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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
-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
(+38%)
Cap. Flow
+$179M
Cap. Flow % of AUM
Cap. Flow %
32.17%
Top 10 Holdings %
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 |
Automatic Data Processing
ADP
|
+$10.7M |
| 2 |
Lowe's Companies
LOW
|
+$10.2M |
| 3 |
Cardinal Health
CAH
|
+$10.2M |
| 4 |
Costco
COST
|
+$8.16M |
| 5 |
Coca-Cola
KO
|
+$7.99M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Du Pont De Nemours E I
DD
|
+$6M |
| 2 |
Lam Research
LRCX
|
+$4.49M |
| 3 |
Abbott
ABT
|
+$4.36M |
| 4 |
Altria Group
MO
|
+$4.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|---|
|
ETP
151
DELISTED
Energy Transfer Partners L.p.
ETP
| $840K | 0.15% |
16,096
+9,896
| +160% | +$552K |
2014 Q4
2 quarters
|
|
152
Deckers Outdoor
DECK
$11.6B
| $835K | 0.15% |
69,660
+21,906
| +46% | +$269K |
2014 Q3
3 quarters
|
|
153
International Flavors & Fragrances
IFF
$23.9B
| $835K | 0.15% |
7,647
+6,945
| +989% | +$802K |
2014 Q4
2 quarters
|
|
154
Vulcan Materials
VMC
$34.8B
| $825K | 0.15% |
9,832
-8,334
| -46% | -$727K |
2015 Q1
1 quarter
|
|
155
Illumina
ILMN
$40.7B
| $822K | 0.15% |
3,871
+1,873
| +94% | +$366K |
2015 Q1
1 quarter
|
|
156
Robert Half
RHI
$3.86B
| $822K | 0.15% |
14,822
+6,774
| +84% | +$387K |
2015 Q1
1 quarter
|
|
157
Regency Centers
REG
$13.6B
| $803K | 0.14% |
+13,625
| New | +$871K |
2015 Q2
0 quarters
|
|
|
IDTI
158
DELISTED
Integrated Device Technology I
IDTI
| $798K | 0.14% |
36,803
+16,667
| +83% | +$360K |
2015 Q1
1 quarter
|
|
159
Sunstone Hotel Investors
SHO
$2.34B
| $797K | 0.14% |
53,151
+41,185
| +344% | +$647K |
2015 Q1
1 quarter
|
|
160
Gilead Sciences
GILD
$195B
| $789K | 0.14% |
6,740
-5,247
| -44% | -$573K |
2013 Q4
6 quarters
|
|
161
Herbalife
HLF
$1.44B
| $787K | 0.14% |
28,572
-13,166
| -32% | -$319K |
2013 Q2
8 quarters
|
|
162
Johnson Controls International
JCI
$86.6B
| $787K | 0.14% |
+15,182
| New | +$813K |
2015 Q2
0 quarters
|
|
163
AXIS Capital
AXS
$7.61B
| $783K | 0.14% |
+14,674
| New | +$790K |
2015 Q2
0 quarters
|
|
164
Cognizant
CTSH
$33.2B
| $780K | 0.14% |
12,779
+3,250
| +34% | +$204K |
2015 Q1
1 quarter
|
|
165
Nasdaq
NDAQ
$57.7B
| $777K | 0.14% |
+47,778
| New | +$802K |
2015 Q2
0 quarters
|
|
166
Verisk Analytics
VRSK
$26.5B
| $765K | 0.14% |
10,518
+7,339
| +231% | +$539K |
2015 Q1
1 quarter
|
|
167
Kimberly-Clark
KMB
$37.4B
| $763K | 0.14% |
7,205
-7,606
| -51% | -$828K |
2014 Q3
3 quarters
|
|
168
Estee Lauder
EL
$39B
| $752K | 0.13% |
+8,680
| New | +$749K |
2015 Q2
0 quarters
|
|
|
VMW
169
DELISTED
VMware, Inc
VMW
| $746K | 0.13% |
+8,708
| New | +$760K |
2015 Q2
0 quarters
|
|
|
SONC
170
DELISTED
Sonic Corp
SONC
| $729K | 0.13% |
25,331
+15,216
| +150% | +$467K |
2014 Q3
3 quarters
|
|
171
Bloomin' Brands
BLMN
$879M
| $724K | 0.13% |
33,950
+18,148
| +115% | +$408K |
2014 Q4
2 quarters
|
|
172
Vale
VALE
$51.9B
| $723K | 0.13% |
122,782
-53,871
| -30% | -$361K |
2015 Q1
1 quarter
|
|
173
DELISTED
TD Ameritrade Holding Corp
AMTD
| $701K | 0.13% |
+19,053
| New | +$708K |
2015 Q2
0 quarters
|
|
174
Biogen
BIIB
$37.5B
| $697K | 0.12% |
1,727
-3,086
| -64% | -$1.24M |
2015 Q1
1 quarter
|
|
175
Chevron
CVX
$445B
| $692K | 0.12% |
+7,183
| New | +$754K |
2015 Q2
0 quarters
|
|
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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.