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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 | |
|---|---|---|---|---|---|---|---|
451
DELISTED
TopBuild
BLD
| $470K | 0.04% |
+8,864
| New | +$454K |
2017 Q2
0 quarters
|
|
452
Chemed
CHE
$6.7B
| $469K | 0.04% |
2,297
+2,224
| +3,047% | +$443K |
2017 Q1
1 quarter
|
|
453
DELISTED
Janus Henderson
JHG
| $469K | 0.04% |
+14,195
| New | +$464K |
2017 Q2
0 quarters
|
|
454
Compass Minerals
CMP
$893M
| $467K | 0.04% |
7,153
-2,876
| -29% | -$191K |
2017 Q1
1 quarter
|
|
|
LM
455
DELISTED
Legg Mason, Inc.
LM
| $467K | 0.04% |
12,241
+449
| +4% | +$17K |
2017 Q1
1 quarter
|
|
|
EGOV
456
DELISTED
NIC Inc
EGOV
| $466K | 0.04% |
+24,605
| New | +$503K |
2017 Q2
0 quarters
|
|
457
Eversource Energy
ES
$25.4B
| $463K | 0.04% |
+7,636
| New | +$464K |
2017 Q2
0 quarters
|
|
458
DELISTED
Noble Corporation
NE
| $463K | 0.04% |
128,107
+66,953
| +109% | +$308K |
2016 Q2
4 quarters
|
|
459
Elme Communities
ELME
| $460K | 0.04% |
+14,444
| New | +$464K |
2017 Q2
0 quarters
|
|
460
Fortinet
FTNT
$132B
| $460K | 0.04% |
61,465
-11,105
| -15% | -$86.1K |
2017 Q1
1 quarter
|
|
461
Grand Canyon Education
LOPE
$4.24B
| $460K | 0.04% |
+5,877
| New | +$450K |
2017 Q2
0 quarters
|
|
|
CHS
462
DELISTED
Chicos FAS, Inc.
CHS
| $460K | 0.04% |
+48,858
| New | +$564K |
2017 Q2
0 quarters
|
|
463
Sturm, Ruger & Co
RGR
$727M
| $459K | 0.04% |
+7,395
| New | +$460K |
2017 Q2
0 quarters
|
|
464
DELISTED
Hawaiian Holdings, Inc.
HA
| $458K | 0.04% |
9,771
-15,061
| -61% | -$766K |
2016 Q4
2 quarters
|
|
465
DELISTED
Dynegy, Inc.
DYN
| $457K | 0.04% |
+55,300
| New | +$419K |
2017 Q2
0 quarters
|
|
466
Aimco
AIV
$237M
| $454K | 0.04% |
79,429
-113,158
| -59% | -$660K |
2017 Q1
1 quarter
|
|
467
HNI Corp
HNI
$3.43B
| $454K | 0.04% |
11,405
+189
| +2% | +$8.24K |
2017 Q1
1 quarter
|
|
468
Waters Corp
WAT
$44.6B
| $454K | 0.04% |
2,473
+429
| +21% | +$74.5K |
2016 Q4
2 quarters
|
|
|
SJR
469
DELISTED
Shaw Communications Inc.
SJR
| $453K | 0.04% |
20,834
+8,313
| +66% | +$179K |
2017 Q1
1 quarter
|
|
470
Applied Industrial Technologies
AIT
$11.6B
| $449K | 0.04% |
+7,607
| New | +$466K |
2017 Q2
0 quarters
|
|
471
EPR Properties
EPR
$4.29B
| $449K | 0.04% |
6,254
+2,146
| +52% | +$156K |
2017 Q1
1 quarter
|
|
472
EchoStar
ECHO
$25.9B
| $447K | 0.04% |
9,095
-836
| -8% | -$39.8K |
2016 Q1
5 quarters
|
|
|
WLL
473
DELISTED
Whiting Petroleum Corporation
WLL
| $446K | 0.04% |
270
-207
| -43% | -$473K |
2013 Q4
14 quarters
|
|
474
Credicorp
BAP
$29.4B
| $444K | 0.04% |
2,480
-1,794
| -42% | -$300K |
2016 Q2
4 quarters
|
|
|
TECD
475
DELISTED
Tech Data Corp
TECD
| $443K | 0.04% |
4,394
+3,719
| +551% | +$358K |
2016 Q2
4 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.