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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 | |
|---|---|---|---|---|---|---|---|
201
Abercrombie & Fitch
ANF
$6.85B
| $946K | 0.15% |
21,877
+11,249
| +106% | +$434K |
2014 Q1
1 quarter
|
|
202
JB Hunt Transport Services
JBHT
$21.7B
| $943K | 0.15% |
+12,786
| New | +$969K |
2014 Q2
0 quarters
|
|
|
AGU
203
DELISTED
Agrium
AGU
| $933K | 0.15% |
10,190
+5,890
| +137% | +$546K |
2013 Q3
3 quarters
|
|
204
Colgate-Palmolive
CL
$77.6B
| $929K | 0.15% |
+13,634
| New | +$914K |
2014 Q2
0 quarters
|
|
|
WPX
205
DELISTED
WPX Energy, Inc.
WPX
| $925K | 0.15% |
+38,703
| New | +$823K |
2014 Q2
0 quarters
|
|
206
Aptiv
APTV
$9.1B
| $921K | 0.15% |
+13,412
| New | +$910K |
2014 Q2
0 quarters
|
|
207
Automatic Data Processing
ADP
$122B
| $919K | 0.15% |
+13,210
| New | +$902K |
2014 Q2
0 quarters
|
|
208
Flowserve
FLS
$8.61B
| $913K | 0.14% |
+12,280
| New | +$931K |
2014 Q2
0 quarters
|
|
209
PBF Energy
PBF
$9.39B
| $909K | 0.14% |
34,114
+13,490
| +65% | +$399K |
2014 Q1
1 quarter
|
|
210
Weyerhaeuser
WY
$14.3B
| $903K | 0.14% |
27,300
+24,300
| +810% | +$735K |
2014 Q1
1 quarter
|
|
211
Nabors Industries
NBR
$1.18B
| $892K | 0.14% |
+608
| New | +$785K |
2014 Q2
0 quarters
|
|
212
Crown Castle
CCI
$33.5B
| $890K | 0.14% |
+11,996
| New | +$899K |
2014 Q2
0 quarters
|
|
|
WFM
213
DELISTED
Whole Foods Market Inc
WFM
| $880K | 0.14% |
22,789
-10,864
| -32% | -$474K |
2014 Q1
1 quarter
|
|
214
MBIA
MBI
$225M
| $876K | 0.14% |
79,387
+39,425
| +99% | +$486K |
2014 Q1
1 quarter
|
|
215
3D Systems Corp
DDD
$507M
| $875K | 0.14% |
14,648
+11,448
| +358% | +$588K |
2014 Q1
1 quarter
|
|
216
Amdocs
DOX
$6.64B
| $871K | 0.14% |
+18,802
| New | +$886K |
2014 Q2
0 quarters
|
|
|
CSOD
217
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $868K | 0.14% |
+18,879
| New | +$768K |
2014 Q2
0 quarters
|
|
|
SFUN
218
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $857K | 0.14% |
1,753
+887
| +102% | +$520K |
2013 Q4
2 quarters
|
|
|
HNT
219
DELISTED
HEALTH NET INC
HNT
| $857K | 0.14% |
20,651
+16,635
| +414% | +$620K |
2013 Q3
3 quarters
|
|
220
Sohu.com
SOHU
$332M
| $855K | 0.14% |
14,834
+11,801
| +389% | +$688K |
2014 Q1
1 quarter
|
|
221
International Paper
IP
$17.8B
| $843K | 0.13% |
17,897
-17,584
| -50% | -$771K |
2013 Q3
3 quarters
|
|
222
DELISTED
ROCK-TENN COMPANY CL-A
RKT
| $840K | 0.13% |
+15,920
| New | +$802K |
2014 Q2
0 quarters
|
|
223
VeriSign
VRSN
$27.5B
| $835K | 0.13% |
+17,124
| New | +$853K |
2014 Q2
0 quarters
|
|
224
CNO Financial Group
CNO
$5.13B
| $831K | 0.13% |
46,723
+15,924
| +52% | +$271K |
2014 Q1
1 quarter
|
|
|
PLCM
225
DELISTED
POLYCOM INC
PLCM
| $831K | 0.13% |
+66,346
| New | +$841K |
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.