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 | |
|---|---|---|---|---|---|---|---|
|
351
Medtronic
MDT
$130B
| $883K | 0.08% |
10,944
-180,791
| -94% | -$14.5M |
2017 Q3
1 quarter
|
|
352
DELISTED
M.D.C. Holdings, Inc.
MDC
| $882K | 0.08% |
32,274
+1,512
| +5% | +$41.7K |
2017 Q3
1 quarter
|
|
353
Raymond James Financial
RJF
$31.3B
| $877K | 0.08% |
14,732
+14,457
| +5,257% | +$833K |
2017 Q3
1 quarter
|
|
354
DELISTED
Vital Energy
VTLE
| $875K | 0.08% |
+4,127
| New | +$906K |
2017 Q4
0 quarters
|
|
355
DELISTED
DigitalBridge
DBRG
| $872K | 0.08% |
19,111
+4,149
| +28% | +$204K |
2017 Q1
3 quarters
|
|
356
Brighthouse Financial
BHF
$2.45B
| $871K | 0.08% |
+14,859
| New | +$879K |
2017 Q4
0 quarters
|
|
|
ABMD
357
DELISTED
Abiomed Inc
ABMD
| $868K | 0.08% |
+4,635
| New | +$865K |
2017 Q4
0 quarters
|
|
358
MDU Resources
MDU
$3.92B
| $867K | 0.08% |
84,864
+56,453
| +199% | +$578K |
2016 Q4
4 quarters
|
|
|
IMPV
359
DELISTED
Imperva, Inc.
IMPV
| $864K | 0.08% |
21,781
-3,212
| -13% | -$134K |
2016 Q4
4 quarters
|
|
|
TWO
360
DELISTED
Two Harbors Investment
TWO
| $863K | 0.08% |
+13,281
| New | +$930K |
2017 Q4
0 quarters
|
|
361
Abercrombie & Fitch
ANF
$6.35B
| $859K | 0.08% |
+49,311
| New | +$749K |
2017 Q4
0 quarters
|
|
362
ArcelorMittal
MT
$45.9B
| $858K | 0.08% |
26,573
+7,170
| +37% | +$212K |
2017 Q3
1 quarter
|
|
363
Oshkosh
OSK
$8.19B
| $850K | 0.08% |
+9,362
| New | +$820K |
2017 Q4
0 quarters
|
|
364
Advanced Micro Devices
AMD
$736B
| $848K | 0.08% |
82,582
-54,461
| -40% | -$636K |
2017 Q2
2 quarters
|
|
365
Thomson Reuters
TRI
$48.8B
| $848K | 0.08% |
16,764
-29,805
| -64% | -$1.56M |
2017 Q1
3 quarters
|
|
366
Sohu.com
SOHU
$361M
| $839K | 0.08% |
+19,374
| New | +$1.04M |
2017 Q4
0 quarters
|
|
367
Molson Coors Class B
TAP
$7.52B
| $839K | 0.08% |
10,232
-62,452
| -86% | -$5.05M |
2017 Q1
3 quarters
|
|
368
Acadia Healthcare
ACHC
$3.44B
| $835K | 0.08% |
+25,596
| New | +$887K |
2017 Q4
0 quarters
|
|
|
WCG
369
DELISTED
Wellcare Health Plans, Inc.
WCG
| $834K | 0.08% |
4,148
-22,870
| -85% | -$4.43M |
2016 Q4
4 quarters
|
|
370
DELISTED
Steelcase
SCS
| $833K | 0.08% |
54,808
+44,155
| +414% | +$648K |
2016 Q4
4 quarters
|
|
|
WLL
371
DELISTED
Whiting Petroleum Corporation
WLL
| $827K | 0.08% |
417
-180
| -30% | -$316K |
2013 Q4
16 quarters
|
|
372
Booz Allen Hamilton
BAH
$10.2B
| $823K | 0.08% |
21,604
+18,779
| +665% | +$710K |
2016 Q2
6 quarters
|
|
373
Graphic Packaging
GPK
$3.31B
| $820K | 0.08% |
+53,110
| New | +$800K |
2017 Q4
0 quarters
|
|
374
DELISTED
Allete
ALE
| $816K | 0.08% |
+10,984
| New | +$854K |
2017 Q4
0 quarters
|
|
375
Conagra Brands
CAG
$7.28B
| $816K | 0.08% |
21,682
-132,332
| -86% | -$4.7M |
2017 Q1
3 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.