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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 | |
|---|---|---|---|---|---|---|---|
301
Arch Capital
ACGL
$34.7B
| $882K | 0.08% |
28,383
+28,086
| +9,457% | +$891K |
2016 Q4
2 quarters
|
|
302
Curtiss-Wright
CW
$17.2B
| $882K | 0.08% |
9,613
-1,386
| -13% | -$125K |
2016 Q3
3 quarters
|
|
303
Progress Software
PRGS
$1.9B
| $882K | 0.08% |
28,578
+12,067
| +73% | +$357K |
2017 Q1
1 quarter
|
|
304
Vertex Pharmaceuticals
VRTX
$133B
| $881K | 0.08% |
6,841
+946
| +16% | +$114K |
2016 Q3
3 quarters
|
|
305
Amdocs
DOX
$6.55B
| $878K | 0.08% |
13,627
+5,413
| +66% | +$342K |
2016 Q2
4 quarters
|
|
306
Unilever
UL
$143B
| $875K | 0.08% |
14,384
-3,819
| -21% | -$228K |
2016 Q1
5 quarters
|
|
307
IMAX
IMAX
$2.93B
| $872K | 0.08% |
+39,645
| New | +$1.11M |
2017 Q2
0 quarters
|
|
308
GoPro
GPRO
$208M
| $860K | 0.08% |
+105,816
| New | +$895K |
2017 Q2
0 quarters
|
|
309
Amgen
AMGN
$237B
| $859K | 0.08% |
4,990
-32,096
| -87% | -$5.22M |
2016 Q2
4 quarters
|
|
310
Genesco
GCO
$400M
| $859K | 0.08% |
25,364
+23,469
| +1,238% | +$1.05M |
2017 Q1
1 quarter
|
|
311
EQT Corp
EQT
$34.8B
| $852K | 0.08% |
26,736
+7,201
| +37% | +$228K |
2016 Q3
3 quarters
|
|
|
MGP
312
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $848K | 0.08% |
29,085
+21,403
| +279% | +$606K |
2017 Q1
1 quarter
|
|
313
Garmin
GRMN
$56.6B
| $845K | 0.08% |
16,571
+8,326
| +101% | +$427K |
2016 Q4
2 quarters
|
|
314
DELISTED
Chesapeake Energy Corporation
CHK
| $845K | 0.08% |
851
+392
| +85% | +$421K |
2017 Q1
1 quarter
|
|
315
TechnipFMC
FTI
$27.4B
| $836K | 0.08% |
41,356
-6,931
| -14% | -$156K |
2017 Q1
1 quarter
|
|
316
DELISTED
Big Lots, Inc.
BIG
| $836K | 0.08% |
17,318
-8,062
| -32% | -$392K |
2016 Q4
2 quarters
|
|
317
Alcoa
AA
$10B
| $826K | 0.08% |
+25,315
| New | +$821K |
2017 Q2
0 quarters
|
|
318
Xenia Hotels & Resorts
XHR
$1.8B
| $823K | 0.08% |
42,492
+40,699
| +2,270% | +$742K |
2016 Q4
2 quarters
|
|
|
CMO
319
DELISTED
Capstead Mortgage Corp.
CMO
| $823K | 0.08% |
+78,996
| New | +$846K |
2017 Q2
0 quarters
|
|
|
VR
320
DELISTED
Validus Hold Ltd
VR
| $822K | 0.08% |
15,836
+13,451
| +564% | +$725K |
2016 Q3
3 quarters
|
|
|
RDC
321
DELISTED
Rowan Companies Plc
RDC
| $820K | 0.08% |
80,133
+64,540
| +414% | +$846K |
2016 Q4
2 quarters
|
|
322
Align Technology
ALGN
$11B
| $810K | 0.08% |
+5,397
| New | +$732K |
2017 Q2
0 quarters
|
|
323
RLJ Lodging Trust
RLJ
$1.84B
| $810K | 0.08% |
+40,799
| New | +$874K |
2017 Q2
0 quarters
|
|
324
Itaú Unibanco
ITUB
$107B
| $809K | 0.08% |
151,110
+277
| +0.2% | +$1.55K |
2017 Q1
1 quarter
|
|
|
CS
325
DELISTED
Credit Suisse Group
CS
| $802K | 0.08% |
54,985
+10,852
| +25% | +$157K |
2016 Q4
2 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.