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Quantbot Technologies

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
-3.44%
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
$558M
AUM Growth
+$154M
Cap. Flow
+$179M
Cap. Flow %
32.17%
Top 10 Hldgs %
15.58%
Holding
1,591
New
566
Increased
276
Reduced
238
Closed
508
Avg Time Held
0.3 years
Top 10 Avg Time Held
0.1 years
Top 20 Avg Time Held
0.1 years

Top Buys

Rank Stock Value
1
ADP icon
Automatic Data Processing
ADP
+$10.7M
2
LOW icon
Lowe's Companies
LOW
+$10.2M
3
CAH icon
Cardinal Health
CAH
+$10.2M
4
COST icon
Costco
COST
+$8.16M
5
KO icon
Coca-Cola
KO
+$7.99M

Top Sells

Rank Stock Value
1
DD icon
Du Pont De Nemours E I
DD
+$6M
2
LRCX icon
Lam Research
LRCX
+$4.49M
3
ABT icon
Abbott
ABT
+$4.36M
4
MO icon
Altria Group
MO
+$4.2M
5
DIS icon
Walt Disney
DIS
+$4.1M

Sector Composition

Rank Sector Weight
1 Technology 17.15%
2 Financials 15.2%
3 Healthcare 12.15%
4 Consumer Discretionary 10.69%
5 Consumer Staples 9.2%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
AAIC
1426
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-3,513
Closed -$84K –
SGEN
1427
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-3,737
Closed -$132K –
SPPI
1428
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-1,300
Closed -$7K –
DCP
1429
DELISTED
DCP Midstream, LP
DCP
– –
-1,389
Closed -$51K –
ACOR
1430
DELISTED
Acorda Therapeutics
ACOR
– –
-10
Closed -$39K –
BNFT
1431
DELISTED
Benefitfocus, Inc.
BNFT
– –
-1,862
Closed -$68K –
OTIC
1432
DELISTED
Otonomy, Inc.
OTIC
– –
-2,087
Closed -$73K –
HNGR
1433
DELISTED
Hanger Inc.
HNGR
$0 ﹤0.01%
22
-150
-87% -$3.5K
2014 Q4
2 quarters
SNP
1434
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-351
Closed -$27K –
EPZM
1435
DELISTED
Epizyme, Inc
EPZM
– –
-100
Closed -$1K –
MTOR
1436
DELISTED
MERITOR, Inc.
MTOR
– –
-8,478
Closed -$106K –
CDK
1437
DELISTED
CDK Global, Inc.
CDK
– –
-544
Closed -$25K –
TVTY
1438
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-10,428
Closed -$205K –
SFUN
1439
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-983
Closed -$295K –
FOE
1440
DELISTED
Ferro Corporation
FOE
– –
-3,379
Closed -$42K –
PBCT
1441
DELISTED
People's United Financial Inc
PBCT
– –
-2,723
Closed -$41K –
PVG
1442
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-1,666
Closed -$8K –
NUAN
1443
DELISTED
Nuance Communications, Inc.
NUAN
– –
-5,043
Closed -$62K –
FMBI
1444
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-6,060
Closed -$105K –
RDS.A
1445
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-19,756
Closed -$1.1M –
TGP
1446
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-309
Closed -$11K –
KSU
1447
DELISTED
Kansas City Southern
KSU
– –
-13,059
Closed -$1.33M –
RPAI
1448
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-15,310
Closed -$245K –
CSOD
1449
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-2,494
Closed -$72K –
QTS
1450
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-1,627
Closed -$59K –

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Quantbot Technologies's Q2 2015 Portfolio in Review

As of Q2 2015, Quantbot Technologies held 1,591 positions worth $558M, up 38% from $404M the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Quantbot Technologies deployed $179M of net new capital in Q2 2015, opening 566 new positions and adding to 276 existing holdings. Its largest new stake was Cardinal Health: 115,558 shares worth $9.7M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.

On the sell side, the largest reduction was Crown Castle, an estimated $3.01M trimmed.

  • Quantbot Technologies's largest Q2 2015 buy was Cardinal Health: 115,558 shares worth $9.7M.
  • Quantbot Technologies added most to Automatic Data Processing in Q2 2015, an estimated $10.7M increase.
  • Quantbot Technologies's biggest Q2 2015 reduction was Crown Castle, cutting an estimated $3.01M.
  • Quantbot Technologies fully exited Du Pont De Nemours E I in Q2 2015, selling an estimated $6M.
  • Quantbot Technologies's ten largest holdings make up 16% of its $558M portfolio in Q2 2015.
  • Quantbot Technologies opened 566 new positions and closed 508 in Q2 2015.
  • Quantbot Technologies's portfolio value rose 38% quarter-over-quarter to $558M.

Based on Quantbot Technologies's 13F filing for Q2 2015, filed 27 Jul 2015.