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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
RAI
1501
DELISTED
Reynolds American Inc
RAI
– –
-41,652
Closed -$1.44M –
ALJ
1502
DELISTED
Alon USA Energy Inc
ALJ
– –
-3,288
Closed -$54K –
MJN
1503
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-202
Closed -$20K –
JIVE icon
1504
DELISTED
Jive Software, Inc.
JIVE
– –
-2,343
Closed -$12K –
CEB
1505
DELISTED
CEB Inc.
CEB
– –
-104
Closed -$8K –
CSC
1506
DELISTED
Computer Sciences
CSC
– –
-8,109
Closed -$223K –
ENH
1507
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-2,297
Closed -$140K –
HAR
1508
DELISTED
Harman International Industries
HAR
– –
-6,246
Closed -$834K –
EQY
1509
DELISTED
Equity One
EQY
– –
-21,436
Closed -$572K –
CLC
1510
DELISTED
Clarcor
CLC
– –
-653
Closed -$43K –
SE icon
1511
DELISTED
Spectra Energy Corp Wi
SE
– –
-31,228
Closed -$1.13M –
LOCK
1512
DELISTED
LifeLock, Inc.
LOCK
– –
-8,139
Closed -$114K –
TMH icon
1513
DELISTED
Team Health Holdings Inc
TMH
– –
-1,899
Closed -$111K –
APOL
1514
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-4,079
Closed -$77K –
STJ
1515
DELISTED
St Jude Medical
STJ
– –
-4,797
Closed -$313K –
PPS
1516
DELISTED
Post Properties
PPS
– –
-7,903
Closed -$449K –
N
1517
DELISTED
Netsuite Inc
N
– –
-2,358
Closed -$218K –
FEIC
1518
DELISTED
FEI COMPANY
FEIC
– –
-1,752
Closed -$133K –
MFRM
1519
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
– –
-1,870
Closed -$130K –
MRD
1520
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-901
Closed -$15K –
EMC icon
1521
DELISTED
EMC CORPORATION
EMC
– –
-22,351
Closed -$571K –
RDEN
1522
DELISTED
ELIZABETH ARDEN INC
RDEN
– –
-4,100
Closed -$63K –
WPG
1523
DELISTED
Washington Prime Group Inc.
WPG
– –
-2,472
Closed -$369K –
SGNT
1524
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
– –
-1,849
Closed -$42K –
DWA
1525
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-3,679
Closed -$89K –

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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.