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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 | |
|---|---|---|---|---|---|---|---|
501
Molson Coors Class B
TAP
$7.68B
| $398K | 0.04% |
4,621
-51,320
| -92% | -$4.76M |
2017 Q1
1 quarter
|
|
|
NTRI
502
DELISTED
NutriSystem, Inc.
NTRI
| $395K | 0.04% |
+7,596
| New | +$393K |
2017 Q2
0 quarters
|
|
503
Xerox
XRX
$336M
| $393K | 0.04% |
13,688
-8,507
| -38% | -$240K |
2016 Q2
4 quarters
|
|
|
NPTN
504
DELISTED
NEOPHOTONICS CORP
NPTN
| $393K | 0.04% |
50,971
+44,730
| +717% | +$378K |
2017 Q1
1 quarter
|
|
505
Ultra Clean Holdings
UCTT
$2.05B
| $392K | 0.04% |
20,944
+19,365
| +1,226% | +$390K |
2017 Q1
1 quarter
|
|
|
CBI
506
DELISTED
Chicago Bridge & Iron Nv
CBI
| $392K | 0.04% |
+19,904
| New | +$462K |
2017 Q2
0 quarters
|
|
507
Steven Madden
SHOO
$3.16B
| $390K | 0.04% |
14,646
+11,220
| +327% | +$285K |
2016 Q4
2 quarters
|
|
508
Highwoods Properties
HIW
$3.37B
| $388K | 0.04% |
7,660
-16,580
| -68% | -$846K |
2017 Q1
1 quarter
|
|
509
Terreno Realty
TRNO
$7.1B
| $381K | 0.04% |
+11,327
| New | +$358K |
2017 Q2
0 quarters
|
|
510
Vail Resorts
MTN
$5.22B
| $380K | 0.04% |
+1,878
| New | +$378K |
2017 Q2
0 quarters
|
|
511
Tenaris
TS
$29.4B
| $379K | 0.04% |
+12,187
| New | +$384K |
2017 Q2
0 quarters
|
|
|
SINA
512
DELISTED
Sina Corp
SINA
| $377K | 0.04% |
4,446
+3,332
| +299% | +$281K |
2016 Q1
5 quarters
|
|
513
DELISTED
SPX FLOW, Inc.
FLOW
| $376K | 0.04% |
10,200
+5,852
| +135% | +$216K |
2016 Q4
2 quarters
|
|
514
Trade Desk
TTD
$6.15B
| $375K | 0.04% |
74,880
+13,950
| +23% | +$63.8K |
2017 Q1
1 quarter
|
|
515
Canadian Solar
CSIQ
$627M
| $370K | 0.03% |
+23,290
| New | +$312K |
2017 Q2
0 quarters
|
|
516
Evercore
EVR
$9.7B
| $370K | 0.03% |
5,258
+312
| +6% | +$22.7K |
2017 Q1
1 quarter
|
|
|
XL
517
DELISTED
XL Group Ltd.
XL
| $369K | 0.03% |
8,447
+6,413
| +315% | +$270K |
2017 Q1
1 quarter
|
|
518
M/I Homes
MHO
$3.13B
| $367K | 0.03% |
12,888
+6,480
| +101% | +$176K |
2017 Q1
1 quarter
|
|
519
Herbalife
HLF
$1.4B
| $364K | 0.03% |
+10,228
| New | +$345K |
2017 Q2
0 quarters
|
|
520
Equifax
EFX
$21.4B
| $358K | 0.03% |
+2,610
| New | +$358K |
2017 Q2
0 quarters
|
|
521
Performance Food Group
PFGC
$14.9B
| $357K | 0.03% |
+13,033
| New | +$345K |
2017 Q2
0 quarters
|
|
522
Kennametal
KMT
$2.25B
| $356K | 0.03% |
+9,536
| New | +$373K |
2017 Q2
0 quarters
|
|
523
Unisys
UIS
$184M
| $350K | 0.03% |
27,370
+15,460
| +130% | +$188K |
2016 Q3
3 quarters
|
|
|
RRD
524
DELISTED
RR Donnelley & Sons Co.
RRD
| $349K | 0.03% |
27,853
-10,553
| -27% | -$130K |
2016 Q4
2 quarters
|
|
|
SJI
525
DELISTED
South Jersey Industries, Inc.
SJI
| $348K | 0.03% |
+10,207
| New | +$370K |
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.