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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
+1.27%
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
$1.47B
AUM Growth
+$307M
(+26%)
Cap. Flow
+$322M
Cap. Flow % of AUM
Cap. Flow %
21.95%
Top 10 Holdings %
Top 10 Hldgs %
9.27%
Holding
1,716
New
531
Increased
367
Reduced
261
Closed
551
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 |
Caterpillar
CAT
|
+$16.8M |
| 2 |
Air Products & Chemicals
APD
|
+$15.2M |
| 3 |
Broadcom
AVGO
|
+$14.4M |
| 4 |
AABA
Altaba Inc
AABA
|
+$14.2M |
| 5 |
Progressive
PGR
|
+$13.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$16.6M |
| 2 |
DuPont de Nemours
DD
|
+$13.3M |
| 3 |
PayPal
PYPL
|
+$11.5M |
| 4 |
PepsiCo
PEP
|
+$10.4M |
| 5 |
HP
HPQ
|
+$9.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 16.94% |
| 2 | Technology | 15.71% |
| 3 | Consumer Discretionary | 15.41% |
| 4 | Healthcare | 12.01% |
| 5 | Financials | 11.38% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
151
Packaging Corp of America
PKG
$22B
| $2.95M | 0.2% |
26,379
+15,878
| +151% | +$1.85M |
2018 Q1
1 quarter
|
|
152
Labcorp
LH
$26.7B
| $2.92M | 0.2% |
18,962
-40,778
| -68% | -$6.16M |
2018 Q1
1 quarter
|
|
153
AT&T
T
$141B
| $2.91M | 0.2% |
119,953
+117,844
| +5,588% | +$2.96M |
2017 Q4
2 quarters
|
|
154
Knight Transportation
KNX
$10B
| $2.88M | 0.2% |
75,469
+16,934
| +29% | +$697K |
2018 Q1
1 quarter
|
|
155
Avis
CAR
$3.58B
| $2.88M | 0.2% |
88,622
+85,932
| +3,194% | +$3.74M |
2017 Q3
3 quarters
|
|
|
PFPT
156
DELISTED
Proofpoint, Inc.
PFPT
| $2.88M | 0.2% |
+24,934
| New | +$3.03M |
2018 Q2
0 quarters
|
|
157
Bloomin' Brands
BLMN
$788M
| $2.85M | 0.19% |
+141,820
| New | +$3.22M |
2018 Q2
0 quarters
|
|
158
Allison Transmission
ALSN
$8.78B
| $2.85M | 0.19% |
+70,364
| New | +$2.9M |
2018 Q2
0 quarters
|
|
159
Owens Corning
OC
$9.03B
| $2.84M | 0.19% |
44,861
+6,786
| +18% | +$469K |
2018 Q1
1 quarter
|
|
160
Dominion Energy
D
$57.3B
| $2.84M | 0.19% |
41,648
-122,040
| -75% | -$7.95M |
2018 Q1
1 quarter
|
|
161
Marathon Petroleum
MPC
$128B
| $2.83M | 0.19% |
40,283
+40,046
| +16,897% | +$3.06M |
2016 Q4
6 quarters
|
|
162
Ingersoll Rand
IR
$28.5B
| $2.82M | 0.19% |
95,982
+83,288
| +656% | +$2.62M |
2017 Q4
2 quarters
|
|
163
Rockwell Automation
ROK
$47.3B
| $2.82M | 0.19% |
16,944
+760
| +5% | +$132K |
2018 Q1
1 quarter
|
|
164
D.R. Horton
DHI
$41.3B
| $2.78M | 0.19% |
67,895
-47,053
| -41% | -$2.03M |
2018 Q1
1 quarter
|
|
165
SLB Ltd
SLB
$78.7B
| $2.77M | 0.19% |
41,297
+31,516
| +322% | +$2.16M |
2017 Q2
4 quarters
|
|
|
RDS.A
166
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $2.74M | 0.19% |
39,641
-90,595
| -70% | -$6.28M |
2016 Q3
7 quarters
|
|
167
NVIDIA
NVDA
$5.09T
| $2.74M | 0.19% |
+463,160
| New | +$2.81M |
2018 Q2
0 quarters
|
|
168
Celanese
CE
$5.24B
| $2.73M | 0.19% |
24,612
-2,623
| -10% | -$289K |
2017 Q4
2 quarters
|
|
169
Roper Technologies
ROP
$43.3B
| $2.73M | 0.19% |
+9,901
| New | +$2.73M |
2018 Q2
0 quarters
|
|
170
CSX Corp
CSX
$94.1B
| $2.71M | 0.18% |
127,617
+32,277
| +34% | +$665K |
2017 Q4
2 quarters
|
|
171
PPL Corp
PPL
$26.3B
| $2.71M | 0.18% |
94,872
-26,260
| -22% | -$727K |
2017 Q4
2 quarters
|
|
172
Raymond James Financial
RJF
$30.3B
| $2.7M | 0.18% |
+45,327
| New | +$2.81M |
2018 Q2
0 quarters
|
|
173
Intuit
INTU
$91.8B
| $2.64M | 0.18% |
+12,942
| New | +$2.48M |
2018 Q2
0 quarters
|
|
|
AET
174
DELISTED
Aetna Inc
AET
| $2.62M | 0.18% |
14,286
-45,837
| -76% | -$8.17M |
2017 Q4
2 quarters
|
|
175
Morgan Stanley
MS
$282B
| $2.6M | 0.18% |
+54,877
| New | +$2.87M |
2018 Q2
0 quarters
|
|
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Quantbot Technologies's Q2 2018 Portfolio in Review
As of Q2 2018, Quantbot Technologies held 1,716 positions worth $1.47B, up 26% from $1.16B the previous quarter. Its ten largest holdings account for 9.3% of the portfolio.
Quantbot Technologies deployed $322M of net new capital in Q2 2018, opening 531 new positions and adding to 367 existing holdings. Its largest new stake was Altaba Inc: 189,286 shares worth $13.9M.
By sector, the portfolio is most concentrated in Industrials at 17% of assets, up from 12% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Cisco, an estimated $16.6M trimmed.
- Quantbot Technologies's largest Q2 2018 buy was Altaba Inc: 189,286 shares worth $13.9M.
- Quantbot Technologies added most to Caterpillar in Q2 2018, an estimated $16.8M increase.
- Quantbot Technologies's biggest Q2 2018 reduction was Cisco, cutting an estimated $16.6M.
- Quantbot Technologies fully exited DuPont de Nemours in Q2 2018, selling an estimated $13.3M.
- Quantbot Technologies's ten largest holdings make up 9.3% of its $1.47B portfolio in Q2 2018.
- Quantbot Technologies opened 531 new positions and closed 551 in Q2 2018.
- Quantbot Technologies's portfolio value rose 26% quarter-over-quarter to $1.47B.
Based on Quantbot Technologies's 13F filing for Q2 2018, filed 13 Aug 2018.