCC
– –
-2,168
Closed -$62K
ESRX
1247
DELISTED
Express Scripts Holding Company
ESRX
– –
-7,570
Closed -$467K
AET
1248
DELISTED
Aetna Inc
AET
– –
-3,400
Closed -$217K
SHLD
1249
DELISTED
Sears Holding Corporation
SHLD
– –
-3,312
Closed -$149K
SVU
1250
DELISTED
SUPERVALU Inc.
SVU
– –
-1,030
Closed -$59K
48 49
50
51 52

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NSAM
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LMIM
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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.