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Quantbot Technologies Portfolio holdings
AUM
$2.54B
Turnover
50.19%
1-Year Est. Return
22.25%
Quantbot Technologies runs computer-driven trading strategies, buying and selling stocks long and short and holding positions from a few seconds to a few days. The firm was founded in 2009 and also trades options, swaps and futures. It is hired to manage money for private funds, whose investors are institutional investors, high net worth individuals and employees. Paul White is its president and chief executive, and Ashar Mahboob is its chief investment officer.
This Fund
S&P 500
This Quarter Est. Return
+3.12%
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
$1.08B
AUM Growth
+$36.6M
(+3.5%)
Cap. Flow
+$15.7M
Cap. Flow % of AUM
Cap. Flow %
1.45%
Top 10 Holdings %
Top 10 Hldgs %
9.2%
Holding
1,690
New
549
Increased
307
Reduced
298
Closed
528
Avg Time Held
0.3
years
Top 10 Avg Time Held
0
years
Top 20 Avg Time Held
0
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Costco
COST
|
+$11.1M |
| 2 |
Meta Platforms (Facebook)
META
|
+$10.7M |
| 3 |
Boston Scientific
BSX
|
+$10.3M |
| 4 |
ExxonMobil
XOM
|
+$10.1M |
| 5 |
IQVIA
IQV
|
+$9.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$14.7M |
| 2 |
Medtronic
MDT
|
+$14.5M |
| 3 |
Hologic
HOLX
|
+$10.6M |
| 4 |
American Tower
AMT
|
+$10M |
| 5 |
Ford
F
|
+$10M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.37% |
| 2 | Industrials | 14.13% |
| 3 | Healthcare | 12.83% |
| 4 | Consumer Discretionary | 11.88% |
| 5 | Financials | 10.84% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
Sanmina
SANM
$7.22B
| $1.44M | 0.13% |
43,726
+33,501
| +328% | +$1.17M |
2017 Q1
3 quarters
|
|
227
Allison Transmission
ALSN
$9.6B
| $1.44M | 0.13% |
33,417
+30,082
| +902% | +$1.23M |
2014 Q1
15 quarters
|
|
228
Minerals Technologies
MTX
$1.91B
| $1.44M | 0.13% |
+20,873
| New | +$1.48M |
2017 Q4
0 quarters
|
|
229
Humana
HUM
$52.1B
| $1.43M | 0.13% |
5,762
-22,039
| -79% | -$5.44M |
2017 Q3
1 quarter
|
|
230
Arrow Electronics
ARW
$9.22B
| $1.42M | 0.13% |
17,688
-4,064
| -19% | -$327K |
2017 Q3
1 quarter
|
|
231
Ameren
AEE
$31.2B
| $1.42M | 0.13% |
24,073
-12,665
| -34% | -$778K |
2017 Q1
3 quarters
|
|
232
Regeneron Pharmaceuticals
REGN
$93.6B
| $1.42M | 0.13% |
+3,778
| New | +$1.53M |
2017 Q4
0 quarters
|
|
233
DELISTED
Unilever NV New York Registry Shares
UN
| $1.42M | 0.13% |
25,225
+11,074
| +78% | +$638K |
2017 Q3
1 quarter
|
|
234
DELISTED
Anywhere Real Estate
HOUS
| $1.42M | 0.13% |
53,545
+31,675
| +145% | +$918K |
2017 Q2
2 quarters
|
|
235
Hershey
HSY
$35.8B
| $1.41M | 0.13% |
12,430
+8,227
| +196% | +$905K |
2017 Q2
2 quarters
|
|
236
OGE Energy
OGE
$10.5B
| $1.4M | 0.13% |
+42,460
| New | +$1.5M |
2017 Q4
0 quarters
|
|
237
Diamondrock Hospitality Co
DRH
$2.87B
| $1.4M | 0.13% |
123,695
+74,341
| +151% | +$827K |
2017 Q1
3 quarters
|
|
238
Portland General Electric
POR
$5.47B
| $1.39M | 0.13% |
30,523
+16,313
| +115% | +$772K |
2017 Q2
2 quarters
|
|
|
AET
239
DELISTED
Aetna Inc
AET
| $1.38M | 0.13% |
+7,680
| New | +$1.32M |
2017 Q4
0 quarters
|
|
240
Fidelity National Information Services
FIS
$14.8B
| $1.38M | 0.13% |
+14,640
| New | +$1.38M |
2017 Q4
0 quarters
|
|
241
Alaska Air
ALK
$4.35B
| $1.36M | 0.13% |
18,516
-17,554
| -49% | -$1.25M |
2017 Q3
1 quarter
|
|
|
ACC
242
DELISTED
American Campus Communities, Inc.
ACC
| $1.35M | 0.13% |
32,939
+4,012
| +14% | +$171K |
2017 Q1
3 quarters
|
|
243
OSI Systems
OSIS
$3.09B
| $1.35M | 0.12% |
+20,933
| New | +$1.76M |
2017 Q4
0 quarters
|
|
244
Williams Companies
WMB
$80.1B
| $1.34M | 0.12% |
44,021
+40,768
| +1,253% | +$1.19M |
2016 Q4
4 quarters
|
|
245
DELISTED
Skechers
SKX
| $1.33M | 0.12% |
35,171
-27,228
| -44% | -$882K |
2017 Q3
1 quarter
|
|
246
Jefferies Financial Group
JEF
$10.9B
| $1.31M | 0.12% |
55,203
+51,465
| +1,377% | +$1.19M |
2017 Q3
1 quarter
|
|
|
QVCGA
247
DELISTED
QVC Group Inc Series A
QVCGA
| $1.29M | 0.12% |
+1,086
| New | +$1.26M |
2017 Q4
0 quarters
|
|
248
CoreCivic
CXW
$2.84B
| $1.28M | 0.12% |
57,061
+42,784
| +300% | +$1.03M |
2016 Q3
5 quarters
|
|
|
WBC
249
DELISTED
WABCO HOLDINGS INC.
WBC
| $1.28M | 0.12% |
+8,944
| New | +$1.31M |
2017 Q4
0 quarters
|
|
250
DELISTED
Juniper Networks
JNPR
| $1.28M | 0.12% |
44,756
+16,456
| +58% | +$445K |
2017 Q1
3 quarters
|
|
Similar funds
ET
Quantbot Technologies's Q4 2017 Portfolio in Review
As of Q4 2017, Quantbot Technologies held 1,690 positions worth $1.08B, up 3.5% from $1.04B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.
Quantbot Technologies's Q4 2017 filing shows 549 new, 307 increased, 298 reduced and 528 closed positions. Its largest new stake was Costco: 64,148 shares worth $11.9M. The largest sale was Bank of America, an estimated $14.7M.
By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 13% a quarter earlier, followed by Industrials and Healthcare.
- Quantbot Technologies's largest Q4 2017 buy was Costco: 64,148 shares worth $11.9M.
- Quantbot Technologies added most to DuPont de Nemours in Q4 2017, an estimated $8.24M increase.
- Quantbot Technologies's biggest Q4 2017 reduction was Medtronic, cutting an estimated $14.5M.
- Quantbot Technologies fully exited Bank of America in Q4 2017, selling an estimated $14.7M.
- Quantbot Technologies's ten largest holdings make up 9.2% of its $1.08B portfolio in Q4 2017.
- Quantbot Technologies opened 549 new positions and closed 528 in Q4 2017.
- Quantbot Technologies's portfolio value rose 3.5% quarter-over-quarter to $1.08B.
Based on Quantbot Technologies's 13F filing for Q4 2017, filed 12 Feb 2018.