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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 | |
|---|---|---|---|---|---|---|---|
26
Skyworks Solutions
SWKS
$19.3B
| $5.82M | 0.55% |
60,640
+59,965
| +8,884% | +$6.15M |
2017 Q1
1 quarter
|
|
27
Alphabet (Google) Class A
GOOGL
$4.09T
| $5.78M | 0.54% |
124,400
-46,400
| -27% | -$2.17M |
2016 Q1
5 quarters
|
|
28
Cisco
CSCO
$423B
| $5.67M | 0.53% |
181,259
+129,767
| +252% | +$4.23M |
2016 Q3
3 quarters
|
|
29
AutoZone
AZO
$51.1B
| $5.67M | 0.53% |
9,934
+8,847
| +814% | +$5.76M |
2017 Q1
1 quarter
|
|
30
Ford
F
$47.5B
| $5.66M | 0.53% |
506,037
+272,853
| +117% | +$3.05M |
2017 Q1
1 quarter
|
|
31
DELISTED
Electronic Arts
EA
| $5.63M | 0.53% |
53,232
+48,685
| +1,071% | +$5.01M |
2016 Q4
2 quarters
|
|
|
LLL
32
DELISTED
L3 Technologies, Inc.
LLL
| $5.6M | 0.53% |
+33,498
| New | +$5.59M |
2017 Q2
0 quarters
|
|
33
GSK
GSK
$100B
| $5.52M | 0.52% |
+102,370
| New | +$5.46M |
2017 Q2
0 quarters
|
|
34
T-Mobile US
TMUS
$165B
| $5.42M | 0.51% |
+89,361
| New | +$5.82M |
2017 Q2
0 quarters
|
|
35
Elevance Health
ELV
$94.1B
| $5.35M | 0.5% |
+28,447
| New | +$5.11M |
2017 Q2
0 quarters
|
|
36
Procter & Gamble
PG
$364B
| $5.32M | 0.5% |
61,001
+25,571
| +72% | +$2.25M |
2017 Q1
1 quarter
|
|
37
IBM
IBM
$237B
| $5.24M | 0.49% |
35,629
+13,293
| +60% | +$2M |
2017 Q1
1 quarter
|
|
38
BHP
BHP
$205B
| $5.15M | 0.49% |
162,324
+159,721
| +6,136% | +$5.07M |
2016 Q2
4 quarters
|
|
39
Southern Company
SO
$104B
| $5.14M | 0.48% |
107,283
+97,484
| +995% | +$4.89M |
2016 Q3
3 quarters
|
|
40
Teradyne
TER
$54B
| $5.1M | 0.48% |
+169,942
| New | +$5.71M |
2017 Q2
0 quarters
|
|
|
41
Thermo Fisher Scientific
TMO
$257B
| $5.06M | 0.48% |
29,023
-76,769
| -73% | -$12.9M |
2016 Q4
2 quarters
|
|
42
DELISTED
Juniper Networks
JNPR
| $5.01M | 0.47% |
179,610
+54,648
| +44% | +$1.59M |
2017 Q1
1 quarter
|
|
43
Marsh
MRSH
$90.9B
| $5M | 0.47% |
+64,155
| New | +$4.84M |
2017 Q2
0 quarters
|
|
44
SLB Ltd
SLB
$75.8B
| $4.97M | 0.47% |
+75,502
| New | +$5.41M |
2017 Q2
0 quarters
|
|
45
Mercado Libre
MELI
$94B
| $4.88M | 0.46% |
+19,444
| New | +$5M |
2017 Q2
0 quarters
|
|
46
Autodesk
ADSK
$51.2B
| $4.82M | 0.45% |
+47,846
| New | +$4.73M |
2017 Q2
0 quarters
|
|
47
Edison International
EIX
$22B
| $4.62M | 0.44% |
+59,090
| New | +$4.73M |
2017 Q2
0 quarters
|
|
48
Public Service Enterprise Group
PEG
$35.4B
| $4.47M | 0.42% |
103,851
+32,497
| +46% | +$1.44M |
2017 Q1
1 quarter
|
|
49
Air Products & Chemicals
APD
$67.4B
| $4.4M | 0.41% |
30,795
-5,202
| -14% | -$739K |
2016 Q4
2 quarters
|
|
50
Deere & Co
DE
$172B
| $4.39M | 0.41% |
+35,516
| New | +$4.17M |
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.