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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 | |
|---|---|---|---|---|---|---|---|
476
Jazz Pharmaceuticals
JAZZ
$15.9B
| $556K | 0.05% |
+4,131
| New | +$573K |
2017 Q4
0 quarters
|
|
477
Coca-Cola Europacific Partners
CCEP
$51.7B
| $555K | 0.05% |
+13,932
| New | +$557K |
2017 Q4
0 quarters
|
|
|
LEXEA
478
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
| $553K | 0.05% |
12,494
+10,123
| +427% | +$486K |
2017 Q2
2 quarters
|
|
|
MNDT
479
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $547K | 0.05% |
38,559
-31,911
| -45% | -$486K |
2016 Q4
4 quarters
|
|
|
CMO
480
DELISTED
Capstead Mortgage Corp.
CMO
| $540K | 0.05% |
62,504
+19,351
| +45% | +$178K |
2017 Q2
2 quarters
|
|
481
DELISTED
Treehouse Foods
THS
| $538K | 0.05% |
+10,895
| New | +$583K |
2017 Q4
0 quarters
|
|
482
Insperity
NSP
$1.91B
| $536K | 0.05% |
9,361
+2,531
| +37% | +$134K |
2016 Q3
5 quarters
|
|
|
MDSO
483
DELISTED
Medidata Solutions, Inc.
MDSO
| $535K | 0.05% |
+8,451
| New | +$602K |
2017 Q4
0 quarters
|
|
|
TIVO
484
DELISTED
Tivo Inc
TIVO
| $530K | 0.05% |
33,976
+13,993
| +70% | +$242K |
2016 Q4
4 quarters
|
|
485
Cirrus Logic
CRUS
$6.07B
| $526K | 0.05% |
10,155
-9,667
| -49% | -$522K |
2017 Q3
1 quarter
|
|
486
Unilever
UL
$142B
| $526K | 0.05% |
+8,460
| New | +$536K |
2017 Q4
0 quarters
|
|
|
FIT
487
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $525K | 0.05% |
+92,018
| New | +$586K |
2017 Q4
0 quarters
|
|
|
ARRS
488
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $525K | 0.05% |
20,462
+2,403
| +13% | +$67.6K |
2017 Q3
1 quarter
|
|
489
Northwest Natural Holdings
NWN
$2.19B
| $520K | 0.05% |
+8,734
| New | +$571K |
2017 Q4
0 quarters
|
|
490
Pool Corp
POOL
$7.71B
| $519K | 0.05% |
4,005
-12,850
| -76% | -$1.56M |
2016 Q2
6 quarters
|
|
491
GSK
GSK
$101B
| $515K | 0.05% |
+11,634
| New | +$537K |
2017 Q4
0 quarters
|
|
492
Applied Industrial Technologies
AIT
$11B
| $514K | 0.05% |
+7,559
| New | +$481K |
2017 Q4
0 quarters
|
|
493
Ethan Allen Interiors
ETD
$463M
| $513K | 0.05% |
+17,960
| New | +$527K |
2017 Q4
0 quarters
|
|
494
Terreno Realty
TRNO
$7.39B
| $511K | 0.05% |
14,602
+10,116
| +226% | +$372K |
2017 Q2
2 quarters
|
|
495
Williams-Sonoma
WSM
$30.9B
| $510K | 0.05% |
+19,756
| New | +$504K |
2017 Q4
0 quarters
|
|
496
DELISTED
Dun & Bradstreet
DNB
| $510K | 0.05% |
+4,315
| New | +$512K |
2017 Q4
0 quarters
|
|
|
CAA
497
DELISTED
CalAtlantic Group, Inc.
CAA
| $507K | 0.05% |
+9,004
| New | +$440K |
2017 Q4
0 quarters
|
|
498
YPF Sociedad Anonima ADS
YPF
$14.6B
| $504K | 0.05% |
22,007
+7,629
| +53% | +$175K |
2015 Q3
9 quarters
|
|
499
Enpro
NPO
$5.99B
| $503K | 0.05% |
5,386
+1,167
| +28% | +$98.9K |
2017 Q3
1 quarter
|
|
500
Air Products & Chemicals
APD
$70.2B
| $502K | 0.05% |
3,063
-11,100
| -78% | -$1.77M |
2016 Q4
4 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.