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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 | |
|---|---|---|---|---|---|---|---|
|
AAIC
1026
DELISTED
Arlington Asset Investment Corp.
AAIC
| $12K | ﹤0.01% |
+900
| New | +$12.9K |
2017 Q2
0 quarters
|
|
|
ORBC
1027
DELISTED
ORBCOMM, Inc.
ORBC
| $12K | ﹤0.01% |
1,147
-300
| -21% | -$3.03K |
2016 Q4
2 quarters
|
|
1028
Arcos Dorados Holdings
ARCO
$1.7B
| $11K | ﹤0.01% |
+1,573
| New | +$12.7K |
2017 Q2
0 quarters
|
|
|
SNR
1029
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $11K | ﹤0.01% |
1,128
-2,272
| -67% | -$22.8K |
2014 Q4
10 quarters
|
|
1030
DELISTED
Regal Entertainment Group
RGC
| $11K | ﹤0.01% |
+559
| New | +$11.9K |
2017 Q2
0 quarters
|
|
|
SORL
1031
DELISTED
SORL Auto Parts, Inc.
SORL
| $11K | ﹤0.01% |
+1,700
| New | +$10.1K |
2017 Q2
0 quarters
|
|
1032
Ormat Technologies
ORA
$5.36B
| $10K | ﹤0.01% |
182
-2,152
| -92% | -$126K |
2016 Q4
2 quarters
|
|
1033
Ryerson Holding Corp
RYZ
$1.45B
| $10K | ﹤0.01% |
+1,100
| New | +$11.7K |
2017 Q2
0 quarters
|
|
1034
DELISTED
Tile Shop Holdings
TTSH
| $10K | ﹤0.01% |
500
-100
| -17% | -$2.03K |
2017 Q1
1 quarter
|
|
1035
Armour Residential REIT
ARR
$1.82B
| $9K | ﹤0.01% |
+73
| New | +$9.18K |
2017 Q2
0 quarters
|
|
1036
Emergent Biosolutions
EBS
$319M
| $9K | ﹤0.01% |
294
-11,952
| -98% | -$369K |
2016 Q4
2 quarters
|
|
1037
InterContinental Hotels
IHG
$23.7B
| $9K | ﹤0.01% |
+166
| New | +$9.6K |
2017 Q2
0 quarters
|
|
1038
KRONOS Worldwide
KRO
$900M
| $9K | ﹤0.01% |
+531
| New | +$9.42K |
2017 Q2
0 quarters
|
|
1039
Oaktree Specialty Lending
OCSL
$1.01B
| $9K | ﹤0.01% |
622
-178
| -22% | -$2.28K |
2017 Q1
1 quarter
|
|
1040
Rayonier Advanced Materials
RYAM
$453M
| $9K | ﹤0.01% |
+591
| New | +$8.44K |
2017 Q2
0 quarters
|
|
|
USCR
1041
DELISTED
U S Concrete, Inc.
USCR
| $9K | ﹤0.01% |
123
-923
| -88% | -$62.7K |
2016 Q2
4 quarters
|
|
|
MLNX
1042
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $9K | ﹤0.01% |
+229
| New | +$10.9K |
2017 Q2
0 quarters
|
|
|
TSRO
1043
DELISTED
TESARO, Inc.
TSRO
| $9K | ﹤0.01% |
70
-3,540
| -98% | -$513K |
2017 Q1
1 quarter
|
|
1044
Agios Pharmaceuticals
AGIO
$2.21B
| $8K | ﹤0.01% |
159
-134
| -46% | -$6.85K |
2016 Q4
2 quarters
|
|
1045
Alto Ingredients
ALTO
$280M
| $8K | ﹤0.01% |
+1,311
| New | +$8.51K |
2017 Q2
0 quarters
|
|
1046
Constellium
CSTM
$3.15B
| $8K | ﹤0.01% |
+1,228
| New | +$8K |
2017 Q2
0 quarters
|
|
1047
Duluth Holdings
DLTH
$150M
| $7K | ﹤0.01% |
+386
| New | +$7.65K |
2017 Q2
0 quarters
|
|
1048
Greif
GEF
$4.68B
| $7K | ﹤0.01% |
139
-994
| -88% | -$56.3K |
2016 Q4
2 quarters
|
|
|
ANH
1049
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $7K | ﹤0.01% |
+1,328
| New | +$7.85K |
2017 Q2
0 quarters
|
|
|
LEXEA
1050
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
| $7K | ﹤0.01% |
+146
| New | +$7.36K |
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.