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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 | |
|---|---|---|---|---|---|---|---|
501
News Corp Class A
NWSA
$14.4B
| $502K | 0.05% |
30,983
-41,658
| -57% | -$623K |
2017 Q1
3 quarters
|
|
502
DELISTED
ProAssurance
PRA
| $493K | 0.05% |
8,636
+7,036
| +440% | +$411K |
2017 Q3
1 quarter
|
|
503
Acco Brands
ACCO
$492M
| $492K | 0.05% |
40,349
+39,946
| +9,912% | +$513K |
2017 Q3
1 quarter
|
|
504
Kinross Gold
KGC
$25.3B
| $491K | 0.05% |
+113,801
| New | +$474K |
2017 Q4
0 quarters
|
|
505
Old Republic International
ORI
$9.6B
| $490K | 0.05% |
22,921
+12,029
| +110% | +$246K |
2017 Q1
3 quarters
|
|
|
PRTY
506
DELISTED
Party City Holdco Inc.
PRTY
| $490K | 0.05% |
+35,137
| New | +$432K |
2017 Q4
0 quarters
|
|
507
Bristol-Myers Squibb
BMY
$129B
| $489K | 0.05% |
7,987
+5,610
| +236% | +$351K |
2016 Q2
6 quarters
|
|
|
CPN
508
DELISTED
Calpine Corporation
CPN
| $489K | 0.05% |
+32,371
| New | +$485K |
2017 Q4
0 quarters
|
|
509
DELISTED
Gulfport Energy Corp.
GPOR
| $487K | 0.05% |
+38,221
| New | +$509K |
2017 Q4
0 quarters
|
|
510
Open Text
OTEX
$6.03B
| $482K | 0.04% |
13,528
-17,987
| -57% | -$600K |
2016 Q1
7 quarters
|
|
511
iRhythm Holdings
IRTC
$2.94B
| $481K | 0.04% |
+8,599
| New | +$449K |
2017 Q4
0 quarters
|
|
512
New Jersey Resources
NJR
$5.56B
| $477K | 0.04% |
+11,878
| New | +$510K |
2017 Q4
0 quarters
|
|
513
Valley National Bancorp
VLY
$7.92B
| $475K | 0.04% |
+42,372
| New | +$491K |
2017 Q4
0 quarters
|
|
514
AutoNation
AN
$5.99B
| $473K | 0.04% |
+9,227
| New | +$468K |
2017 Q4
0 quarters
|
|
515
Brinker International
EAT
$8.34B
| $473K | 0.04% |
12,198
-20,671
| -63% | -$713K |
2016 Q4
4 quarters
|
|
516
Gaming and Leisure Properties
GLPI
$11.4B
| $473K | 0.04% |
12,792
-16,805
| -57% | -$612K |
2017 Q2
2 quarters
|
|
517
Lazard
LAZ
$4.5B
| $472K | 0.04% |
9,009
-9,446
| -51% | -$453K |
2017 Q3
1 quarter
|
|
518
The Marzetti Company
MZTI
$3.04B
| $468K | 0.04% |
3,628
-1,233
| -25% | -$156K |
2016 Q4
4 quarters
|
|
|
VRE
519
DELISTED
Veris Residential
VRE
| $468K | 0.04% |
21,744
+21,537
| +10,404% | +$486K |
2017 Q1
3 quarters
|
|
520
DELISTED
Bitauto Holdings Limited
BITA
| $465K | 0.04% |
+14,624
| New | +$596K |
2017 Q4
0 quarters
|
|
521
DELISTED
Pandora Media Inc
P
| $464K | 0.04% |
96,440
+90,583
| +1,547% | +$542K |
2017 Q1
3 quarters
|
|
522
DELISTED
Kennedy-Wilson Holdings
KW
| $462K | 0.04% |
26,644
+23,808
| +839% | +$448K |
2017 Q2
2 quarters
|
|
|
NXTM
523
DELISTED
NxStage Medical Inc.
NXTM
| $462K | 0.04% |
19,088
+5,898
| +45% | +$155K |
2017 Q2
2 quarters
|
|
524
Korn Ferry
KFY
$4.26B
| $457K | 0.04% |
+11,048
| New | +$458K |
2017 Q4
0 quarters
|
|
525
DELISTED
Cadence Bank
CADE
| $455K | 0.04% |
+14,477
| New | +$465K |
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.