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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 | |
|---|---|---|---|---|---|---|---|
576
Deluxe
DLX
$1.22B
| $363K | 0.03% |
+4,734
| New | +$341K |
2017 Q4
0 quarters
|
|
577
DELISTED
Infinera Corporation Common Stock
INFN
| $361K | 0.03% |
+57,087
| New | +$435K |
2017 Q4
0 quarters
|
|
578
Fortinet
FTNT
$87.3B
| $358K | 0.03% |
41,075
-216,020
| -84% | -$1.76M |
2017 Q1
3 quarters
|
|
579
DELISTED
Light & Wonder
LNW
| $358K | 0.03% |
+6,990
| New | +$341K |
2017 Q4
0 quarters
|
|
580
Penske Automotive Group
PAG
$13.9B
| $356K | 0.03% |
7,454
-1,926
| -21% | -$90.7K |
2017 Q3
1 quarter
|
|
581
DELISTED
Guess Inc
GES
| $354K | 0.03% |
+20,985
| New | +$348K |
2017 Q4
0 quarters
|
|
582
Melco Resorts & Entertainment
MLCO
$1.61B
| $353K | 0.03% |
12,169
-4,317
| -26% | -$110K |
2016 Q4
4 quarters
|
|
|
WLH
583
DELISTED
WILLIAM LYON HOMES
WLH
| $353K | 0.03% |
12,164
-4,591
| -27% | -$124K |
2017 Q2
2 quarters
|
|
584
Icon
ICLR
$15.3B
| $350K | 0.03% |
3,123
+2,595
| +491% | +$299K |
2016 Q4
4 quarters
|
|
|
CTXS
585
DELISTED
Citrix Systems Inc
CTXS
| $350K | 0.03% |
3,986
-50,517
| -93% | -$4.28M |
2017 Q3
1 quarter
|
|
586
BGC Group
BGC
$4.9B
| $346K | 0.03% |
35,636
-19,888
| -36% | -$201K |
2017 Q3
1 quarter
|
|
587
Acadia Realty Trust
AKR
$2.74B
| $345K | 0.03% |
+12,636
| New | +$361K |
2017 Q4
0 quarters
|
|
588
Greif
GEF
$4.12B
| $345K | 0.03% |
5,695
+1,319
| +30% | +$75K |
2016 Q4
4 quarters
|
|
589
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $345K | 0.03% |
28,315
+27,629
| +4,028% | +$434K |
2017 Q2
2 quarters
|
|
590
DELISTED
Sprint Corporation
S
| $344K | 0.03% |
+58,420
| New | +$371K |
2017 Q4
0 quarters
|
|
591
Group 1 Automotive
GPI
$3.12B
| $343K | 0.03% |
+4,836
| New | +$368K |
2017 Q4
0 quarters
|
|
592
CNH Industrial
CNH
$18.6B
| $342K | 0.03% |
29,356
-12,364
| -30% | -$137K |
2017 Q3
1 quarter
|
|
593
Uniti Group
UNIT
$1.27B
| $341K | 0.03% |
+19,199
| New | +$316K |
2017 Q4
0 quarters
|
|
|
CHS
594
DELISTED
Chicos FAS, Inc.
CHS
| $341K | 0.03% |
38,673
-35,388
| -48% | -$294K |
2017 Q2
2 quarters
|
|
|
CORE
595
DELISTED
Core Mark Holding Co., Inc.
CORE
| $341K | 0.03% |
+10,800
| New | +$346K |
2017 Q4
0 quarters
|
|
596
LKQ Corp
LKQ
$5.06B
| $340K | 0.03% |
+8,360
| New | +$320K |
2017 Q4
0 quarters
|
|
597
Elevance Health
ELV
$92B
| $339K | 0.03% |
+1,510
| New | +$322K |
2017 Q4
0 quarters
|
|
598
National Health Investors
NHI
$3.5B
| $339K | 0.03% |
4,500
+4,375
| +3,500% | +$340K |
2017 Q3
1 quarter
|
|
599
Rush Enterprises Class A
RUSHA
$5.16B
| $337K | 0.03% |
22,430
+17,249
| +333% | +$250K |
2017 Q3
1 quarter
|
|
|
COTV
600
DELISTED
Cotiviti Holdings, Inc.
COTV
| $336K | 0.03% |
10,446
+9,119
| +687% | +$302K |
2016 Q3
5 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.