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 | |
|---|---|---|---|---|---|---|---|
1201
Builders FirstSource
BLDR
$6.73B
| – | – |
-35,168
| Closed | -$632K | – |
|
1202
Bloomin' Brands
BLMN
$835M
| – | – |
-63,501
| Closed | -$1.12M | – |
|
1203
BioMarin Pharmaceuticals
BMRN
$10.9B
| – | – |
-2,833
| Closed | -$263K | – |
|
1204
Popular Inc
BPOP
$9.8B
| – | – |
-772
| Closed | -$27K | – |
|
1205
Burlington
BURL
$15.5B
| – | – |
-4,001
| Closed | -$381K | – |
|
1206
BWX Technologies
BWXT
$11B
| – | – |
-3,382
| Closed | -$189K | – |
|
1207
Blackstone Mortgage Trust
BXMT
$1.85B
| – | – |
-3,111
| Closed | -$96K | – |
|
1208
Boston Properties
BXP
$10.4B
| – | – |
-23,965
| Closed | -$2.94M | – |
|
1209
Boyd Gaming
BYD
$5.41B
| – | – |
-11,120
| Closed | -$289K | – |
|
1210
Baozun
BZUN
$200M
| – | – |
-15,169
| Closed | -$496K | – |
|
1211
Cable One
CABO
$24.4M
| – | – |
-84
| Closed | -$60K | – |
|
1212
CAE Inc
CAE
$8.64B
| – | – |
-1,066
| Closed | -$18K | – |
|
1213
Cardinal Health
CAH
$62.8B
| – | – |
-27,774
| Closed | -$1.86M | – |
|
1214
Cars.com
CARS
$695M
| – | – |
-3,873
| Closed | -$103K | – |
|
1215
Caterpillar
CAT
$256B
| – | – |
-43,357
| Closed | -$5.41M | – |
|
1216
Cathay General Bancorp
CATY
$4.28B
| – | – |
-28
| Closed | -$1K | – |
|
1217
Chubb
CB
$139B
| – | – |
-5,229
| Closed | -$745K | – |
|
1218
Commerce Bancshares
CBSH
$7.79B
| – | – |
-513
| Closed | -$19K | – |
|
1219
Cabot Corp
CBT
$3.65B
| – | – |
-15,072
| Closed | -$841K | – |
|
1220
Chemours
CC
$1.92B
| – | – |
-20,441
| Closed | -$1.03M | – |
|
1221
Century Aluminum
CENX
$3.31B
| – | – |
-44,114
| Closed | -$731K | – |
|
1222
Capitol Federal Financial
CFFN
$1.04B
| – | – |
-5,680
| Closed | -$83K | – |
|
1223
Church & Dwight Co
CHD
$25.8B
| – | – |
-22,532
| Closed | -$1.09M | – |
|
1224
Churchill Downs
CHDN
$6.71B
| – | – |
-582
| Closed | -$20K | – |
|
1225
Chemed
CHE
$6.84B
| – | – |
-3,785
| Closed | -$764K | – |
|
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.