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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 | |
|---|---|---|---|---|---|---|---|
76
Palo Alto Networks
PANW
$284B
| $2.17M | 0.34% |
+155,232
| New | +$1.81M |
2014 Q2
0 quarters
|
|
77
Boeing
BA
$152B
| $2.16M | 0.34% |
+16,979
| New | +$2.22M |
2014 Q2
0 quarters
|
|
78
Mastercard
MA
$545B
| $2.16M | 0.34% |
+29,399
| New | +$2.18M |
2014 Q2
0 quarters
|
|
79
DELISTED
Warner Bros
WBD
| $2.13M | 0.34% |
+56,113
| New | +$2.21M |
2014 Q2
0 quarters
|
|
|
MXIM
80
DELISTED
Maxim Integrated Products
MXIM
| $2.11M | 0.33% |
+62,530
| New | +$2.08M |
2014 Q2
0 quarters
|
|
81
PVH
PVH
$3.86B
| $2.03M | 0.32% |
17,415
+9,926
| +133% | +$1.23M |
2014 Q1
1 quarter
|
|
82
Groupon
GRPN
$663M
| $2.02M | 0.32% |
+15,252
| New | +$2.01M |
2014 Q2
0 quarters
|
|
83
Ulta Beauty
ULTA
$26B
| $2M | 0.32% |
21,885
-1,577
| -7% | -$142K |
2014 Q1
1 quarter
|
|
84
JPMorgan Chase
JPM
$890B
| $1.99M | 0.31% |
34,577
+18,868
| +120% | +$1.06M |
2014 Q1
1 quarter
|
|
|
CPN
85
DELISTED
Calpine Corporation
CPN
| $1.96M | 0.31% |
+82,506
| New | +$1.87M |
2014 Q2
0 quarters
|
|
86
DELISTED
Anywhere Real Estate
HOUS
| $1.94M | 0.31% |
51,595
+41,183
| +396% | +$1.6M |
2014 Q1
1 quarter
|
|
|
LO
87
DELISTED
LORILLARD INC COM STK
LO
| $1.93M | 0.31% |
31,718
+4,584
| +17% | +$267K |
2013 Q4
2 quarters
|
|
88
Helmerich & Payne
HP
$3.82B
| $1.92M | 0.3% |
+16,543
| New | +$1.81M |
2014 Q2
0 quarters
|
|
|
CTXS
89
DELISTED
Citrix Systems Inc
CTXS
| $1.89M | 0.3% |
+37,935
| New | +$1.82M |
2014 Q2
0 quarters
|
|
90
Suncor Energy
SU
$92.4B
| $1.87M | 0.3% |
+43,944
| New | +$1.71M |
2014 Q2
0 quarters
|
|
91
Biogen
BIIB
$35.6B
| $1.87M | 0.3% |
+5,937
| New | +$1.79M |
2014 Q2
0 quarters
|
|
|
GRA
92
DELISTED
W.R. Grace & Co.
GRA
| $1.84M | 0.29% |
19,447
+1,819
| +10% | +$171K |
2014 Q1
1 quarter
|
|
93
United Parcel Service
UPS
$84.7B
| $1.83M | 0.29% |
17,835
+17,488
| +5,040% | +$1.76M |
2014 Q1
1 quarter
|
|
94
Carnival Corporation Ltd
CCL
$36.7B
| $1.82M | 0.29% |
+48,266
| New | +$1.87M |
2014 Q2
0 quarters
|
|
95
DELISTED
Gulfport Energy Corp.
GPOR
| $1.8M | 0.29% |
+28,735
| New | +$1.93M |
2014 Q2
0 quarters
|
|
96
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $1.79M | 0.28% |
+26,448
| New | +$1.7M |
2014 Q2
0 quarters
|
|
97
DELISTED
CA, Inc.
CA
| $1.78M | 0.28% |
61,951
+31,916
| +106% | +$944K |
2014 Q1
1 quarter
|
|
98
DELISTED
Coterra Energy
CTRA
| $1.78M | 0.28% |
52,098
+5,735
| +12% | +$206K |
2014 Q1
1 quarter
|
|
99
Check Point Software Technologies
CHKP
$14.6B
| $1.75M | 0.28% |
+26,123
| New | +$1.72M |
2014 Q2
0 quarters
|
|
100
State Street
STT
$46.4B
| $1.75M | 0.28% |
+26,044
| New | +$1.71M |
2014 Q2
0 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.