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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 | |
|---|---|---|---|---|---|---|---|
251
Radian Group
RDN
$4.73B
| $1.11M | 0.1% |
67,801
+61,436
| +965% | +$1.05M |
2017 Q1
1 quarter
|
|
252
AGNC Investment
AGNC
$10.5B
| $1.1M | 0.1% |
+51,940
| New | +$1.08M |
2017 Q2
0 quarters
|
|
253
Capri Holdings
CPRI
$1.8B
| $1.1M | 0.1% |
30,509
-8,974
| -23% | -$326K |
2017 Q1
1 quarter
|
|
254
Ally Financial
ALLY
$11.9B
| $1.09M | 0.1% |
+52,292
| New | +$1.03M |
2017 Q2
0 quarters
|
|
255
DELISTED
MRC Global
MRC
| $1.08M | 0.1% |
65,592
+50,894
| +346% | +$931K |
2016 Q4
2 quarters
|
|
256
DELISTED
Arch Resources, Inc.
ARCH
| $1.08M | 0.1% |
15,849
+7,450
| +89% | +$524K |
2017 Q1
1 quarter
|
|
257
Textron
TXT
$13.2B
| $1.08M | 0.1% |
22,952
+11,988
| +109% | +$564K |
2017 Q1
1 quarter
|
|
258
F5
FFIV
$25.8B
| $1.08M | 0.1% |
8,483
-6,756
| -44% | -$885K |
2017 Q1
1 quarter
|
|
259
Viatris
VTRS
$20.7B
| $1.06M | 0.1% |
27,459
-69,007
| -72% | -$2.65M |
2016 Q2
4 quarters
|
|
|
WFM
260
DELISTED
Whole Foods Market Inc
WFM
| $1.06M | 0.1% |
+25,078
| New | +$913K |
2017 Q2
0 quarters
|
|
261
Teledyne Technologies
TDY
$29B
| $1.06M | 0.1% |
+8,272
| New | +$1.07M |
2017 Q2
0 quarters
|
|
|
SRC
262
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $1.05M | 0.1% |
31,577
+18,557
| +143% | +$695K |
2016 Q3
3 quarters
|
|
263
BJ's Restaurants
BJRI
$1.2B
| $1.05M | 0.1% |
+28,116
| New | +$1.19M |
2017 Q2
0 quarters
|
|
264
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $1.04M | 0.1% |
34,259
+16,743
| +96% | +$478K |
2016 Q3
3 quarters
|
|
|
PF
265
DELISTED
Pinnacle Foods, Inc.
PF
| $1.04M | 0.1% |
17,444
+12,207
| +233% | +$729K |
2017 Q1
1 quarter
|
|
266
Philip Morris
PM
$311B
| $1.01M | 0.1% |
+8,634
| New | +$1000K |
2017 Q2
0 quarters
|
|
267
AB InBev
BUD
$166B
| $1.01M | 0.1% |
+9,180
| New | +$1.05M |
2017 Q2
0 quarters
|
|
268
DexCom
DXCM
$29.4B
| $1.01M | 0.1% |
55,420
+23,156
| +72% | +$428K |
2016 Q4
2 quarters
|
|
269
MSCI
MSCI
$44.8B
| $1.01M | 0.1% |
+9,830
| New | +$989K |
2017 Q2
0 quarters
|
|
270
WEC Energy
WEC
$36.2B
| $1.01M | 0.1% |
+16,477
| New | +$1.02M |
2017 Q2
0 quarters
|
|
|
CAVM
271
DELISTED
Cavium, Inc.
CAVM
| $1M | 0.09% |
+16,100
| New | +$1.12M |
2017 Q2
0 quarters
|
|
272
Century Aluminum
CENX
$3.11B
| $997K | 0.09% |
+63,998
| New | +$893K |
2017 Q2
0 quarters
|
|
273
ITT
ITT
$17B
| $986K | 0.09% |
24,560
+23,754
| +2,947% | +$948K |
2016 Q3
3 quarters
|
|
274
Astec Industries
ASTE
$885M
| $979K | 0.09% |
17,641
+15,459
| +708% | +$911K |
2016 Q4
2 quarters
|
|
|
VMW
275
DELISTED
VMware, Inc
VMW
| $977K | 0.09% |
+11,181
| New | +$1.03M |
2017 Q2
0 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.