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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 | |
|---|---|---|---|---|---|---|---|
|
GG
401
DELISTED
Goldcorp Inc
GG
| $737K | 0.07% |
+57,734
| New | +$746K |
2017 Q4
0 quarters
|
|
402
Cummins
CMI
$62B
| $733K | 0.07% |
4,152
-13,777
| -77% | -$2.36M |
2016 Q4
4 quarters
|
|
403
FormFactor
FORM
$6.36B
| $733K | 0.07% |
46,871
-4,846
| -9% | -$81.1K |
2017 Q1
3 quarters
|
|
404
Copart
CPRT
$29.6B
| $730K | 0.07% |
+67,640
| New | +$658K |
2017 Q4
0 quarters
|
|
405
Copa Holdings
CPA
$5.83B
| $729K | 0.07% |
5,440
+2,079
| +62% | +$271K |
2017 Q3
1 quarter
|
|
406
Estee Lauder
EL
$39.9B
| $729K | 0.07% |
+5,734
| New | +$689K |
2017 Q4
0 quarters
|
|
|
ZNGA
407
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $725K | 0.07% |
181,398
+88,598
| +95% | +$345K |
2017 Q3
1 quarter
|
|
408
F5
FFIV
$17.7B
| $716K | 0.07% |
5,464
-36,024
| -87% | -$4.47M |
2017 Q1
3 quarters
|
|
|
LHCG
409
DELISTED
LHC Group LLC
LHCG
| $714K | 0.07% |
+11,660
| New | +$771K |
2017 Q4
0 quarters
|
|
410
DNOW Inc
DNOW
$2.4B
| $711K | 0.07% |
64,521
+10,841
| +20% | +$124K |
2016 Q3
5 quarters
|
|
411
Dollar General
DG
$29.5B
| $710K | 0.07% |
+7,640
| New | +$657K |
2017 Q4
0 quarters
|
|
|
BBL
412
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $710K | 0.07% |
+17,620
| New | +$654K |
2017 Q4
0 quarters
|
|
413
Fidelity National Financial
FNF
$11.8B
| $709K | 0.07% |
+18,793
| New | +$685K |
2017 Q4
0 quarters
|
|
414
Loews
L
$22.2B
| $703K | 0.07% |
+14,057
| New | +$695K |
2017 Q4
0 quarters
|
|
|
ZAYO
415
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $703K | 0.07% |
+19,106
| New | +$676K |
2017 Q4
0 quarters
|
|
|
TVTY
416
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $699K | 0.06% |
19,141
+14,452
| +308% | +$548K |
2017 Q2
2 quarters
|
|
|
TTM
417
DELISTED
Tata Motors Limited
TTM
| $698K | 0.06% |
+21,133
| New | +$683K |
2017 Q4
0 quarters
|
|
418
DELISTED
Big Lots, Inc.
BIG
| $697K | 0.06% |
12,429
+10,319
| +489% | +$560K |
2016 Q4
4 quarters
|
|
|
CAVM
419
DELISTED
Cavium, Inc.
CAVM
| $694K | 0.06% |
8,284
-7,121
| -46% | -$551K |
2017 Q2
2 quarters
|
|
420
ZTO Express
ZTO
$15.5B
| $688K | 0.06% |
43,457
+3,453
| +9% | +$54.4K |
2017 Q2
2 quarters
|
|
421
DELISTED
Noble Corporation
NE
| $686K | 0.06% |
151,983
+142,936
| +1,580% | +$592K |
2016 Q2
6 quarters
|
|
|
RDC
422
DELISTED
Rowan Companies Plc
RDC
| $682K | 0.06% |
+43,571
| New | +$612K |
2017 Q4
0 quarters
|
|
423
Cenovus Energy
CVE
$49.6B
| $678K | 0.06% |
74,280
+68,445
| +1,173% | +$665K |
2017 Q3
1 quarter
|
|
424
Weyerhaeuser
WY
$15.1B
| $678K | 0.06% |
19,244
-6,347
| -25% | -$225K |
2017 Q3
1 quarter
|
|
425
Deutsche Bank
DB
$64.6B
| $674K | 0.06% |
35,443
+19,063
| +116% | +$344K |
2017 Q2
2 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.