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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 | |
|---|---|---|---|---|---|---|---|
176
AMC Global Media
AMCX
$385M
| $1.04M | 0.16% |
+16,864
| New | +$1.08M |
2014 Q2
0 quarters
|
|
177
DELISTED
LL Flooring Holdings, Inc.
LL
| $1.03M | 0.16% |
13,610
+8,899
| +189% | +$739K |
2013 Q4
2 quarters
|
|
|
EXXI
178
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $1.03M | 0.16% |
43,595
+37,765
| +648% | +$851K |
2013 Q2
4 quarters
|
|
179
Motorola Solutions
MSI
$79.1B
| $1.02M | 0.16% |
15,309
+2,031
| +15% | +$134K |
2013 Q3
3 quarters
|
|
|
JCP
180
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.02M | 0.16% |
112,551
-3,971
| -3% | -$34.2K |
2013 Q3
3 quarters
|
|
181
Voya Financial
VOYA
$8.92B
| $1.02M | 0.16% |
27,982
+17,483
| +167% | +$625K |
2014 Q1
1 quarter
|
|
182
Kimco Realty
KIM
$15.8B
| $999K | 0.16% |
43,516
+38,016
| +691% | +$863K |
2013 Q3
3 quarters
|
|
|
WLL
183
DELISTED
Whiting Petroleum Corporation
WLL
| $999K | 0.16% |
42
+30
| +250% | +$665K |
2013 Q4
2 quarters
|
|
184
LyondellBasell Industries
LYB
$21.1B
| $993K | 0.16% |
10,169
-16,903
| -62% | -$1.61M |
2014 Q1
1 quarter
|
|
185
Ally Financial
ALLY
$12B
| $992K | 0.16% |
+41,500
| New | +$1.01M |
2014 Q2
0 quarters
|
|
186
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $986K | 0.16% |
137,997
-3,193
| -2% | -$21.5K |
2013 Q2
4 quarters
|
|
|
CFN
187
DELISTED
CAREFUSION CORPORATION
CFN
| $986K | 0.16% |
+22,235
| New | +$920K |
2014 Q2
0 quarters
|
|
188
Archrock
AROC
$4.98B
| $981K | 0.16% |
21,826
+13,468
| +161% | +$582K |
2013 Q3
3 quarters
|
|
189
Paychex
PAYX
$42.3B
| $980K | 0.15% |
+23,602
| New | +$970K |
2014 Q2
0 quarters
|
|
|
UPL
190
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $976K | 0.15% |
32,906
+21,978
| +201% | +$625K |
2014 Q1
1 quarter
|
|
191
Five Below
FIVE
$12.4B
| $971K | 0.15% |
24,349
+18,915
| +348% | +$722K |
2013 Q4
2 quarters
|
|
192
Lowe's Companies
LOW
$115B
| $969K | 0.15% |
+20,196
| New | +$942K |
2014 Q2
0 quarters
|
|
193
DELISTED
Leggett & Platt
LEG
| $968K | 0.15% |
+28,239
| New | +$941K |
2014 Q2
0 quarters
|
|
194
Ovintiv
OVV
$19.2B
| $966K | 0.15% |
+8,155
| New | +$944K |
2014 Q2
0 quarters
|
|
195
Kohl's
KSS
$2.81B
| $962K | 0.15% |
+18,267
| New | +$990K |
2014 Q2
0 quarters
|
|
196
Rockwell Automation
ROK
$47.1B
| $961K | 0.15% |
+7,683
| New | +$946K |
2014 Q2
0 quarters
|
|
|
LVLT
197
DELISTED
Level 3 Communications Inc
LVLT
| $957K | 0.15% |
21,812
+12,552
| +136% | +$526K |
2013 Q2
4 quarters
|
|
198
Illinois Tool Works
ITW
$79.5B
| $956K | 0.15% |
10,923
-30,845
| -74% | -$2.65M |
2013 Q2
4 quarters
|
|
|
LNCO
199
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
| $948K | 0.15% |
+30,298
| New | +$857K |
2014 Q2
0 quarters
|
|
200
Owens Corning
OC
$9.21B
| $947K | 0.15% |
+24,493
| New | +$1.01M |
2014 Q2
0 quarters
|
|
Similar funds
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.