Quantbot Technologies Portfolio holdings
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.
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 | |
|---|---|---|---|---|---|---|---|
301
DELISTED
Amedisys
AMED
| $1.03M | 0.1% |
+19,584
| New | +$1.03M |
2017 Q4
0 quarters
|
|
302
Newmont
NEM
$126B
| $1.02M | 0.09% |
+27,266
| New | +$1M |
2017 Q4
0 quarters
|
|
303
Healthpeak Properties
DOC
$14B
| $1.02M | 0.09% |
+39,154
| New | +$1.04M |
2017 Q4
0 quarters
|
|
304
EXL Service
EXLS
$6.51B
| $1.02M | 0.09% |
+84,480
| New | +$1.03M |
2017 Q4
0 quarters
|
|
305
Walmart Inc
WMT
$996B
| $1.01M | 0.09% |
30,630
-31,743
| -51% | -$971K |
2017 Q3
1 quarter
|
|
306
DELISTED
MRC Global
MRC
| $1M | 0.09% |
59,424
+45,332
| +322% | +$749K |
2016 Q4
4 quarters
|
|
307
NVIDIA
NVDA
$4.51T
| $1M | 0.09% |
207,400
-32,160
| -13% | -$160K |
2017 Q2
2 quarters
|
|
308
Enbridge
ENB
$105B
| $1M | 0.09% |
25,570
-18,812
| -42% | -$724K |
2015 Q3
9 quarters
|
|
309
PTC
PTC
$21.2B
| $998K | 0.09% |
+16,425
| New | +$1.02M |
2017 Q4
0 quarters
|
|
|
PF
310
DELISTED
Pinnacle Foods, Inc.
PF
| $998K | 0.09% |
16,791
-24,350
| -59% | -$1.37M |
2017 Q1
3 quarters
|
|
311
American Water Works
AWK
$29.9B
| $993K | 0.09% |
+10,864
| New | +$960K |
2017 Q4
0 quarters
|
|
312
MGIC Investment
MTG
$5.69B
| $991K | 0.09% |
70,294
+46,672
| +198% | +$656K |
2017 Q3
1 quarter
|
|
313
Yum China
YUMC
$16.8B
| $991K | 0.09% |
+24,767
| New | +$1.02M |
2017 Q4
0 quarters
|
|
314
Cincinnati Financial
CINF
$28.5B
| $984K | 0.09% |
13,129
+12,707
| +3,011% | +$946K |
2017 Q2
2 quarters
|
|
315
Avis
CAR
$4.2B
| $983K | 0.09% |
22,404
+13,940
| +165% | +$554K |
2017 Q3
1 quarter
|
|
316
DELISTED
Synovus
SNV
| $982K | 0.09% |
20,503
+13,335
| +186% | +$632K |
2017 Q3
1 quarter
|
|
317
DELISTED
Chesapeake Energy Corporation
CHK
| $982K | 0.09% |
1,240
+259
| +26% | +$202K |
2017 Q1
3 quarters
|
|
|
SNI
318
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $982K | 0.09% |
+11,511
| New | +$951K |
2017 Q4
0 quarters
|
|
319
Zimmer Biomet
ZBH
$20B
| $981K | 0.09% |
+8,377
| New | +$947K |
2017 Q4
0 quarters
|
|
320
Twilio
TWLO
$31.3B
| $980K | 0.09% |
+41,540
| New | +$1.17M |
2017 Q4
0 quarters
|
|
321
Groupon
GRPN
$630M
| $974K | 0.09% |
+9,553
| New | +$1M |
2017 Q4
0 quarters
|
|
|
WPG
322
DELISTED
Washington Prime Group Inc.
WPG
| $974K | 0.09% |
15,207
+10,747
| +241% | +$730K |
2017 Q3
1 quarter
|
|
323
Olin
OLN
$1.97B
| $971K | 0.09% |
+27,292
| New | +$970K |
2017 Q4
0 quarters
|
|
324
People Inc
PPLI
$3.16B
| $968K | 0.09% |
+44,327
| New | +$993K |
2017 Q4
0 quarters
|
|
325
Micron Technology
MU
$781B
| $966K | 0.09% |
+23,502
| New | +$1.01M |
2017 Q4
0 quarters
|
|
Similar funds
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.