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 | |
|---|---|---|---|---|---|---|---|
851
Compass Minerals
CMP
$962M
| $96K | 0.01% |
+1,342
| New | +$90.3K |
2017 Q4
0 quarters
|
|
852
CNA Financial
CNA
$12.8B
| $96K | 0.01% |
+1,824
| New | +$96.1K |
2017 Q4
0 quarters
|
|
853
Manitowoc
MTW
$809M
| $96K | 0.01% |
2,450
-3,399
| -58% | -$131K |
2017 Q2
2 quarters
|
|
854
Nomad Foods
NOMD
$1.64B
| $96K | 0.01% |
5,690
+161
| +3% | +$2.5K |
2017 Q2
2 quarters
|
|
855
Cleveland-Cliffs
CLF
$6.54B
| $95K | 0.01% |
+13,202
| New | +$87.8K |
2017 Q4
0 quarters
|
|
856
First Interstate BancSystem
FIBK
$3.5B
| $95K | 0.01% |
+2,378
| New | +$92.4K |
2017 Q4
0 quarters
|
|
857
Valvoline
VVV
$4.44B
| $94K | 0.01% |
+3,783
| New | +$91.4K |
2017 Q4
0 quarters
|
|
|
GBT
858
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $94K | 0.01% |
2,394
+1,788
| +295% | +$66.8K |
2016 Q3
5 quarters
|
|
859
Valmont Industries
VMI
$7.74B
| $93K | 0.01% |
+566
| New | +$92.1K |
2017 Q4
0 quarters
|
|
|
BKS
860
DELISTED
Barnes & Noble
BKS
| $93K | 0.01% |
13,993
+7,652
| +121% | +$54.2K |
2017 Q2
2 quarters
|
|
|
SJR
861
DELISTED
Shaw Communications Inc.
SJR
| $92K | 0.01% |
+4,051
| New | +$91.3K |
2017 Q4
0 quarters
|
|
862
DELISTED
Assertio
ASRT
| $91K | 0.01% |
+189
| New | +$73.5K |
2017 Q4
0 quarters
|
|
863
DBV Technologies S.A. American Depositary Shares
DBVT
$657M
| $91K | 0.01% |
371
+25
| +7% | +$7.23K |
2017 Q3
1 quarter
|
|
864
Donaldson
DCI
$9.8B
| $91K | 0.01% |
1,868
-5,883
| -76% | -$280K |
2017 Q2
2 quarters
|
|
865
Safehold
SAFE
$741M
| $91K | 0.01% |
1,659
+1,315
| +382% | +$74.1K |
2016 Q2
6 quarters
|
|
|
CUDA
866
DELISTED
Barracuda Networks, Inc.
CUDA
| $91K | 0.01% |
+3,343
| New | +$82.9K |
2017 Q4
0 quarters
|
|
867
First Financial Bancorp
FFBC
$3.43B
| $89K | 0.01% |
3,395
+139
| +4% | +$3.77K |
2017 Q3
1 quarter
|
|
|
ADMS
868
DELISTED
Adamas Pharmaceuticals
ADMS
| $89K | 0.01% |
2,634
-3,013
| -53% | -$84.1K |
2017 Q3
1 quarter
|
|
869
Solaris Energy Infrastructure
SEI
$3.8B
| $88K | 0.01% |
+4,152
| New | +$70.3K |
2017 Q4
0 quarters
|
|
|
MIME
870
DELISTED
Mimecast Limited
MIME
| $87K | 0.01% |
3,055
+2,597
| +567% | +$77.5K |
2017 Q2
2 quarters
|
|
|
CRR
871
DELISTED
Carbo Ceramics Inc.
CRR
| $86K | 0.01% |
+8,500
| New | +$75.1K |
2017 Q4
0 quarters
|
|
872
Antero Midstream
AM
$8.97B
| $85K | 0.01% |
+4,312
| New | +$80.2K |
2017 Q4
0 quarters
|
|
873
Banco Macro
BMA
$3.69B
| $85K | 0.01% |
+738
| New | +$86.4K |
2017 Q4
0 quarters
|
|
874
TriMas Corp
TRS
$1.39B
| $85K | 0.01% |
+3,200
| New | +$85.3K |
2017 Q4
0 quarters
|
|
875
USA Today Co
TDAY
$971M
| $84K | 0.01% |
+5,052
| New | +$82K |
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.