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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
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$825B
$6.78M 3.32%
+36,700
New +$6.5M
HPQ icon
2
HP
HPQ
$27.5B
$2.25M 1.1%
+176,724
New +$2.03M
COV
3
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$1.84M 0.9%
27,043
+22,643
+515% +$1.47M
APA icon
4
APA Corp
APA
$14.9B
$1.78M 0.87%
20,758
+4,412
+27% +$393K
LO
5
DELISTED
LORILLARD INC COM STK
LO
$1.72M 0.84%
+33,848
New +$1.69M
AIG icon
6
American International
AIG
$40.2B
$1.68M 0.82%
32,913
+32,689
+14,593% +$1.63M
WDC icon
7
Western Digital
WDC
$166B
$1.63M 0.8%
+25,640
New +$1.43M
LNC icon
8
Lincoln National
LNC
$8.29B
$1.61M 0.79%
31,288
+23,788
+317% +$1.14M
YHOO
9
DELISTED
Yahoo Inc
YHOO
$1.6M 0.78%
+39,500
New +$1.42M
RF icon
10
Regions Financial
RF
$25.8B
$1.57M 0.77%
158,822
+40,822
+35% +$393K
ACN icon
11
Accenture
ACN
$116B
$1.49M 0.73%
18,071
-950
-5% -$71.8K
DAL icon
12
Delta Air Lines
DAL
$52.7B
$1.48M 0.72%
+53,735
New +$1.44M
LNKD
13
DELISTED
LinkedIn Corporation
LNKD
$1.48M 0.72%
6,804
+568
+9% +$129K
TSM icon
14
TSMC
TSM
$2.17T
$1.47M 0.72%
84,481
+41,583
+97% +$738K
CME icon
15
CME Group
CME
$103B
$1.46M 0.71%
18,577
+16,777
+932% +$1.31M
DD icon
16
DuPont de Nemours
DD
$18.5B
$1.45M 0.71%
12,886
+745
+6% +$76.4K
BBY icon
17
Best Buy
BBY
$17.4B
$1.44M 0.7%
+36,131
New +$1.48M
TSN icon
18
Tyson Foods
TSN
$19.5B
$1.43M 0.7%
42,634
+19,733
+86% +$601K
GAP
19
The Gap Inc
GAP
$8.45B
$1.41M 0.69%
36,036
+29,074
+418% +$1.14M
MRO
20
DELISTED
Marathon Oil Corporation
MRO
$1.41M 0.69%
39,899
+26,899
+207% +$960K
DNR
21
DELISTED
Denbury Resources, Inc.
DNR
$1.39M 0.68%
84,713
+75,013
+773% +$1.32M
USB icon
22
US Bancorp
USB
$97.3B
$1.37M 0.67%
+33,872
New +$1.3M
GLW icon
23
Corning
GLW
$128B
$1.35M 0.66%
+76,083
New +$1.25M
CSX icon
24
CSX Corp
CSX
$95B
$1.35M 0.66%
140,520
+15,783
+13% +$141K
SLM icon
25
SLM Corp
SLM
$4.97B
$1.34M 0.66%
142,723
+102,295
+253% +$941K
1
2 3 4 5

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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.