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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 | |
|---|---|---|---|---|---|---|---|
1
Intuit
INTU
$89.6B
| $15.5M | 1.46% |
116,785
-54,915
| -32% | -$7.12M |
2016 Q3
3 quarters
|
|
2
Johnson & Johnson
JNJ
$618B
| $15.2M | 1.43% |
114,803
+20,772
| +22% | +$2.65M |
2017 Q1
1 quarter
|
|
3
Conagra Brands
CAG
$6.76B
| $13.1M | 1.23% |
366,211
+194,194
| +113% | +$7.52M |
2017 Q1
1 quarter
|
|
|
4
Lam Research
LRCX
$333B
| $13M | 1.23% |
+920,210
| New | +$13.5M |
2017 Q2
0 quarters
|
|
5
Hilton Worldwide
HLT
$81.7B
| $12.7M | 1.2% |
205,966
+159,439
| +343% | +$9.9M |
2017 Q1
1 quarter
|
|
|
6
The Kraft Heinz Company
KHC
$28B
| $12.7M | 1.2% |
148,727
+140,264
| +1,657% | +$12.7M |
2017 Q1
1 quarter
|
|
|
7
Merck
MRK
$367B
| $11.4M | 1.07% |
185,676
+179,499
| +2,906% | +$10.9M |
2016 Q4
2 quarters
|
|
|
8
Hershey
HSY
$33.9B
| $11M | 1.04% |
+102,553
| New | +$11.3M |
2017 Q2
0 quarters
|
|
9
Bank of America
BAC
$357B
| $10.5M | 0.99% |
+432,110
| New | +$10.1M |
2017 Q2
0 quarters
|
|
10
GE Aerospace
GE
$311B
| $10.2M | 0.96% |
78,736
+29,205
| +59% | +$4M |
2017 Q1
1 quarter
|
|
11
Stryker
SYK
$114B
| $10M | 0.94% |
+72,080
| New | +$9.9M |
2017 Q2
0 quarters
|
|
|
12
O'Reilly Automotive
ORLY
$72B
| $9.8M | 0.92% |
672,615
+649,320
| +2,787% | +$10.6M |
2017 Q1
1 quarter
|
|
13
KLA
KLAC
$213B
| $9.5M | 0.9% |
+1,039,350
| New | +$10.4M |
2017 Q2
0 quarters
|
|
14
Colgate-Palmolive
CL
$74.8B
| $9.15M | 0.86% |
123,379
+103,584
| +523% | +$7.69M |
2016 Q4
2 quarters
|
|
15
Goldman Sachs
GS
$262B
| $8.71M | 0.82% |
39,237
+27,121
| +224% | +$6.03M |
2017 Q1
1 quarter
|
|
16
Starbucks
SBUX
$113B
| $8.24M | 0.78% |
+141,416
| New | +$8.55M |
2017 Q2
0 quarters
|
|
17
Applied Materials
AMAT
$326B
| $7.74M | 0.73% |
187,350
+74,016
| +65% | +$3.15M |
2016 Q3
3 quarters
|
|
18
Comcast
CMCSA
$77.8B
| $7.26M | 0.68% |
186,415
+141,535
| +315% | +$5.58M |
2016 Q4
2 quarters
|
|
19
Wells Fargo
WFC
$247B
| $6.98M | 0.66% |
+125,930
| New | +$6.75M |
2017 Q2
0 quarters
|
|
20
MGM Resorts International
MGM
$7.27B
| $6.97M | 0.66% |
+222,822
| New | +$6.89M |
2017 Q2
0 quarters
|
|
21
Novartis
NVS
$292B
| $6.87M | 0.65% |
91,840
+67,279
| +274% | +$4.77M |
2017 Q1
1 quarter
|
|
22
Clorox
CLX
$10.3B
| $6.57M | 0.62% |
49,283
+17,668
| +56% | +$2.38M |
2017 Q1
1 quarter
|
|
23
DELISTED
Discover Financial Services
DFS
| $6.49M | 0.61% |
104,412
+55,723
| +114% | +$3.45M |
2017 Q1
1 quarter
|
|
24
Danaher
DHR
$162B
| $6.48M | 0.61% |
86,673
+66,888
| +338% | +$5.01M |
2016 Q4
2 quarters
|
|
25
Microchip Technology
MCHP
$41.6B
| $6.48M | 0.61% |
167,950
+125,944
| +300% | +$4.95M |
2017 Q1
1 quarter
|
|
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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.