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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 | |
|---|---|---|---|---|---|---|---|
426
Jack in the Box
JACK
$270M
| $672K | 0.06% |
+6,857
| New | +$697K |
2017 Q4
0 quarters
|
|
427
Argan
AGX
$3.89B
| $670K | 0.06% |
14,906
+14,261
| +2,211% | +$849K |
2017 Q2
2 quarters
|
|
428
Worthington Enterprises
WOR
$2.98B
| $665K | 0.06% |
24,517
+5,953
| +32% | +$159K |
2017 Q3
1 quarter
|
|
429
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $665K | 0.06% |
10,366
-6,298
| -38% | -$427K |
2017 Q2
2 quarters
|
|
430
Adobe
ADBE
$93.1B
| $663K | 0.06% |
3,788
-14,339
| -79% | -$2.47M |
2017 Q3
1 quarter
|
|
431
National Beverage
FIZZ
$3.48B
| $658K | 0.06% |
+13,516
| New | +$693K |
2017 Q4
0 quarters
|
|
|
MSGK
432
MSG Knickerbockers Corp.
MSGK
$7.49B
| $656K | 0.06% |
+4,366
| New | +$674K |
2017 Q4
0 quarters
|
|
|
LPNT
433
DELISTED
LifePoint Health, Inc.
LPNT
| $656K | 0.06% |
+13,191
| New | +$655K |
2017 Q4
0 quarters
|
|
434
Neighborhood Intelligence Inc
NXH
$183M
| $655K | 0.06% |
+12,419
| New | +$493K |
2017 Q4
0 quarters
|
|
435
Permian Resources
PR
$18.2B
| $654K | 0.06% |
33,043
+22,001
| +199% | +$427K |
2017 Q3
1 quarter
|
|
436
Tutor Perini Cor
TPC
$4.73B
| $647K | 0.06% |
25,537
+15,607
| +157% | +$415K |
2017 Q3
1 quarter
|
|
437
DELISTED
Taylor Morrison
TMHC
| $642K | 0.06% |
26,259
+18,535
| +240% | +$434K |
2017 Q1
3 quarters
|
|
438
Openlane
OPLN
$4.17B
| $640K | 0.06% |
+33,527
| New | +$621K |
2017 Q4
0 quarters
|
|
439
Vipshop
VIPS
$6.59B
| $636K | 0.06% |
54,312
+24,361
| +81% | +$216K |
2014 Q3
13 quarters
|
|
|
AUD
440
DELISTED
Audacy, Inc.
AUD
| $635K | 0.06% |
+58,838
| New | +$669K |
2017 Q4
0 quarters
|
|
441
Mueller Water Products
MWA
$3.74B
| $634K | 0.06% |
50,649
+15,761
| +45% | +$194K |
2017 Q3
1 quarter
|
|
|
XOG
442
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $633K | 0.06% |
44,303
+27,373
| +162% | +$418K |
2017 Q2
2 quarters
|
|
443
Bankunited
BKU
$3.14B
| $628K | 0.06% |
15,446
-12,839
| -45% | -$467K |
2016 Q3
5 quarters
|
|
444
DELISTED
Premier
PINC
| $626K | 0.06% |
21,472
+3,178
| +17% | +$97.9K |
2016 Q4
4 quarters
|
|
|
CRZO
445
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $626K | 0.06% |
+29,451
| New | +$544K |
2017 Q4
0 quarters
|
|
|
ORBK
446
DELISTED
Orbotech Ltd
ORBK
| $626K | 0.06% |
12,466
+11,966
| +2,393% | +$583K |
2017 Q2
2 quarters
|
|
|
CY
447
DELISTED
Cypress Semiconductor
CY
| $625K | 0.06% |
41,041
+10,959
| +36% | +$174K |
2016 Q4
4 quarters
|
|
448
Gildan
GIL
$6.44B
| $624K | 0.06% |
19,325
+8,143
| +73% | +$254K |
2017 Q2
2 quarters
|
|
449
Eagle Materials
EXP
$5.66B
| $621K | 0.06% |
+5,485
| New | +$594K |
2017 Q4
0 quarters
|
|
450
Brink's
BCO
$4.54B
| $616K | 0.06% |
+7,828
| New | +$634K |
2017 Q4
0 quarters
|
|
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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.