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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
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 | |
|---|---|---|---|---|---|---|---|
|
LVNTA
551
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $366K | 0.04% |
+6,371
| New | +$369K |
2017 Q3
0 quarters
|
|
|
NXTM
552
DELISTED
NxStage Medical Inc.
NXTM
| $364K | 0.03% |
13,190
+2,452
| +23% | +$65.4K |
2017 Q2
1 quarter
|
|
553
Dycom Industries
DY
$7.23B
| $363K | 0.03% |
4,238
+489
| +13% | +$41.2K |
2017 Q2
1 quarter
|
|
554
Super Micro Computer
SMCI
$22.6B
| $363K | 0.03% |
+164,410
| New | +$420K |
2017 Q3
0 quarters
|
|
|
SVC
555
Service Properties Trust
SVC
$830M
| $360K | 0.03% |
2,534
+1,169
| +86% | +$165K |
2017 Q1
2 quarters
|
|
556
Innoviva
INVA
$1.54B
| $358K | 0.03% |
25,398
-35,204
| -58% | -$465K |
2017 Q1
2 quarters
|
|
557
Assurant
AIZ
$14.4B
| $356K | 0.03% |
+3,737
| New | +$373K |
2017 Q3
0 quarters
|
|
558
Donaldson
DCI
$9.9B
| $356K | 0.03% |
7,751
+3,196
| +70% | +$148K |
2017 Q2
1 quarter
|
|
559
CGI
GIB
$16.5B
| $356K | 0.03% |
+6,876
| New | +$353K |
2017 Q3
0 quarters
|
|
|
MGP
560
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $356K | 0.03% |
11,799
-17,286
| -59% | -$518K |
2017 Q1
2 quarters
|
|
561
Kohl's
KSS
$2.78B
| $354K | 0.03% |
7,776
-41,002
| -84% | -$1.68M |
2016 Q4
3 quarters
|
|
562
Azenta
AZTA
$1.81B
| $353K | 0.03% |
11,655
+6,859
| +143% | +$176K |
2017 Q2
1 quarter
|
|
|
TIF
563
DELISTED
Tiffany & Co.
TIF
| $352K | 0.03% |
+3,839
| New | +$352K |
2017 Q3
0 quarters
|
|
|
WSTC
564
DELISTED
West Corporation
WSTC
| $352K | 0.03% |
+15,000
| New | +$350K |
2017 Q3
0 quarters
|
|
|
ZNGA
565
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $350K | 0.03% |
+92,800
| New | +$342K |
2017 Q3
0 quarters
|
|
566
Gildan
GIL
$7.53B
| $349K | 0.03% |
11,182
+8,856
| +381% | +$271K |
2017 Q2
1 quarter
|
|
|
SNP
567
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $349K | 0.03% |
4,619
+1,049
| +29% | +$80.1K |
2017 Q1
2 quarters
|
|
|
TVPT
568
DELISTED
Travelport Worldwide Limited
TVPT
| $348K | 0.03% |
22,208
-1,731
| -7% | -$25.3K |
2016 Q1
6 quarters
|
|
|
YELL
569
DELISTED
Yellow Corporation Common Stock
YELL
| $347K | 0.03% |
+25,178
| New | +$317K |
2017 Q3
0 quarters
|
|
|
WIFI
570
DELISTED
Boingo Wireless, Inc.
WIFI
| $343K | 0.03% |
+16,081
| New | +$295K |
2017 Q3
0 quarters
|
|
571
McKesson
MCK
$114B
| $341K | 0.03% |
2,224
-8,701
| -80% | -$1.36M |
2017 Q2
1 quarter
|
|
572
Ingevity
NGVT
$2.59B
| $341K | 0.03% |
5,464
+390
| +8% | +$23.1K |
2016 Q3
4 quarters
|
|
573
Enpro
NPO
$6.02B
| $339K | 0.03% |
+4,219
| New | +$308K |
2017 Q3
0 quarters
|
|
574
Reliance Steel & Aluminium
RS
$22.4B
| $339K | 0.03% |
4,456
-16,736
| -79% | -$1.22M |
2017 Q2
1 quarter
|
|
575
DELISTED
Southwestern Energy Company
SWN
| $339K | 0.03% |
55,577
-39,953
| -42% | -$226K |
2017 Q2
1 quarter
|
|
Similar funds
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.