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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 | |
|---|---|---|---|---|---|---|---|
26
Goldman Sachs
GS
$262B
| $3.27M | 0.52% |
+19,526
| New | +$3.15M |
2014 Q2
0 quarters
|
|
27
Pultegroup
PHM
$21.5B
| $3.23M | 0.51% |
+160,282
| New | +$3.08M |
2014 Q2
0 quarters
|
|
28
Monster Beverage
MNST
$91.7B
| $3.22M | 0.51% |
544,944
+167,328
| +44% | +$954K |
2013 Q3
3 quarters
|
|
29
Baidu
BIDU
$26.7B
| $3.14M | 0.5% |
16,799
-4,404
| -21% | -$721K |
2014 Q1
1 quarter
|
|
30
Allstate
ALL
$63.3B
| $3.08M | 0.49% |
+52,416
| New | +$3.02M |
2014 Q2
0 quarters
|
|
|
ENDP
31
DELISTED
Endo International plc
ENDP
| $3.04M | 0.48% |
43,401
+31,959
| +279% | +$2.14M |
2014 Q1
1 quarter
|
|
32
FirstEnergy
FE
$26.4B
| $3.03M | 0.48% |
+87,169
| New | +$2.93M |
2014 Q2
0 quarters
|
|
33
Pentair
PNR
$8.39B
| $3M | 0.47% |
+61,893
| New | +$3.15M |
2014 Q2
0 quarters
|
|
34
Kroger
KR
$37.8B
| $2.94M | 0.46% |
118,970
-17,276
| -13% | -$402K |
2013 Q4
2 quarters
|
|
35
HP
HPQ
$28B
| $2.93M | 0.46% |
+191,512
| New | +$2.88M |
2014 Q2
0 quarters
|
|
36
Trip.com Group
TCOM
$24.6B
| $2.93M | 0.46% |
+91,392
| New | +$2.46M |
2014 Q2
0 quarters
|
|
37
Zimmer Biomet
ZBH
$18.1B
| $2.9M | 0.46% |
28,740
+23,030
| +403% | +$2.25M |
2014 Q1
1 quarter
|
|
38
American Airlines Group
AAL
$8.14B
| $2.85M | 0.45% |
66,457
+45,203
| +213% | +$1.76M |
2014 Q1
1 quarter
|
|
|
TWTR
39
DELISTED
Twitter, Inc.
TWTR
| $2.82M | 0.45% |
68,772
+66,072
| +2,447% | +$2.5M |
2014 Q1
1 quarter
|
|
|
CERN
40
DELISTED
Cerner Corp
CERN
| $2.8M | 0.44% |
54,237
+29,746
| +121% | +$1.56M |
2014 Q1
1 quarter
|
|
|
SCTY
41
DELISTED
SolarCity Corporation
SCTY
| $2.79M | 0.44% |
39,492
+28,155
| +248% | +$1.58M |
2013 Q3
3 quarters
|
|
42
HF Sinclair
DINO
$22.5B
| $2.78M | 0.44% |
+63,698
| New | +$3.13M |
2014 Q2
0 quarters
|
|
43
Tractor Supply
TSCO
$16.8B
| $2.78M | 0.44% |
+230,055
| New | +$3.02M |
2014 Q2
0 quarters
|
|
44
Home Depot
HD
$311B
| $2.74M | 0.43% |
33,824
+10,534
| +45% | +$831K |
2014 Q1
1 quarter
|
|
45
GSK
GSK
$100B
| $2.71M | 0.43% |
40,550
+14,214
| +54% | +$962K |
2014 Q1
1 quarter
|
|
46
Eversource Energy
ES
$24.7B
| $2.64M | 0.42% |
55,849
+51,982
| +1,344% | +$2.38M |
2014 Q1
1 quarter
|
|
47
Marvell Technology
MRVL
$220B
| $2.62M | 0.41% |
182,978
+133,235
| +268% | +$2.05M |
2013 Q3
3 quarters
|
|
48
BP
BP
$129B
| $2.6M | 0.41% |
60,151
-1,099
| -2% | -$45.3K |
2014 Q1
1 quarter
|
|
49
Lear
LEA
$5.8B
| $2.59M | 0.41% |
+29,018
| New | +$2.5M |
2014 Q2
0 quarters
|
|
50
Mondelez International
MDLZ
$79.7B
| $2.55M | 0.4% |
67,754
-26,345
| -28% | -$963K |
2014 Q1
1 quarter
|
|
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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.