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Quantbot Technologies

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
Cap. Flow
+$127M
Cap. Flow %
11.92%
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
LRCX icon
Lam Research
LRCX
+$13.5M
2
KHC icon
The Kraft Heinz Company
KHC
+$12.7M
3
HSY icon
Hershey
HSY
+$11.3M
4
MRK icon
Merck
MRK
+$10.9M
5
ORLY icon
O'Reilly Automotive
ORLY
+$10.6M

Top Sells

Rank Stock Value
1
MO icon
Altria Group
MO
+$24.7M
2
UNH icon
UnitedHealth
UNH
+$17.4M
3
USB icon
US Bancorp
USB
+$13.5M
4
TMO icon
Thermo Fisher Scientific
TMO
+$12.9M
5
SJM icon
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
AMP icon
151
Ameriprise Financial
AMP
$43.3B
$1.93M 0.18%
+15,185
New +$1.93M
2017 Q2
0 quarters
VOYA icon
152
Voya Financial
VOYA
$8.73B
$1.91M 0.18%
51,887
+27,716
+115% +$1.01M
2017 Q1
1 quarter
COST icon
153
Costco
COST
$442B
$1.91M 0.18%
11,945
+7,461
+166% +$1.29M
2016 Q2
4 quarters
CA icon
154
DELISTED
CA, Inc.
CA
$1.9M 0.18%
55,204
-18,822
-25% -$609K
2016 Q3
3 quarters
IRBT icon
155
DELISTED
iRobot
IRBT
$1.9M 0.18%
22,563
+16,655
+282% +$1.44M
2017 Q1
1 quarter
CDK
156
DELISTED
CDK Global, Inc.
CDK
$1.9M 0.18%
30,579
+15,007
+96% +$941K
2017 Q1
1 quarter
HII icon
157
Huntington Ingalls Industries
HII
$10.8B
$1.89M 0.18%
10,151
-2,371
-19% -$464K
2017 Q1
1 quarter
KSS icon
158
Kohl's
KSS
$2.51B
$1.89M 0.18%
48,778
+44,765
+1,115% +$1.72M
2016 Q4
2 quarters
UHS icon
159
Universal Health Services
UHS
$10.8B
$1.87M 0.18%
15,341
+11,207
+271% +$1.33M
2016 Q4
2 quarters
AKAM icon
160
Akamai
AKAM
$13B
$1.87M 0.18%
37,508
-47,780
-56% -$2.52M
2017 Q1
1 quarter
LYB icon
161
LyondellBasell Industries
LYB
$20.4B
$1.87M 0.18%
22,122
-16,634
-43% -$1.38M
2017 Q1
1 quarter
VIAB
162
DELISTED
Viacom Inc. Class B
VIAB
$1.87M 0.18%
+55,593
New +$2.12M
2017 Q2
0 quarters
NSP icon
163
Insperity
NSP
$1.92B
$1.84M 0.17%
51,890
+47,326
+1,037% +$1.92M
2016 Q3
3 quarters
AKS
164
DELISTED
AK Steel Holding Corp
AKS
$1.84M 0.17%
280,516
+129,710
+86% +$813K
2017 Q1
1 quarter
ENR icon
165
Energizer
ENR
$1.56B
$1.83M 0.17%
38,047
+36,322
+2,106% +$1.97M
2017 Q1
1 quarter
MCK icon
166
McKesson
MCK
$118B
$1.8M 0.17%
+10,925
New +$1.66M
2017 Q2
0 quarters
SHPG
167
DELISTED
Shire pic
SHPG
$1.77M 0.17%
10,732
+9,685
+925% +$1.69M
2017 Q1
1 quarter
IDXX icon
168
Idexx Laboratories
IDXX
$43.6B
$1.76M 0.17%
+10,932
New +$1.78M
2017 Q2
0 quarters
THO icon
169
Thor Industries
THO
$3.43B
$1.76M 0.17%
16,855
+5,010
+42% +$485K
2016 Q4
2 quarters
DF
170
DELISTED
Dean Foods Company
DF
$1.75M 0.16%
+102,992
New +$1.93M
2017 Q2
0 quarters
DHI icon
171
D.R. Horton
DHI
$38.9B
$1.73M 0.16%
50,038
-16,439
-25% -$549K
2016 Q3
3 quarters
EXP icon
172
Eagle Materials
EXP
$5.32B
$1.71M 0.16%
18,530
+3,103
+20% +$298K
2017 Q1
1 quarter
DTE icon
173
DTE Energy
DTE
$27B
$1.71M 0.16%
+18,977
New +$1.72M
2017 Q2
0 quarters
GD icon
174
General Dynamics
GD
$93.3B
$1.68M 0.16%
8,494
+8,435
+14,297% +$1.65M
2016 Q4
2 quarters
AMG icon
175
Affiliated Managers Group
AMG
$10.2B
$1.66M 0.16%
10,034
+5,858
+140% +$935K
2017 Q1
1 quarter
5 6
7
8 9

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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.