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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 | |
|---|---|---|---|---|---|---|---|
51
Simon Property Group
SPG
$66.5B
| $4.36M | 0.41% |
+26,932
| New | +$4.38M |
2017 Q2
0 quarters
|
|
52
AstraZeneca
AZN
$261B
| $4.34M | 0.41% |
+63,644
| New | +$4.16M |
2017 Q2
0 quarters
|
|
53
Xcel Energy
XEL
$48.1B
| $4.2M | 0.4% |
+91,468
| New | +$4.21M |
2017 Q2
0 quarters
|
|
54
Mondelez International
MDLZ
$79.7B
| $4.15M | 0.39% |
96,073
+54,844
| +133% | +$2.47M |
2016 Q4
2 quarters
|
|
|
RDS.A
55
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $4.08M | 0.38% |
76,813
+23,048
| +43% | +$1.22M |
2016 Q3
3 quarters
|
|
56
Teva Pharmaceutical Industries Limited
TEVA
$47.2B
| $4.05M | 0.38% |
121,822
+15,219
| +14% | +$471K |
2017 Q1
1 quarter
|
|
57
Enbridge
ENB
$107B
| $4.04M | 0.38% |
101,413
-149,612
| -60% | -$6.02M |
2015 Q3
7 quarters
|
|
58
C.H. Robinson
CHRW
$16.4B
| $4.02M | 0.38% |
58,609
+25,114
| +75% | +$1.78M |
2016 Q4
2 quarters
|
|
59
Berkshire Hathaway Class B
BRK.B
$1.16T
| $3.96M | 0.37% |
23,399
-39,631
| -63% | -$6.59M |
2016 Q3
3 quarters
|
|
60
Freeport-McMoran
FCX
$97.9B
| $3.92M | 0.37% |
326,846
+214,517
| +191% | +$2.6M |
2017 Q1
1 quarter
|
|
61
Morgan Stanley
MS
$291B
| $3.91M | 0.37% |
+87,815
| New | +$3.79M |
2017 Q2
0 quarters
|
|
62
CMS Energy
CMS
$21.4B
| $3.84M | 0.36% |
83,019
+23,498
| +39% | +$1.09M |
2016 Q3
3 quarters
|
|
63
Campbell Soup
CPB
$5.81B
| $3.83M | 0.36% |
73,449
+29,762
| +68% | +$1.69M |
2017 Q1
1 quarter
|
|
|
64
US Bancorp
USB
$92B
| $3.83M | 0.36% |
73,753
-262,064
| -78% | -$13.5M |
2016 Q4
2 quarters
|
|
65
Micron Technology
MU
$1.04T
| $3.81M | 0.36% |
127,651
+92,477
| +263% | +$2.71M |
2017 Q1
1 quarter
|
|
66
United Airlines
UAL
$33.1B
| $3.81M | 0.36% |
+50,605
| New | +$3.82M |
2017 Q2
0 quarters
|
|
67
Louisiana-Pacific
LPX
$5.05B
| $3.78M | 0.36% |
156,610
+152,373
| +3,596% | +$3.71M |
2016 Q3
3 quarters
|
|
68
Advance Auto Parts
AAP
$2.67B
| $3.75M | 0.35% |
32,141
+16,464
| +105% | +$2.26M |
2017 Q1
1 quarter
|
|
69
Kinder Morgan
KMI
$76.1B
| $3.73M | 0.35% |
194,736
-79,669
| -29% | -$1.58M |
2017 Q1
1 quarter
|
|
70
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $3.73M | 0.35% |
84,658
+54,220
| +178% | +$2.42M |
2016 Q4
2 quarters
|
|
71
American International
AIG
$42.5B
| $3.68M | 0.35% |
58,946
+42,970
| +269% | +$2.67M |
2017 Q1
1 quarter
|
|
72
Sysco
SYY
$40.3B
| $3.65M | 0.34% |
72,615
+44,272
| +156% | +$2.36M |
2016 Q3
3 quarters
|
|
|
MXIM
73
DELISTED
Maxim Integrated Products
MXIM
| $3.62M | 0.34% |
80,579
+67,514
| +517% | +$3.1M |
2016 Q2
4 quarters
|
|
74
Illinois Tool Works
ITW
$78.6B
| $3.6M | 0.34% |
25,132
+10,457
| +71% | +$1.46M |
2016 Q4
2 quarters
|
|
75
Nucor
NUE
$60B
| $3.51M | 0.33% |
60,726
+18,101
| +42% | +$1.06M |
2016 Q4
2 quarters
|
|
Similar funds
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.