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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 | |
|---|---|---|---|---|---|---|---|
|
DF
451
DELISTED
Dean Foods Company
DF
| $300K | 0.05% |
+17,070
| New | +$279K |
2014 Q2
0 quarters
|
|
452
Smith & Wesson
SWBI
$622M
| $299K | 0.05% |
26,827
+22,273
| +489% | +$263K |
2013 Q3
3 quarters
|
|
|
NLSN
453
DELISTED
Nielsen Holdings plc
NLSN
| $299K | 0.05% |
+6,183
| New | +$288K |
2014 Q2
0 quarters
|
|
|
OCR
454
DELISTED
OMNICARE INC
OCR
| $298K | 0.05% |
4,480
-10,743
| -71% | -$668K |
2014 Q1
1 quarter
|
|
|
MBFI
455
DELISTED
MB Financial Corp
MBFI
| $297K | 0.05% |
11,000
+6,200
| +129% | +$173K |
2013 Q4
2 quarters
|
|
456
Corning
GLW
$109B
| $294K | 0.05% |
13,424
-8,882
| -40% | -$188K |
2013 Q4
2 quarters
|
|
|
KNGT
457
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $294K | 0.05% |
+12,394
| New | +$294K |
2014 Q2
0 quarters
|
|
458
Honda
HMC
$44.2B
| $293K | 0.05% |
8,400
+3,200
| +62% | +$110K |
2014 Q1
1 quarter
|
|
459
Delek US
DK
$4.3B
| $292K | 0.05% |
+10,348
| New | +$318K |
2014 Q2
0 quarters
|
|
460
Graphic Packaging
GPK
$2.57B
| $292K | 0.05% |
+25,015
| New | +$268K |
2014 Q2
0 quarters
|
|
461
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$152B
| $292K | 0.05% |
34,565
+14,823
| +75% | +$122K |
2013 Q3
3 quarters
|
|
|
MHFI
462
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $290K | 0.05% |
3,495
-16,163
| -82% | -$1.27M |
2014 Q1
1 quarter
|
|
|
WLT
463
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
| $290K | 0.05% |
+53,261
| New | +$338K |
2014 Q2
0 quarters
|
|
|
XLNX
464
DELISTED
Xilinx Inc
XLNX
| $288K | 0.05% |
6,100
-6,992
| -53% | -$337K |
2014 Q1
1 quarter
|
|
465
Ionis Pharmaceuticals
IONS
$7.31B
| $286K | 0.05% |
+8,313
| New | +$262K |
2014 Q2
0 quarters
|
|
466
Brown & Brown
BRO
$22.6B
| $284K | 0.04% |
18,502
+3,814
| +26% | +$57.3K |
2013 Q2
4 quarters
|
|
467
RPC Inc
RES
$1.46B
| $283K | 0.04% |
12,069
-23,623
| -66% | -$519K |
2014 Q1
1 quarter
|
|
|
NYRT
468
DELISTED
New York REIT, Inc.
NYRT
| $283K | 0.04% |
+2,562
| New | +$282K |
2014 Q2
0 quarters
|
|
469
DELISTED
TECO ENERGY INC
TE
| $283K | 0.04% |
15,328
-15,498
| -50% | -$273K |
2013 Q2
4 quarters
|
|
470
Ironwood Pharmaceuticals
IRWD
$580M
| $282K | 0.04% |
+21,970
| New | +$239K |
2014 Q2
0 quarters
|
|
|
SUSQ
471
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
| $282K | 0.04% |
26,787
+15,946
| +147% | +$166K |
2013 Q3
3 quarters
|
|
472
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $281K | 0.04% |
+25,711
| New | +$301K |
2014 Q2
0 quarters
|
|
473
Thomson Reuters
TRI
$50.4B
| $278K | 0.04% |
+6,601
| New | +$270K |
2014 Q2
0 quarters
|
|
474
DELISTED
WW International
WW
| $276K | 0.04% |
13,708
+12,208
| +814% | +$261K |
2014 Q1
1 quarter
|
|
475
Nucor
NUE
$61.4B
| $275K | 0.04% |
5,596
+1,216
| +28% | +$62.4K |
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.