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 | |
|---|---|---|---|---|---|---|---|
376
Vishay Intertechnology
VSH
$3.57B
| $814K | 0.08% |
39,239
-160
| -0.4% | -$3.42K |
2017 Q2
2 quarters
|
|
377
Kulicke & Soffa
KLIC
$3.35B
| $806K | 0.07% |
33,144
-16,930
| -34% | -$404K |
2016 Q3
5 quarters
|
|
378
Commault Systems
CVLT
$6.48B
| $804K | 0.07% |
15,323
+6,657
| +77% | +$368K |
2017 Q1
3 quarters
|
|
|
GGP
379
DELISTED
GGP Inc.
GGP
| $803K | 0.07% |
+34,352
| New | +$765K |
2017 Q4
0 quarters
|
|
380
Monster Beverage
MNST
$89.6B
| $794K | 0.07% |
50,184
-149,324
| -75% | -$2.24M |
2017 Q3
1 quarter
|
|
381
Apogee Enterprises
APOG
$956M
| $790K | 0.07% |
17,294
+8,221
| +91% | +$392K |
2017 Q3
1 quarter
|
|
382
DELISTED
Coherent Inc
COHR
| $789K | 0.07% |
2,798
-17,664
| -86% | -$4.92M |
2017 Q2
2 quarters
|
|
383
DELISTED
American Equity Investment Life Holding Company
AEL
| $783K | 0.07% |
+25,500
| New | +$773K |
2017 Q4
0 quarters
|
|
384
Canadian Pacific Kansas City
CP
$80.1B
| $782K | 0.07% |
21,415
+16,180
| +309% | +$564K |
2016 Q3
5 quarters
|
|
385
Benchmark Electronics
BHE
$2.16B
| $779K | 0.07% |
+26,789
| New | +$835K |
2017 Q4
0 quarters
|
|
|
NLSN
386
DELISTED
Nielsen Holdings plc
NLSN
| $766K | 0.07% |
+21,053
| New | +$800K |
2017 Q4
0 quarters
|
|
387
Logitech
LOGI
$13.7B
| $763K | 0.07% |
22,704
+7,617
| +50% | +$267K |
2017 Q2
2 quarters
|
|
388
DELISTED
TrueCar
TRUE
| $763K | 0.07% |
68,201
+14,815
| +28% | +$195K |
2017 Q3
1 quarter
|
|
389
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
| $761K | 0.07% |
+25,001
| New | +$769K |
2017 Q4
0 quarters
|
|
390
Tronox
TROX
$401M
| $757K | 0.07% |
36,917
+23,774
| +181% | +$580K |
2016 Q3
5 quarters
|
|
|
CERN
391
DELISTED
Cerner Corp
CERN
| $755K | 0.07% |
+11,216
| New | +$775K |
2017 Q4
0 quarters
|
|
392
Alarm.com
ALRM
$3.19B
| $754K | 0.07% |
19,997
+13,251
| +196% | +$572K |
2017 Q3
1 quarter
|
|
393
Macy's
M
$6.03B
| $753K | 0.07% |
29,914
-57,938
| -66% | -$1.27M |
2017 Q1
3 quarters
|
|
|
TECD
394
DELISTED
Tech Data Corp
TECD
| $752K | 0.07% |
7,682
+352
| +5% | +$33K |
2016 Q2
6 quarters
|
|
395
Yelp
YELP
$1.06B
| $749K | 0.07% |
+17,871
| New | +$795K |
2017 Q4
0 quarters
|
|
|
XEC
396
DELISTED
CIMAREX ENERGY CO
XEC
| $747K | 0.07% |
+6,129
| New | +$715K |
2017 Q4
0 quarters
|
|
|
WMGI
397
DELISTED
Wright Medical Group Inc
WMGI
| $745K | 0.07% |
33,579
+27,214
| +428% | +$671K |
2017 Q2
2 quarters
|
|
398
TAL Education Group
TAL
$5.64B
| $741K | 0.07% |
+24,964
| New | +$759K |
2017 Q4
0 quarters
|
|
399
Nutanix
NTNX
$15.9B
| $739K | 0.07% |
20,967
-12,994
| -38% | -$394K |
2017 Q3
1 quarter
|
|
400
Herbalife
HLF
$1.6B
| $738K | 0.07% |
+21,810
| New | +$764K |
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.