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 | |
|---|---|---|---|---|---|---|---|
526
Macerich
MAC
$7.04B
| $453K | 0.04% |
+6,908
| New | +$423K |
2017 Q4
0 quarters
|
|
527
Advance Auto Parts
AAP
$2.75B
| $451K | 0.04% |
4,532
-1,779
| -28% | -$164K |
2017 Q1
3 quarters
|
|
528
Diodes
DIOD
$3.56B
| $451K | 0.04% |
+15,758
| New | +$490K |
2017 Q4
0 quarters
|
|
529
Performance Food Group
PFGC
$17B
| $450K | 0.04% |
+13,617
| New | +$399K |
2017 Q4
0 quarters
|
|
530
Albemarle
ALB
$11.7B
| $444K | 0.04% |
+3,472
| New | +$471K |
2017 Q4
0 quarters
|
|
531
DELISTED
Atkore
ATKR
| $444K | 0.04% |
+20,700
| New | +$416K |
2017 Q4
0 quarters
|
|
532
DELISTED
PotlatchDeltic
PCH
| $443K | 0.04% |
+8,878
| New | +$458K |
2017 Q4
0 quarters
|
|
533
American Express
AXP
$215B
| $440K | 0.04% |
+4,440
| New | +$423K |
2017 Q4
0 quarters
|
|
534
Ultra Clean Holdings
UCTT
$1.97B
| $435K | 0.04% |
+18,847
| New | +$483K |
2017 Q4
0 quarters
|
|
535
TXNM Energy Inc
TXNM
$6.41B
| $430K | 0.04% |
+10,641
| New | +$457K |
2017 Q4
0 quarters
|
|
536
Cemex
CX
$15.5B
| $429K | 0.04% |
+57,310
| New | +$453K |
2017 Q4
0 quarters
|
|
537
DELISTED
Gramercy Property Trust
GPT
| $429K | 0.04% |
+16,113
| New | +$468K |
2017 Q4
0 quarters
|
|
538
Agnico Eagle Mines
AEM
$96.8B
| $428K | 0.04% |
9,280
+978
| +12% | +$43.6K |
2017 Q3
1 quarter
|
|
539
Smith & Nephew
SNN
$13B
| $428K | 0.04% |
+12,227
| New | +$445K |
2017 Q4
0 quarters
|
|
|
NSM
540
DELISTED
Nationstar Mortgage Holdings
NSM
| $427K | 0.04% |
23,108
+21,408
| +1,259% | +$391K |
2017 Q3
1 quarter
|
|
541
DELISTED
KEMET Corporation
KEM
| $426K | 0.04% |
28,331
+8,725
| +45% | +$166K |
2017 Q1
3 quarters
|
|
542
Associated Banc-Corp
ASB
$5.64B
| $425K | 0.04% |
16,737
-19,163
| -53% | -$479K |
2017 Q2
2 quarters
|
|
543
POSCO
PKX
$14.8B
| $425K | 0.04% |
5,445
+4,703
| +634% | +$348K |
2017 Q3
1 quarter
|
|
544
General Dynamics
GD
$95.7B
| $423K | 0.04% |
2,080
-5,488
| -73% | -$1.12M |
2016 Q4
4 quarters
|
|
545
Philips
PHG
$29.7B
| $423K | 0.04% |
14,763
-6,868
| -32% | -$207K |
2017 Q3
1 quarter
|
|
546
CNX Resources
CNX
$4.99B
| $417K | 0.04% |
28,555
-54,515
| -66% | -$753K |
2017 Q2
2 quarters
|
|
547
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $414K | 0.04% |
21,474
-33,314
| -61% | -$560K |
2017 Q2
2 quarters
|
|
548
DELISTED
Primo Water Corporation
PRMW
| $412K | 0.04% |
24,739
-11,725
| -32% | -$188K |
2016 Q1
7 quarters
|
|
549
DELISTED
Beazer Homes USA
BZH
| $408K | 0.04% |
+21,258
| New | +$427K |
2017 Q4
0 quarters
|
|
550
DELISTED
Nordstrom
JWN
| $407K | 0.04% |
8,596
-23,414
| -73% | -$1.01M |
2017 Q2
2 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.