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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 | |
|---|---|---|---|---|---|---|---|
626
Jones Lang LaSalle
JLL
$16.1B
| $284K | 0.03% |
+2,306
| New | +$285K |
2017 Q3
0 quarters
|
|
627
DELISTED
Equity Commonwealth
EQC
| $284K | 0.03% |
+9,347
| New | +$289K |
2017 Q3
0 quarters
|
|
|
DF
628
DELISTED
Dean Foods Company
DF
| $284K | 0.03% |
26,131
-76,861
| -75% | -$989K |
2017 Q2
1 quarter
|
|
629
Deutsche Bank
DB
$64.6B
| $283K | 0.03% |
16,380
-153,774
| -90% | -$2.66M |
2017 Q2
1 quarter
|
|
630
Tutor Perini Cor
TPC
$4.34B
| $282K | 0.03% |
+9,930
| New | +$267K |
2017 Q3
0 quarters
|
|
631
MDU Resources
MDU
$4.15B
| $280K | 0.03% |
28,411
+15,264
| +116% | +$152K |
2016 Q4
3 quarters
|
|
632
DELISTED
Tile Shop Holdings
TTSH
| $278K | 0.03% |
21,968
+21,468
| +4,294% | +$336K |
2017 Q1
2 quarters
|
|
633
Tronox
TROX
$589M
| $277K | 0.03% |
13,143
-47,224
| -78% | -$936K |
2016 Q3
4 quarters
|
|
634
Wabtec
WAB
$48.2B
| $275K | 0.03% |
+3,643
| New | +$280K |
2017 Q3
0 quarters
|
|
635
DELISTED
Vale S A
VALE.P
| $275K | 0.03% |
+29,509
| New | +$277K |
2017 Q3
0 quarters
|
|
636
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $273K | 0.03% |
+6,275
| New | +$273K |
2017 Q3
0 quarters
|
|
637
Globant
GLOB
$1.89B
| $270K | 0.03% |
+6,761
| New | +$279K |
2017 Q3
0 quarters
|
|
638
Prosperity Bancshares
PB
$8.68B
| $270K | 0.03% |
4,115
-300
| -7% | -$18.8K |
2017 Q1
2 quarters
|
|
|
FDC
639
DELISTED
First Data Corporation
FDC
| $268K | 0.03% |
14,884
-18,906
| -56% | -$345K |
2017 Q1
2 quarters
|
|
640
Novo Nordisk
NVO
$173B
| $267K | 0.03% |
+11,118
| New | +$251K |
2017 Q3
0 quarters
|
|
|
POLY
641
DELISTED
Plantronics, Inc.
POLY
| $267K | 0.03% |
6,045
+5,021
| +490% | +$231K |
2017 Q2
1 quarter
|
|
|
RDS.B
642
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $265K | 0.03% |
4,238
+2,413
| +132% | +$138K |
2015 Q2
9 quarters
|
|
643
Autohome
ATHM
$2.33B
| $264K | 0.03% |
+4,402
| New | +$252K |
2017 Q3
0 quarters
|
|
644
BioMarin Pharmaceuticals
BMRN
$11.1B
| $263K | 0.03% |
2,833
+2,635
| +1,331% | +$233K |
2017 Q2
1 quarter
|
|
645
Veritone
VERI
$68.1M
| $263K | 0.03% |
+5,795
| New | +$108K |
2017 Q3
0 quarters
|
|
646
Vipshop
VIPS
$6.06B
| $263K | 0.03% |
29,951
-25,433
| -46% | -$265K |
2014 Q3
12 quarters
|
|
|
STOR
647
DELISTED
STORE Capital Corporation
STOR
| $262K | 0.03% |
+10,560
| New | +$257K |
2017 Q3
0 quarters
|
|
|
CCMP
648
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $261K | 0.03% |
+3,272
| New | +$241K |
2017 Q3
0 quarters
|
|
|
XOG
649
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $260K | 0.02% |
16,930
+13,210
| +355% | +$170K |
2017 Q2
1 quarter
|
|
650
WESCO International
WCC
$17.9B
| $259K | 0.02% |
4,462
+307
| +7% | +$16.5K |
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.