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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 | |
|---|---|---|---|---|---|---|---|
576
Canadian National Railway
CNI
$74.9B
| $337K | 0.03% |
+4,079
| New | +$331K |
2017 Q3
0 quarters
|
|
|
ATHN
577
DELISTED
Athenahealth, Inc.
ATHN
| $337K | 0.03% |
+2,716
| New | +$374K |
2017 Q3
0 quarters
|
|
578
Nabors Industries
NBR
$1.35B
| $336K | 0.03% |
833
-704
| -46% | -$258K |
2017 Q2
1 quarter
|
|
579
ScottsMiracle-Gro
SMG
$3.6B
| $336K | 0.03% |
+3,461
| New | +$328K |
2017 Q3
0 quarters
|
|
|
WPG
580
DELISTED
Washington Prime Group Inc.
WPG
| $334K | 0.03% |
+4,460
| New | +$346K |
2017 Q3
0 quarters
|
|
581
3D Systems Corp
DDD
$487M
| $333K | 0.03% |
24,913
+19,130
| +331% | +$280K |
2016 Q3
4 quarters
|
|
582
Universal Display
OLED
$3.9B
| $333K | 0.03% |
2,587
-5,607
| -68% | -$678K |
2017 Q2
1 quarter
|
|
|
PGRE
583
DELISTED
Paramount Group
PGRE
| $333K | 0.03% |
+20,826
| New | +$331K |
2017 Q3
0 quarters
|
|
584
DELISTED
Synovus
SNV
| $330K | 0.03% |
+7,168
| New | +$311K |
2017 Q3
0 quarters
|
|
|
RRD
585
DELISTED
RR Donnelley & Sons Co.
RRD
| $330K | 0.03% |
32,092
+4,239
| +15% | +$43.9K |
2016 Q4
3 quarters
|
|
586
Wabash National
WNC
$540M
| $326K | 0.03% |
+14,304
| New | +$301K |
2017 Q3
0 quarters
|
|
|
PACW
587
DELISTED
PacWest Bancorp
PACW
| $323K | 0.03% |
6,396
-35,411
| -85% | -$1.66M |
2016 Q3
4 quarters
|
|
|
NTRI
588
DELISTED
NutriSystem, Inc.
NTRI
| $323K | 0.03% |
5,779
-1,817
| -24% | -$98.4K |
2017 Q2
1 quarter
|
|
589
Avis
CAR
$3.82B
| $322K | 0.03% |
+8,464
| New | +$285K |
2017 Q3
0 quarters
|
|
590
Rambus
RMBS
$9.7B
| $322K | 0.03% |
24,147
-175,572
| -88% | -$2.26M |
2016 Q2
5 quarters
|
|
|
MDP
591
DELISTED
Meredith Corporation
MDP
| $322K | 0.03% |
+5,804
| New | +$329K |
2017 Q3
0 quarters
|
|
|
INXN
592
DELISTED
Interxion Holding N.V.
INXN
| $322K | 0.03% |
+6,331
| New | +$309K |
2017 Q3
0 quarters
|
|
593
Camping World
CWH
$320M
| $320K | 0.03% |
+7,867
| New | +$273K |
2017 Q3
0 quarters
|
|
594
YPF Sociedad Anonima ADS
YPF
$18.7B
| $320K | 0.03% |
14,378
-16,677
| -54% | -$344K |
2015 Q3
8 quarters
|
|
595
Integer Holdings
ITGR
$4.3B
| $319K | 0.03% |
6,255
+1,107
| +22% | +$50.7K |
2017 Q1
2 quarters
|
|
596
Unifirst Corp
UNF
$4.66B
| $318K | 0.03% |
2,105
-870
| -29% | -$123K |
2016 Q4
3 quarters
|
|
597
Celestica
CLS
$35.7B
| $317K | 0.03% |
25,655
+23,111
| +908% | +$285K |
2017 Q2
1 quarter
|
|
|
SRC
598
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $317K | 0.03% |
8,251
-23,326
| -74% | -$861K |
2016 Q3
4 quarters
|
|
|
PTLA
599
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $316K | 0.03% |
5,853
+1,177
| +25% | +$69.1K |
2016 Q4
3 quarters
|
|
|
LGF.A
600
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $315K | 0.03% |
+9,431
| New | +$278K |
2017 Q3
0 quarters
|
|
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.