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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 | |
|---|---|---|---|---|---|---|---|
776
LTC Properties
LTC
$2.3B
| $139K | 0.01% |
+2,962
| New | +$146K |
2017 Q3
0 quarters
|
|
777
Regency Centers
REG
$13.4B
| $139K | 0.01% |
2,250
-1,335
| -37% | -$86K |
2017 Q2
1 quarter
|
|
778
Rayonier Advanced Materials
RYAM
$456M
| $138K | 0.01% |
10,129
+9,538
| +1,614% | +$136K |
2017 Q2
1 quarter
|
|
779
SITE Centers
SITC
$199M
| $137K | 0.01% |
11,680
-68,147
| -85% | -$854K |
2017 Q1
2 quarters
|
|
780
Nova
NVMI
$10.6B
| $136K | 0.01% |
4,862
-2,821
| -37% | -$68.6K |
2017 Q2
1 quarter
|
|
781
Innovex International
INVX
$2.12B
| $136K | 0.01% |
+3,097
| New | +$135K |
2017 Q3
0 quarters
|
|
782
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $136K | 0.01% |
6,914
+5,820
| +532% | +$121K |
2016 Q4
3 quarters
|
|
783
Warrior Met Coal
HCC
$4.41B
| $135K | 0.01% |
+5,751
| New | +$132K |
2017 Q3
0 quarters
|
|
784
Oil States International
OIS
$554M
| $135K | 0.01% |
5,326
+3,513
| +194% | +$86.4K |
2016 Q2
5 quarters
|
|
785
PRA Group
PRAA
$732M
| $135K | 0.01% |
4,718
+1,370
| +41% | +$45.7K |
2017 Q1
2 quarters
|
|
786
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $135K | 0.01% |
8,614
+6,028
| +233% | +$88.5K |
2017 Q2
1 quarter
|
|
787
Coca-Cola Consolidated
COKE
$14B
| $134K | 0.01% |
+6,250
| New | +$138K |
2017 Q3
0 quarters
|
|
788
CONMED
CNMD
$1.41B
| $133K | 0.01% |
+2,543
| New | +$128K |
2017 Q3
0 quarters
|
|
789
Semtech
SMTC
$13.7B
| $133K | 0.01% |
+3,545
| New | +$132K |
2017 Q3
0 quarters
|
|
|
MCRN
790
DELISTED
Milacron Holdings Corp.
MCRN
| $132K | 0.01% |
+7,831
| New | +$133K |
2017 Q3
0 quarters
|
|
791
NetApp
NTAP
$43.9B
| $131K | 0.01% |
+3,011
| New | +$124K |
2017 Q3
0 quarters
|
|
792
Acadian Asset Management
AAMI
$3.33B
| $130K | 0.01% |
8,717
+2,726
| +46% | +$38.9K |
2017 Q2
1 quarter
|
|
793
DELISTED
Healthcare Realty Trust Incorporated
HR
| $130K | 0.01% |
+4,024
| New | +$133K |
2017 Q3
0 quarters
|
|
794
DELISTED
Azul
AZUL
| $129K | 0.01% |
+4,706
| New | +$121K |
2017 Q3
0 quarters
|
|
|
UPL
795
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $127K | 0.01% |
14,679
-6,138
| -29% | -$56K |
2017 Q2
1 quarter
|
|
796
Alkermes
ALKS
$7.59B
| $126K | 0.01% |
+2,490
| New | +$133K |
2017 Q3
0 quarters
|
|
797
Allison Transmission
ALSN
$9.03B
| $125K | 0.01% |
3,335
-63,055
| -95% | -$2.3M |
2014 Q1
14 quarters
|
|
|
LEXEA
798
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
| $125K | 0.01% |
2,371
+2,225
| +1,524% | +$120K |
2017 Q2
1 quarter
|
|
799
Hanover Insurance
THG
$8.21B
| $124K | 0.01% |
1,287
-306
| -19% | -$29.1K |
2016 Q2
5 quarters
|
|
800
Vistra
VST
$47.9B
| $124K | 0.01% |
+6,654
| New | +$115K |
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.