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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 | |
|---|---|---|---|---|---|---|---|
701
British American Tobacco
BTI
$128B
| $170K | 0.02% |
+2,490
| New | +$173K |
2017 Q2
0 quarters
|
|
702
Nova
NVMI
$9.9B
| $169K | 0.02% |
+7,683
| New | +$171K |
2017 Q2
0 quarters
|
|
703
NatWest
NWG
$66.5B
| $169K | 0.02% |
24,166
+12,628
| +109% | +$88.3K |
2015 Q1
9 quarters
|
|
704
Corcept Therapeutics
CORT
$9.28B
| $168K | 0.02% |
14,248
+7,350
| +107% | +$79.9K |
2017 Q1
1 quarter
|
|
|
QVCGA
705
DELISTED
QVC Group Inc Series A
QVCGA
| $168K | 0.02% |
142
-1,293
| -90% | -$1.43M |
2016 Q1
5 quarters
|
|
706
DELISTED
Dun & Bradstreet
DNB
| $168K | 0.02% |
1,555
-2,900
| -65% | -$311K |
2016 Q4
2 quarters
|
|
707
DELISTED
Chart Industries
GTLS
| $167K | 0.02% |
4,820
-8,367
| -63% | -$292K |
2017 Q1
1 quarter
|
|
708
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $165K | 0.02% |
7,241
-1,075
| -13% | -$25.4K |
2017 Q1
1 quarter
|
|
|
IMPV
709
DELISTED
Imperva, Inc.
IMPV
| $164K | 0.02% |
3,435
-2,819
| -45% | -$131K |
2016 Q4
2 quarters
|
|
710
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $160K | 0.02% |
+9,602
| New | +$163K |
2017 Q2
0 quarters
|
|
711
First Merchants
FRME
$2.55B
| $159K | 0.02% |
3,975
+3,790
| +2,049% | +$153K |
2017 Q1
1 quarter
|
|
|
FRED
712
DELISTED
Fred's Inc
FRED
| $159K | 0.02% |
17,308
+5,100
| +42% | +$67.7K |
2016 Q4
2 quarters
|
|
713
Methode Electronics
MEI
$432M
| $156K | 0.01% |
+3,806
| New | +$159K |
2017 Q2
0 quarters
|
|
714
Smith & Wesson
SWBI
$615M
| $156K | 0.01% |
+9,205
| New | +$159K |
2017 Q2
0 quarters
|
|
|
ANDV
715
DELISTED
Andeavor
ANDV
| $154K | 0.01% |
+1,652
| New | +$139K |
2017 Q2
0 quarters
|
|
716
Stifel
SF
$10B
| $152K | 0.01% |
7,470
-1,080
| -13% | -$22.2K |
2017 Q1
1 quarter
|
|
717
TE Connectivity
TEL
$60.2B
| $152K | 0.01% |
1,939
-60,849
| -97% | -$4.66M |
2016 Q4
2 quarters
|
|
718
AdvanSix
ASIX
$424M
| $149K | 0.01% |
4,783
+4,235
| +773% | +$121K |
2017 Q1
1 quarter
|
|
719
Forestar Group
FOR
$1.33B
| $149K | 0.01% |
+8,745
| New | +$130K |
2017 Q2
0 quarters
|
|
720
DELISTED
SunPower Corporation Common Stock
SPWR
| $149K | 0.01% |
24,411
+18,874
| +341% | +$92.7K |
2016 Q4
2 quarters
|
|
721
Helen of Troy
HELE
$657M
| $148K | 0.01% |
1,575
-974
| -38% | -$90.7K |
2016 Q3
3 quarters
|
|
722
American Electric Power
AEP
$70.6B
| $147K | 0.01% |
+2,117
| New | +$147K |
2017 Q2
0 quarters
|
|
723
Cinemark Holdings
CNK
$4.6B
| $146K | 0.01% |
+3,771
| New | +$156K |
2017 Q2
0 quarters
|
|
724
DELISTED
Splunk Inc
SPLK
| $146K | 0.01% |
2,569
-21,158
| -89% | -$1.32M |
2016 Q3
3 quarters
|
|
725
DELISTED
Caesars Entertainment Corporation
CZR
| $145K | 0.01% |
12,116
+10,496
| +648% | +$117K |
2017 Q1
1 quarter
|
|
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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.