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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 | |
|---|---|---|---|---|---|---|---|
201
DELISTED
US Steel
X
| $1.46M | 0.14% |
+65,947
| New | +$1.56M |
2017 Q2
0 quarters
|
|
202
BP
BP
$128B
| $1.45M | 0.14% |
47,119
-130,380
| -73% | -$4.06M |
2016 Q2
4 quarters
|
|
203
Quanta Services
PWR
$90.4B
| $1.44M | 0.14% |
43,923
+26,109
| +147% | +$870K |
2017 Q1
1 quarter
|
|
|
DST
204
DELISTED
DST Systems Inc.
DST
| $1.44M | 0.14% |
23,337
+21,109
| +947% | +$1.29M |
2016 Q3
3 quarters
|
|
205
DELISTED
Taylor Morrison
TMHC
| $1.41M | 0.13% |
58,927
+29,944
| +103% | +$690K |
2017 Q1
1 quarter
|
|
206
CME Group
CME
$106B
| $1.41M | 0.13% |
11,236
-62,184
| -85% | -$7.44M |
2016 Q3
3 quarters
|
|
207
DELISTED
WestRock Company
WRK
| $1.39M | 0.13% |
24,570
+4,311
| +21% | +$234K |
2017 Q1
1 quarter
|
|
208
Sherwin-Williams
SHW
$81.9B
| $1.37M | 0.13% |
11,712
-32,757
| -74% | -$3.66M |
2017 Q1
1 quarter
|
|
209
Target
TGT
$69.2B
| $1.37M | 0.13% |
26,216
-4,717
| -15% | -$258K |
2016 Q4
2 quarters
|
|
210
Devon Energy
DVN
$54.9B
| $1.37M | 0.13% |
+42,813
| New | +$1.57M |
2017 Q2
0 quarters
|
|
211
Lumen Technologies, Inc. Common Stock
LUMN
$4.6B
| $1.34M | 0.13% |
+56,269
| New | +$1.41M |
2017 Q2
0 quarters
|
|
|
BWLD
212
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $1.33M | 0.13% |
10,502
+9,046
| +621% | +$1.35M |
2016 Q1
5 quarters
|
|
|
ACC
213
DELISTED
American Campus Communities, Inc.
ACC
| $1.32M | 0.12% |
27,861
+19,825
| +247% | +$943K |
2017 Q1
1 quarter
|
|
214
AES
AES
$10.7B
| $1.31M | 0.12% |
117,567
+14,612
| +14% | +$168K |
2016 Q4
2 quarters
|
|
|
LVLT
215
DELISTED
Level 3 Communications Inc
LVLT
| $1.28M | 0.12% |
+21,602
| New | +$1.3M |
2017 Q2
0 quarters
|
|
|
SNI
216
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $1.28M | 0.12% |
18,680
-1,217
| -6% | -$85.7K |
2017 Q1
1 quarter
|
|
217
The Gap Inc
GAP
$7.97B
| $1.26M | 0.12% |
+57,513
| New | +$1.37M |
2017 Q2
0 quarters
|
|
218
Community Health Systems
CYH
$398M
| $1.26M | 0.12% |
126,826
+67,819
| +115% | +$620K |
2016 Q4
2 quarters
|
|
219
New Oriental
EDU
$9.22B
| $1.26M | 0.12% |
+17,852
| New | +$1.23M |
2017 Q2
0 quarters
|
|
220
Royal Caribbean
RCL
$77.1B
| $1.26M | 0.12% |
11,518
+4,403
| +62% | +$467K |
2017 Q1
1 quarter
|
|
221
Advanced Micro Devices
AMD
$902B
| $1.26M | 0.12% |
+100,635
| New | +$1.23M |
2017 Q2
0 quarters
|
|
222
Diversified Healthcare Trust
DHC
$1.86B
| $1.26M | 0.12% |
61,426
-11,597
| -16% | -$248K |
2016 Q4
2 quarters
|
|
223
Willis Towers Watson
WTW
$29.5B
| $1.25M | 0.12% |
+8,623
| New | +$1.2M |
2017 Q2
0 quarters
|
|
|
ALXN
224
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.24M | 0.12% |
+10,151
| New | +$1.18M |
2017 Q2
0 quarters
|
|
|
NBL
225
DELISTED
Noble Energy, Inc.
NBL
| $1.23M | 0.12% |
+43,552
| New | +$1.36M |
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.