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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 | |
|---|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$823B
| $9.29M | 1.47% |
+47,465
| New | +$9.02M |
2014 Q2
0 quarters
|
|
|
2
Valero Energy
VLO
$124B
| $5.38M | 0.85% |
+107,418
| New | +$5.92M |
2014 Q2
0 quarters
|
|
3
General Motors
GM
$66.3B
| $5.07M | 0.8% |
139,715
+17,188
| +14% | +$599K |
2014 Q1
1 quarter
|
|
|
TFCFA
4
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $5.04M | 0.8% |
143,532
+103,276
| +257% | +$3.51M |
2014 Q1
1 quarter
|
|
|
5
Las Vegas Sands
LVS
$24.3B
| $4.95M | 0.78% |
+64,977
| New | +$4.94M |
2014 Q2
0 quarters
|
|
|
6
Procter & Gamble
PG
$367B
| $4.91M | 0.78% |
+62,457
| New | +$5.04M |
2014 Q2
0 quarters
|
|
|
7
Oracle
ORCL
$394B
| $4.71M | 0.74% |
+116,202
| New | +$4.78M |
2014 Q2
0 quarters
|
|
8
Accenture
ACN
$147B
| $4.7M | 0.74% |
+58,115
| New | +$4.67M |
2014 Q2
0 quarters
|
|
9
Emerson Electric
EMR
$91.2B
| $4.48M | 0.71% |
+67,570
| New | +$4.54M |
2014 Q2
0 quarters
|
|
10
Medtronic
MDT
$120B
| $4.46M | 0.71% |
69,988
+62,032
| +780% | +$3.77M |
2013 Q4
2 quarters
|
|
|
AGN
11
DELISTED
Allergan plc
AGN
| $4.43M | 0.7% |
19,883
+7,331
| +58% | +$1.52M |
2013 Q4
2 quarters
|
|
|
RTN
12
DELISTED
Raytheon Company
RTN
| $4.22M | 0.67% |
45,721
+37,004
| +425% | +$3.59M |
2013 Q2
4 quarters
|
|
13
Merck
MRK
$367B
| $4.2M | 0.66% |
+76,025
| New | +$4.15M |
2014 Q2
0 quarters
|
|
|
MON
14
DELISTED
Monsanto Co
MON
| $4.12M | 0.65% |
33,023
+26,136
| +379% | +$3.06M |
2014 Q1
1 quarter
|
|
15
Exelon
EXC
$44.5B
| $4.09M | 0.65% |
+157,253
| New | +$4.01M |
2014 Q2
0 quarters
|
|
16
Archer Daniels Midland
ADM
$38.2B
| $4.08M | 0.64% |
+92,385
| New | +$4.08M |
2014 Q2
0 quarters
|
|
17
Southern Company
SO
$104B
| $3.87M | 0.61% |
+85,362
| New | +$3.77M |
2014 Q2
0 quarters
|
|
|
TYC
18
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $3.83M | 0.61% |
+80,285
| New | +$3.62M |
2014 Q2
0 quarters
|
|
19
DELISTED
Juniper Networks
JNPR
| $3.71M | 0.59% |
151,379
+81,276
| +116% | +$2.02M |
2013 Q3
3 quarters
|
|
20
Union Pacific
UNP
$172B
| $3.68M | 0.58% |
36,911
+7,577
| +26% | +$734K |
2014 Q1
1 quarter
|
|
21
Harley-Davidson
HOG
$2.81B
| $3.62M | 0.57% |
51,875
+48,052
| +1,257% | +$3.38M |
2014 Q1
1 quarter
|
|
22
Citigroup
C
$207B
| $3.54M | 0.56% |
75,184
+30,845
| +70% | +$1.47M |
2014 Q1
1 quarter
|
|
23
DELISTED
Paramount Global Class B
PARA
| $3.49M | 0.55% |
56,164
+4,786
| +9% | +$285K |
2014 Q1
1 quarter
|
|
24
Phillips 66
PSX
$115B
| $3.35M | 0.53% |
41,688
+12,385
| +42% | +$1.02M |
2013 Q4
2 quarters
|
|
25
DELISTED
TD Ameritrade Holding Corp
AMTD
| $3.34M | 0.53% |
106,410
+91,205
| +600% | +$2.83M |
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.