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 | |
|---|---|---|---|---|---|---|---|
1426
Rithm Capital
RITM
$5.15B
| – | – |
-31,112
| Closed | -$520K | – |
|
1427
Ralph Lauren
RL
$22.3B
| – | – |
-11,944
| Closed | -$1.05M | – |
|
1428
RLJ Lodging Trust
RLJ
$1.91B
| – | – |
-20,140
| Closed | -$443K | – |
|
1429
Rambus
RMBS
$7.98B
| – | – |
-24,147
| Closed | -$322K | – |
|
1430
RenaissanceRe
RNR
$14B
| – | – |
-4,139
| Closed | -$559K | – |
|
1431
Gibraltar Industries
ROCK
$965M
| – | – |
-27,075
| Closed | -$843K | – |
|
1432
Rogers Corp
ROG
$2.17B
| – | – |
-1,134
| Closed | -$151K | – |
|
1433
Reliance Steel & Aluminium
RS
$21.2B
| – | – |
-4,456
| Closed | -$339K | – |
|
1434
Republic Services
RSG
$75.2B
| – | – |
-25,119
| Closed | -$1.66M | – |
|
1435
Sunrun
RUN
$2.41B
| – | – |
-25,997
| Closed | -$144K | – |
|
1436
Rayonier Advanced Materials
RYAM
$399M
| – | – |
-10,129
| Closed | -$138K | – |
|
1437
Rayonier
RYN
$6.38B
| – | – |
-2,330
| Closed | -$61K | – |
|
1438
Sabre
SABR
$682M
| – | – |
-93,724
| Closed | -$1.7M | – |
|
1439
Saic
SAIC
$6.13B
| – | – |
-5,804
| Closed | -$387K | – |
|
1440
Banco Santander
SAN
$169B
| – | – |
-7,098
| Closed | -$47K | – |
|
1441
SBA Communications
SBAC
$19.8B
| – | – |
-456
| Closed | -$65K | – |
|
1442
Sally Beauty Holdings
SBH
$1.71B
| – | – |
-31,280
| Closed | -$612K | – |
|
1443
Sabra Healthcare REIT
SBRA
$5.51B
| – | – |
-7,964
| Closed | -$174K | – |
|
1444
Service Corp International
SCI
$10B
| – | – |
-25,471
| Closed | -$878K | – |
|
1445
DELISTED
Sealed Air
SEE
| – | – |
-29,927
| Closed | -$1.28M | – |
|
1446
Sprouts Farmers Market
SFM
$4.53B
| – | – |
-98,410
| Closed | -$1.85M | – |
|
1447
Sunstone Hotel Investors
SHO
$2.33B
| – | – |
-55,805
| Closed | -$896K | – |
|
1448
Steven Madden
SHOO
$2.89B
| – | – |
-46,224
| Closed | -$1.33M | – |
|
1449
Selective Insurance
SIGI
$5.92B
| – | – |
-45
| Closed | -$2K | – |
|
1450
Silicon Motion
SIMO
$5.52B
| – | – |
-225
| Closed | -$10K | – |
|
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.