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 | |
|---|---|---|---|---|---|---|---|
|
CVG
451
DELISTED
Convergys
CVG
| $616K | 0.06% |
+26,247
| New | +$648K |
2017 Q4
0 quarters
|
|
452
Manulife Financial
MFC
$71.4B
| $615K | 0.06% |
29,530
+14,879
| +102% | +$309K |
2017 Q3
1 quarter
|
|
453
Peabody Energy
BTU
$1.95B
| $614K | 0.06% |
15,601
-7,779
| -33% | -$253K |
2017 Q2
2 quarters
|
|
454
Carlisle Companies
CSL
$14.5B
| $614K | 0.06% |
5,411
-25,586
| -83% | -$2.79M |
2016 Q3
5 quarters
|
|
455
Novo Nordisk
NVO
$178B
| $613K | 0.06% |
22,854
+11,736
| +106% | +$298K |
2017 Q3
1 quarter
|
|
456
Kite Realty
KRG
$5.04B
| $609K | 0.06% |
31,121
+19
| +0.1% | +$370 |
2017 Q3
1 quarter
|
|
457
AB InBev
BUD
$165B
| $604K | 0.06% |
+5,419
| New | +$637K |
2017 Q4
0 quarters
|
|
458
MKS Inc
MKSI
$13B
| $599K | 0.06% |
6,339
-15
| -0.2% | -$1.5K |
2017 Q1
3 quarters
|
|
459
Atlassian
TEAM
$38.9B
| $594K | 0.06% |
13,059
+11,024
| +542% | +$513K |
2017 Q3
1 quarter
|
|
460
TJX Companies
TJX
$149B
| $594K | 0.06% |
15,546
-109,330
| -88% | -$3.96M |
2017 Q3
1 quarter
|
|
|
MON
461
DELISTED
Monsanto Co
MON
| $590K | 0.05% |
5,059
-880
| -15% | -$105K |
2017 Q2
2 quarters
|
|
|
EFII
462
DELISTED
Electronics for Imaging
EFII
| $589K | 0.05% |
19,969
+8,963
| +81% | +$300K |
2017 Q3
1 quarter
|
|
|
CPLA
463
DELISTED
Capella Education Company
CPLA
| $588K | 0.05% |
+7,600
| New | +$590K |
2017 Q4
0 quarters
|
|
464
Navient Holdings, Inc. Common Stock
NAVI
$790M
| $586K | 0.05% |
44,061
+35,963
| +444% | +$454K |
2017 Q3
1 quarter
|
|
465
Energizer
ENR
$1.63B
| $585K | 0.05% |
+12,197
| New | +$561K |
2017 Q4
0 quarters
|
|
466
DELISTED
Berry Global Group, Inc.
BERY
| $585K | 0.05% |
10,860
-5,483
| -34% | -$298K |
2016 Q3
5 quarters
|
|
467
Pricesmart
PSMT
$5.02B
| $580K | 0.05% |
6,743
+6,443
| +2,148% | +$550K |
2017 Q3
1 quarter
|
|
468
Waters Corp
WAT
$45B
| $580K | 0.05% |
3,003
-9,534
| -76% | -$1.84M |
2016 Q4
4 quarters
|
|
469
Itron
ITRI
$4.32B
| $576K | 0.05% |
8,457
+7,716
| +1,041% | +$552K |
2017 Q3
1 quarter
|
|
470
Rogers Communications
RCI
$18B
| $571K | 0.05% |
+11,223
| New | +$585K |
2017 Q4
0 quarters
|
|
471
Insight Enterprises
NSIT
$4.64B
| $570K | 0.05% |
+14,906
| New | +$610K |
2017 Q4
0 quarters
|
|
472
HNI Corp
HNI
$3.42B
| $568K | 0.05% |
+14,732
| New | +$539K |
2017 Q4
0 quarters
|
|
|
NTRI
473
DELISTED
NutriSystem, Inc.
NTRI
| $568K | 0.05% |
10,816
+5,037
| +87% | +$265K |
2017 Q2
2 quarters
|
|
474
Arch Capital
ACGL
$34.9B
| $566K | 0.05% |
+18,720
| New | +$599K |
2017 Q4
0 quarters
|
|
475
Host Hotels & Resorts
HST
$16.9B
| $560K | 0.05% |
+28,213
| New | +$553K |
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.