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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
PLL
126
DELISTED
PALL CORP
PLL
$443K 0.22%
+5,200
New +$423K
VMW
127
DELISTED
VMware, Inc
VMW
$438K 0.21%
4,889
+95
+2% +$7.85K
KBH icon
128
KB Home
KBH
$3.36B
$435K 0.21%
23,848
+3,348
+16% +$57.5K
PEP icon
129
PepsiCo
PEP
$193B
$431K 0.21%
5,200
-13,827
-73% -$1.15M
WBD icon
130
Warner Bros
WBD
$72.1B
$431K 0.21%
+9,343
New +$404K
ADBE icon
131
Adobe
ADBE
$116B
$424K 0.21%
+7,096
New +$392K
DGI
132
DELISTED
DigitalGlobe Inc.
DGI
$423K 0.21%
10,287
+8,587
+505% +$309K
MCO icon
133
Moody's
MCO
$89.2B
$419K 0.21%
+5,341
New +$391K
SKM icon
134
SK Telecom
SKM
$15.1B
$419K 0.21%
+10,337
New +$408K
IP icon
135
International Paper
IP
$20.8B
$413K 0.2%
9,036
+3,361
+59% +$144K
PKG icon
136
Packaging Corp of America
PKG
$21.4B
$413K 0.2%
6,542
-158
-2% -$9.6K
QCOR
137
DELISTED
QUESTCOR PHARMA INC
QCOR
$410K 0.2%
+7,534
New +$445K
XYL icon
138
Xylem
XYL
$26B
$405K 0.2%
+11,713
New +$377K
MFC icon
139
Manulife Financial
MFC
$70.9B
$401K 0.2%
20,370
+5,670
+39% +$104K
PAA icon
140
Plains All American Pipeline
PAA
$18B
$395K 0.19%
+7,640
New +$390K
CAA
141
DELISTED
CalAtlantic Group, Inc.
CAA
$391K 0.19%
8,660
+5,120
+145% +$204K
GME icon
142
GameStop
GME
$8.02B
$389K 0.19%
+31,600
New +$405K
GEN icon
143
Gen Digital
GEN
$18.6B
$384K 0.19%
16,296
+1,049
+7% +$24.5K
KKR icon
144
KKR & Co
KKR
$97.6B
$383K 0.19%
+15,751
New +$362K
BBG
145
DELISTED
Bill Barrett Corp
BBG
$382K 0.19%
+14,300
New +$389K
USG
146
DELISTED
Usg
USG
$379K 0.19%
+13,373
New +$362K
FLO icon
147
Flowers Foods
FLO
$1.51B
$373K 0.18%
+17,393
New +$393K
TMUS icon
148
T-Mobile US
TMUS
$195B
$373K 0.18%
+11,100
New +$304K
TRV icon
149
Travelers Companies
TRV
$77.2B
$372K 0.18%
+4,110
New +$359K
MAS icon
150
Masco
MAS
$14.4B
$371K 0.18%
+18,549
New +$345K
4 5
6
7 8

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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.