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Quantbot Technologies Portfolio holdings
AUM
$2.54B
Turnover
50.19%
1-Year Est. Return
22.25%
This Fund
S&P 500
This Quarter Est. Return
+2.21%
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
$633M
AUM Growth
+$209M
(+49%)
Cap. Flow
+$197M
Cap. Flow % of AUM
Cap. Flow %
31.09%
Top 10 Holdings %
Top 10 Hldgs %
8.38%
Holding
1,640
New
573
Increased
329
Reduced
218
Closed
517
Avg Time Held
0.2
years
Top 10 Avg Time Held
0
years
Top 20 Avg Time Held
0
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$9.02M |
| 2 |
Valero Energy
VLO
|
+$5.92M |
| 3 |
Procter & Gamble
PG
|
+$5.04M |
| 4 |
Las Vegas Sands
LVS
|
+$4.94M |
| 5 |
Oracle
ORCL
|
+$4.78M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
DuPont de Nemours
DD
|
+$4.19M |
| 2 |
SLB Ltd
SLB
|
+$4.08M |
| 3 |
Abbott
ABT
|
+$4.05M |
| 4 |
FedEx
FDX
|
+$3.54M |
| 5 |
Comcast
CMCSA
|
+$3.32M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 14.05% |
| 2 | Technology | 13.82% |
| 3 | Industrials | 11.85% |
| 4 | Financials | 10.79% |
| 5 | Energy | 10.69% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
301
BWX Technologies
BWXT
$12B
| $634K | 0.1% |
27,348
+27,285
| +43,310% | +$647K |
2013 Q2
4 quarters
|
|
302
Qualcomm
QCOM
$190B
| $626K | 0.1% |
7,909
-27,990
| -78% | -$2.23M |
2014 Q1
1 quarter
|
|
303
DELISTED
Southwestern Energy Company
SWN
| $622K | 0.1% |
+13,686
| New | +$634K |
2014 Q2
0 quarters
|
|
|
XLS
304
DELISTED
EXELIS INC COM STK
XLS
| $621K | 0.1% |
39,172
-8,304
| -17% | -$137K |
2013 Q3
3 quarters
|
|
305
BlackBerry
BB
$5.39B
| $618K | 0.1% |
60,355
-135,400
| -69% | -$1.07M |
2014 Q1
1 quarter
|
|
306
Booz Allen Hamilton
BAH
$10B
| $613K | 0.1% |
28,903
+22,904
| +382% | +$518K |
2013 Q3
3 quarters
|
|
307
Radian Group
RDN
$4.74B
| $611K | 0.1% |
+41,257
| New | +$601K |
2014 Q2
0 quarters
|
|
|
PVA
308
DELISTED
PENN VIRGINIA CORP
PVA
| $611K | 0.1% |
36,073
+20,255
| +128% | +$322K |
2013 Q3
3 quarters
|
|
309
Ametek
AME
$55.8B
| $608K | 0.1% |
11,644
-3,248
| -22% | -$171K |
2014 Q1
1 quarter
|
|
310
Cleveland-Cliffs
CLF
$7.9B
| $606K | 0.1% |
40,295
+7,268
| +22% | +$123K |
2013 Q2
4 quarters
|
|
311
Gogo Inc
GOGO
$305M
| $606K | 0.1% |
31,017
+8,076
| +35% | +$139K |
2014 Q1
1 quarter
|
|
312
Skyworks Solutions
SWKS
$19.6B
| $606K | 0.1% |
12,923
+5,738
| +80% | +$242K |
2013 Q2
4 quarters
|
|
313
Elevance Health
ELV
$93.6B
| $597K | 0.09% |
5,556
-23,525
| -81% | -$2.42M |
2014 Q1
1 quarter
|
|
314
Commercial Metals
CMC
$6.93B
| $593K | 0.09% |
34,260
-731
| -2% | -$13.6K |
2013 Q4
2 quarters
|
|
315
DELISTED
Sears Holding Corporation
SHLD
| $593K | 0.09% |
15,944
+4,550
| +40% | +$168K |
2014 Q1
1 quarter
|
|
316
The Greenbrier Companies
GBX
$1.19B
| $591K | 0.09% |
10,268
+5,545
| +117% | +$289K |
2013 Q4
2 quarters
|
|
317
Arthur J. Gallagher & Co
AJG
$68B
| $590K | 0.09% |
+12,674
| New | +$578K |
2014 Q2
0 quarters
|
|
|
DNKN
318
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $586K | 0.09% |
12,794
+2,394
| +23% | +$110K |
2014 Q1
1 quarter
|
|
319
DELISTED
LIFE TIME FITNESS INC
LTM
| $586K | 0.09% |
12,036
+4,583
| +61% | +$225K |
2013 Q4
2 quarters
|
|
320
St. Joe Company
JOE
$3.91B
| $585K | 0.09% |
+23,041
| New | +$495K |
2014 Q2
0 quarters
|
|
321
Lazard
LAZ
$3.69B
| $583K | 0.09% |
11,311
+9,911
| +708% | +$488K |
2014 Q1
1 quarter
|
|
322
Openlane
OPLN
$4.62B
| $581K | 0.09% |
+48,238
| New | +$557K |
2014 Q2
0 quarters
|
|
323
Reinsurance Group of America
RGA
$17.4B
| $576K | 0.09% |
+7,310
| New | +$570K |
2014 Q2
0 quarters
|
|
324
Tenet Healthcare
THC
$21.8B
| $574K | 0.09% |
+12,231
| New | +$553K |
2014 Q2
0 quarters
|
|
|
PACW
325
DELISTED
PacWest Bancorp
PACW
| $570K | 0.09% |
13,224
+6,117
| +86% | +$255K |
2013 Q4
2 quarters
|
|
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Quantbot Technologies's Q2 2014 Portfolio in Review
As of Q2 2014, Quantbot Technologies held 1,640 positions worth $633M, up 49% from $424M the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.
Quantbot Technologies deployed $197M of net new capital in Q2 2014, opening 573 new positions and adding to 329 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 47,465 shares worth $9.29M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 14% of assets, up from 13% a quarter earlier, followed by Technology and Industrials.
On the sell side, the largest reduction was FedEx, an estimated $3.54M trimmed.
- Quantbot Technologies's largest Q2 2014 buy was State Street SPDR S&P 500 ETF Trust: 47,465 shares worth $9.29M.
- Quantbot Technologies added most to Medtronic in Q2 2014, an estimated $3.77M increase.
- Quantbot Technologies's biggest Q2 2014 reduction was FedEx, cutting an estimated $3.54M.
- Quantbot Technologies fully exited DuPont de Nemours in Q2 2014, selling an estimated $4.19M.
- Quantbot Technologies's ten largest holdings make up 8.4% of its $633M portfolio in Q2 2014.
- Quantbot Technologies opened 573 new positions and closed 517 in Q2 2014.
- Quantbot Technologies's portfolio value rose 49% quarter-over-quarter to $633M.
Based on Quantbot Technologies's 13F filing for Q2 2014, filed 8 Jul 2014.