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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
+0.96%
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
$1.04B
AUM Growth
-$18.7M
(-1.8%)
Cap. Flow
-$19.1M
Cap. Flow % of AUM
Cap. Flow %
-1.83%
Top 10 Holdings %
Top 10 Hldgs %
10.79%
Holding
1,592
New
515
Increased
301
Reduced
322
Closed
451
Avg Time Held
0.3
years
Top 10 Avg Time Held
0
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Medtronic
MDT
|
+$15.9M |
| 2 |
Quest Diagnostics
DGX
|
+$14.2M |
| 3 |
Hologic
HOLX
|
+$11.3M |
| 4 |
American Tower
AMT
|
+$11.3M |
| 5 |
PepsiCo
PEP
|
+$8.76M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lam Research
LRCX
|
+$13M |
| 2 |
Hilton Worldwide Holdings Inc. Common Stock
HLT
|
+$12.7M |
| 3 |
Hershey
HSY
|
+$10.5M |
| 4 |
Stryker
SYK
|
+$10M |
| 5 |
O'Reilly Automotive
ORLY
|
+$9.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.1% |
| 2 | Healthcare | 15.51% |
| 3 | Technology | 13.16% |
| 4 | Industrials | 12.26% |
| 5 | Financials | 12.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
RPAI
476
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $491K | 0.05% |
37,466
-12,846
| -26% | -$168K |
2016 Q4
3 quarters
|
|
477
Gen Digital
GEN
$17.7B
| $486K | 0.05% |
14,830
-5,427
| -27% | -$165K |
2017 Q2
1 quarter
|
|
|
MSGN
478
DELISTED
MSG Networks Inc.
MSGN
| $485K | 0.05% |
22,905
+9,934
| +77% | +$211K |
2017 Q1
2 quarters
|
|
479
Exelixis
EXEL
$17B
| $479K | 0.05% |
+19,805
| New | +$527K |
2017 Q3
0 quarters
|
|
480
Lennar Class A
LEN
$21.1B
| $479K | 0.05% |
9,547
-8,717
| -48% | -$435K |
2017 Q1
2 quarters
|
|
|
SYNT
481
DELISTED
Syntel Inc
SYNT
| $477K | 0.05% |
24,289
-13,274
| -35% | -$242K |
2017 Q1
2 quarters
|
|
482
Equifax
EFX
$22.3B
| $476K | 0.05% |
4,496
+1,886
| +72% | +$249K |
2017 Q2
1 quarter
|
|
|
ATH
483
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $475K | 0.05% |
+8,826
| New | +$456K |
2017 Q3
0 quarters
|
|
484
DELISTED
Spirit AeroSystems
SPR
| $469K | 0.05% |
+6,044
| New | +$418K |
2017 Q3
0 quarters
|
|
|
CONE
485
DELISTED
CyrusOne Inc Common Stock
CONE
| $469K | 0.05% |
+7,961
| New | +$475K |
2017 Q3
0 quarters
|
|
486
DELISTED
Eaton Vance Corp.
EV
| $469K | 0.05% |
9,500
+5,210
| +121% | +$249K |
2017 Q2
1 quarter
|
|
|
EFII
487
DELISTED
Electronics for Imaging
EFII
| $469K | 0.05% |
+11,006
| New | +$450K |
2017 Q3
0 quarters
|
|
488
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $466K | 0.04% |
24,541
-89,332
| -78% | -$1.77M |
2017 Q2
1 quarter
|
|
489
Hormel Foods
HRL
$12.1B
| $462K | 0.04% |
+14,395
| New | +$471K |
2017 Q3
0 quarters
|
|
|
490
Hershey
HSY
$35.8B
| $458K | 0.04% |
4,203
-98,350
| -96% | -$10.5M |
2017 Q2
1 quarter
|
|
491
Getty Realty Corp
GTY
$1.92B
| $451K | 0.04% |
+15,764
| New | +$418K |
2017 Q3
0 quarters
|
|
|
CY
492
DELISTED
Cypress Semiconductor
CY
| $451K | 0.04% |
30,082
+6,186
| +26% | +$86.6K |
2016 Q4
3 quarters
|
|
493
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $448K | 0.04% |
+14,434
| New | +$418K |
2017 Q3
0 quarters
|
|
494
Mueller Water Products
MWA
$3.74B
| $446K | 0.04% |
+34,888
| New | +$414K |
2017 Q3
0 quarters
|
|
495
Penske Automotive Group
PAG
$13.9B
| $446K | 0.04% |
+9,380
| New | +$405K |
2017 Q3
0 quarters
|
|
496
NETGEAR
NTGR
$496M
| $445K | 0.04% |
9,359
-41,716
| -82% | -$1.93M |
2016 Q4
3 quarters
|
|
|
FRAN
497
DELISTED
Francesca's Holdings Corporation
FRAN
| $445K | 0.04% |
5,043
+4,599
| +1,036% | +$466K |
2017 Q2
1 quarter
|
|
498
RLJ Lodging Trust
RLJ
$1.91B
| $443K | 0.04% |
20,140
-20,659
| -51% | -$426K |
2017 Q2
1 quarter
|
|
|
BMS
499
DELISTED
Bemis
BMS
| $442K | 0.04% |
9,711
-963
| -9% | -$43K |
2017 Q2
1 quarter
|
|
500
Assured Guaranty
AGO
$3.23B
| $441K | 0.04% |
11,693
+11,676
| +68,682% | +$500K |
2015 Q1
10 quarters
|
|
Similar funds
ET
Quantbot Technologies's Q3 2017 Portfolio in Review
As of Q3 2017, Quantbot Technologies held 1,592 positions worth $1.04B, down 1.8% from $1.06B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Quantbot Technologies's Q3 2017 filing shows 515 new, 301 increased, 322 reduced and 451 closed positions. Its largest new stake was Medtronic: 191,735 shares worth $14.9M. The largest sale was Lam Research, an estimated $13M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 15% a quarter earlier, followed by Healthcare and Technology.
- Quantbot Technologies's largest Q3 2017 buy was Medtronic: 191,735 shares worth $14.9M.
- Quantbot Technologies added most to Hologic in Q3 2017, an estimated $11.3M increase.
- Quantbot Technologies's biggest Q3 2017 reduction was Hershey, cutting an estimated $10.5M.
- Quantbot Technologies fully exited Lam Research in Q3 2017, selling an estimated $13M.
- Quantbot Technologies's ten largest holdings make up 11% of its $1.04B portfolio in Q3 2017.
- Quantbot Technologies opened 515 new positions and closed 451 in Q3 2017.
- Quantbot Technologies's portfolio value fell 1.8% quarter-over-quarter to $1.04B.
Based on Quantbot Technologies's 13F filing for Q3 2017, filed 7 Nov 2017.