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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
FLEX icon
151
Flex
FLEX
$40.8B
$370K 0.18%
+63,271
New +$384K
CE icon
152
Celanese
CE
$4.94B
$367K 0.18%
+6,637
New +$368K
DNY
153
DELISTED
DONNELLEY R R & SONS CO
DNY
$362K 0.18%
17,893
+2,527
+16% +$51.1K
CLX icon
154
Clorox
CLX
$12.4B
$359K 0.18%
3,877
+3,802
+5,069% +$342K
LUV icon
155
Southwest Airlines
LUV
$19.4B
$358K 0.18%
+19,046
New +$332K
POT
156
DELISTED
Potash Corp Of Saskatchewan
POT
$356K 0.17%
10,821
-4,279
-28% -$136K
BMO icon
157
Bank of Montreal
BMO
$120B
$353K 0.17%
+5,300
New +$361K
UAL icon
158
United Airlines
UAL
$35.9B
$351K 0.17%
9,296
-9,072
-49% -$318K
BRCD
159
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$351K 0.17%
39,604
+36,304
+1,100% +$303K
HAR
160
DELISTED
Harman International Industries
HAR
$351K 0.17%
4,300
+2,959
+221% +$229K
AES icon
161
AES
AES
$10.5B
$350K 0.17%
+24,139
New +$344K
GMCR
162
DELISTED
KEURIG GREEN MTN INC
GMCR
$347K 0.17%
+4,600
New +$313K
MR
163
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$347K 0.17%
9,546
+8,546
+855% +$332K
OII icon
164
Oceaneering
OII
$5.04B
$345K 0.17%
+4,383
New +$356K
PDCE
165
DELISTED
PDC Energy, Inc.
PDCE
$344K 0.17%
+6,467
New +$395K
XLS
166
DELISTED
EXELIS INC COM STK
XLS
$344K 0.17%
19,368
+6,272
+48% +$99.8K
TV icon
167
Televisa
TV
$1.45B
$342K 0.17%
+11,313
New +$334K
INTU icon
168
Intuit
INTU
$97.9B
$328K 0.16%
+4,299
New +$309K
CHS
169
DELISTED
Chicos FAS, Inc.
CHS
$327K 0.16%
17,375
-6,472
-27% -$114K
PHM icon
170
Pultegroup
PHM
$24.5B
$325K 0.16%
16,000
-12,931
-45% -$229K
ASNA
171
DELISTED
Ascena Retail Group, Inc.
ASNA
$323K 0.16%
+766
New +$313K
MRSH
172
Marsh
MRSH
$91.9B
$322K 0.16%
6,659
-1,041
-14% -$48.3K
FHN icon
173
First Horizon
FHN
$11.7B
$321K 0.16%
+27,600
New +$309K
WCN
174
Waste Connections
WCN
$41.7B
$321K 0.16%
+11,055
New +$323K
DKS icon
175
Dick's Sporting Goods
DKS
$12.1B
$319K 0.16%
+5,500
New +$300K
5 6
7
8 9

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VWA
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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.