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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
-0.46%
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
$1.06B
AUM Growth
+$108M
(+11%)
Cap. Flow
+$127M
Cap. Flow % of AUM
Cap. Flow %
11.92%
Top 10 Holdings %
Top 10 Hldgs %
11.8%
Holding
1,564
New
464
Increased
348
Reduced
263
Closed
486
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 |
Lam Research
LRCX
|
+$13.5M |
| 2 |
The Kraft Heinz Company
KHC
|
+$12.7M |
| 3 |
Hershey
HSY
|
+$11.3M |
| 4 |
Merck
MRK
|
+$10.9M |
| 5 |
O'Reilly Automotive
ORLY
|
+$10.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Altria Group
MO
|
+$24.7M |
| 2 |
UnitedHealth
UNH
|
+$17.4M |
| 3 |
US Bancorp
USB
|
+$13.5M |
| 4 |
Thermo Fisher Scientific
TMO
|
+$12.9M |
| 5 |
J.M. Smucker
SJM
|
+$12.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.79% |
| 2 | Consumer Discretionary | 14.98% |
| 3 | Healthcare | 14.53% |
| 4 | Financials | 11.33% |
| 5 | Industrials | 11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
FirstEnergy
FE
$26.7B
| $1.23M | 0.12% |
42,242
+26,296
| +165% | +$781K |
2016 Q4
2 quarters
|
|
227
MSC Industrial Direct
MSM
$6.36B
| $1.23M | 0.12% |
+14,327
| New | +$1.26M |
2017 Q2
0 quarters
|
|
228
Advanced Energy
AEIS
$8.68B
| $1.23M | 0.12% |
18,971
+8,529
| +82% | +$623K |
2016 Q4
2 quarters
|
|
229
Northrop Grumman
NOC
$78.3B
| $1.22M | 0.11% |
4,750
-27,504
| -85% | -$6.88M |
2016 Q4
2 quarters
|
|
230
Amazon
AMZN
$2.68T
| $1.2M | 0.11% |
+24,860
| New | +$1.19M |
2017 Q2
0 quarters
|
|
231
ConocoPhillips
COP
$181B
| $1.2M | 0.11% |
+27,372
| New | +$1.28M |
2017 Q2
0 quarters
|
|
232
Occidental Petroleum
OXY
$64.1B
| $1.2M | 0.11% |
+20,031
| New | +$1.23M |
2017 Q2
0 quarters
|
|
233
Cardinal Health
CAH
$57.8B
| $1.19M | 0.11% |
+15,317
| New | +$1.16M |
2017 Q2
0 quarters
|
|
234
Exelon
EXC
$45.8B
| $1.18M | 0.11% |
45,840
+24,388
| +114% | +$621K |
2016 Q4
2 quarters
|
|
235
Synopsys
SNPS
$82.4B
| $1.18M | 0.11% |
+16,156
| New | +$1.19M |
2017 Q2
0 quarters
|
|
236
Thomson Reuters
TRI
$53.4B
| $1.18M | 0.11% |
21,916
+9,966
| +83% | +$511K |
2017 Q1
1 quarter
|
|
237
Brixmor Property Group
BRX
$8.63B
| $1.17M | 0.11% |
65,708
+20,215
| +44% | +$392K |
2016 Q2
4 quarters
|
|
|
UNVR
238
DELISTED
Univar Solutions Inc.
UNVR
| $1.17M | 0.11% |
40,077
+18,998
| +90% | +$576K |
2017 Q1
1 quarter
|
|
239
Broadcom
AVGO
$1.54T
| $1.16M | 0.11% |
49,850
-14,440
| -22% | -$335K |
2016 Q4
2 quarters
|
|
240
National Fuel Gas
NFG
$7.65B
| $1.16M | 0.11% |
+20,782
| New | +$1.17M |
2017 Q2
0 quarters
|
|
241
DELISTED
Nordstrom
JWN
| $1.16M | 0.11% |
+24,223
| New | +$1.1M |
2017 Q2
0 quarters
|
|
242
Loews
L
$22.9B
| $1.16M | 0.11% |
+24,745
| New | +$1.16M |
2017 Q2
0 quarters
|
|
243
ATI
ATI
$21.4B
| $1.15M | 0.11% |
+67,817
| New | +$1.14M |
2017 Q2
0 quarters
|
|
244
Groupon
GRPN
$656M
| $1.15M | 0.11% |
15,005
+9,010
| +150% | +$625K |
2015 Q4
6 quarters
|
|
245
Lamb Weston
LW
$7.42B
| $1.15M | 0.11% |
26,132
-19,585
| -43% | -$860K |
2017 Q1
1 quarter
|
|
246
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $1.14M | 0.11% |
20,663
+217
| +1% | +$12K |
2017 Q1
1 quarter
|
|
247
Bunge Global
BG
$19.8B
| $1.13M | 0.11% |
15,149
-2,689
| -15% | -$205K |
2017 Q1
1 quarter
|
|
248
CNX Resources
CNX
$5.41B
| $1.11M | 0.1% |
+89,551
| New | +$1.16M |
2017 Q2
0 quarters
|
|
249
RPM International
RPM
$12.6B
| $1.11M | 0.1% |
20,350
+6,922
| +52% | +$370K |
2017 Q1
1 quarter
|
|
250
Bankunited
BKU
$3.1B
| $1.11M | 0.1% |
32,907
+28,085
| +582% | +$970K |
2016 Q3
3 quarters
|
|
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Quantbot Technologies's Q2 2017 Portfolio in Review
As of Q2 2017, Quantbot Technologies held 1,564 positions worth $1.06B, up 11% from $954M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantbot Technologies deployed $127M of net new capital in Q2 2017, opening 464 new positions and adding to 348 existing holdings. Its largest new stake was Lam Research: 920,210 shares worth $13M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Healthcare.
On the sell side, the largest reduction was US Bancorp, an estimated $13.5M trimmed.
- Quantbot Technologies's largest Q2 2017 buy was Lam Research: 920,210 shares worth $13M.
- Quantbot Technologies added most to The Kraft Heinz Company in Q2 2017, an estimated $12.7M increase.
- Quantbot Technologies's biggest Q2 2017 reduction was US Bancorp, cutting an estimated $13.5M.
- Quantbot Technologies fully exited Altria Group in Q2 2017, selling an estimated $24.7M.
- Quantbot Technologies's ten largest holdings make up 12% of its $1.06B portfolio in Q2 2017.
- Quantbot Technologies opened 464 new positions and closed 486 in Q2 2017.
- Quantbot Technologies's portfolio value rose 11% quarter-over-quarter to $1.06B.
Based on Quantbot Technologies's 13F filing for Q2 2017, filed 11 Aug 2017.