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 |
Medtronic
MDT
|
+$15.9M |
| 2 |
Quest Diagnostics
DGX
|
+$14.2M |
| 3 |
Hologic
HOLX
|
+$11.3M |
| 4 |
American Tower
AMT
|
+$11.3M |
| 5 |
PepsiCo
PEP
|
+$8.76M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lam Research
LRCX
|
+$13M |
| 2 |
Hilton Worldwide Holdings Inc. Common Stock
HLT
|
+$12.7M |
| 3 |
Hershey
HSY
|
+$10.5M |
| 4 |
Stryker
SYK
|
+$10M |
| 5 |
O'Reilly Automotive
ORLY
|
+$9.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.1% |
| 2 | Healthcare | 15.51% |
| 3 | Technology | 13.16% |
| 4 | Industrials | 12.26% |
| 5 | Financials | 12.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
501
Callaway Golf Company
CALY
$3B
| $441K | 0.04% |
30,567
-17,586
| -37% | -$233K |
2016 Q4
3 quarters
|
|
502
Corcept Therapeutics
CORT
$7.87B
| $440K | 0.04% |
22,816
+8,568
| +60% | +$128K |
2017 Q1
2 quarters
|
|
503
e.l.f. Beauty
ELF
$6.87B
| $438K | 0.04% |
+19,466
| New | +$449K |
2017 Q3
0 quarters
|
|
|
PE
504
DELISTED
PARSLEY ENERGY INC
PE
| $438K | 0.04% |
+16,641
| New | +$439K |
2017 Q3
0 quarters
|
|
505
Apogee Enterprises
APOG
$956M
| $437K | 0.04% |
+9,073
| New | +$446K |
2017 Q3
0 quarters
|
|
506
Toll Brothers
TOL
$14.1B
| $436K | 0.04% |
+10,528
| New | +$414K |
2017 Q3
0 quarters
|
|
507
CNH Industrial
CNH
$18.6B
| $436K | 0.04% |
+41,720
| New | +$421K |
2017 Q3
0 quarters
|
|
508
Cooper Companies
COO
$11.9B
| $431K | 0.04% |
7,272
-27,516
| -79% | -$1.68M |
2017 Q1
2 quarters
|
|
509
Parker-Hannifin
PH
$116B
| $428K | 0.04% |
2,450
-842
| -26% | -$138K |
2017 Q2
1 quarter
|
|
510
Freeport-McMoran
FCX
$85.3B
| $422K | 0.04% |
30,101
-296,745
| -91% | -$4.17M |
2017 Q1
2 quarters
|
|
511
DELISTED
LiveRamp
RAMP
| $422K | 0.04% |
17,147
+8,322
| +94% | +$204K |
2017 Q1
2 quarters
|
|
512
Amdocs
DOX
$4.39B
| $419K | 0.04% |
6,522
-7,105
| -52% | -$459K |
2016 Q2
5 quarters
|
|
|
EGN
513
DELISTED
Energen
EGN
| $419K | 0.04% |
+7,663
| New | +$390K |
2017 Q3
0 quarters
|
|
514
Copa Holdings
CPA
$5.83B
| $418K | 0.04% |
+3,361
| New | +$425K |
2017 Q3
0 quarters
|
|
|
CMO
515
DELISTED
Capstead Mortgage Corp.
CMO
| $416K | 0.04% |
43,153
-35,843
| -45% | -$353K |
2017 Q2
1 quarter
|
|
|
CHL
516
DELISTED
China Mobile Limited
CHL
| $415K | 0.04% |
+8,212
| New | +$437K |
2017 Q3
0 quarters
|
|
517
DELISTED
KEMET Corporation
KEM
| $414K | 0.04% |
19,606
+15,861
| +424% | +$300K |
2017 Q1
2 quarters
|
|
518
Las Vegas Sands
LVS
$26.4B
| $413K | 0.04% |
+6,439
| New | +$399K |
2017 Q3
0 quarters
|
|
519
Enviri
NVRI
$672M
| $411K | 0.04% |
19,666
-12,581
| -39% | -$215K |
2017 Q1
2 quarters
|
|
520
DELISTED
ODP
ODP
| $409K | 0.04% |
+9,017
| New | +$446K |
2017 Q3
0 quarters
|
|
521
UDR
UDR
$11.6B
| $407K | 0.04% |
+10,718
| New | +$416K |
2017 Q3
0 quarters
|
|
522
WPP
WPP
$5.88B
| $407K | 0.04% |
4,388
+2,423
| +123% | +$238K |
2017 Q1
2 quarters
|
|
523
Barrick Mining
B
$66.8B
| $406K | 0.04% |
+25,273
| New | +$423K |
2017 Q3
0 quarters
|
|
524
Pitney Bowes
PBI
$2.11B
| $405K | 0.04% |
28,946
+15,386
| +113% | +$211K |
2016 Q4
3 quarters
|
|
|
MGI
525
DELISTED
MoneyGram International, Inc. New
MGI
| $403K | 0.04% |
+25,076
| New | +$405K |
2017 Q3
0 quarters
|
|
Similar funds
Quantbot Technologies's Q3 2017 Portfolio in Review
As of Q3 2017, Quantbot Technologies held 1,592 positions worth $1.04B, down 1.8% from $1.06B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Quantbot Technologies's Q3 2017 filing shows 515 new, 301 increased, 322 reduced and 451 closed positions. Its largest new stake was Medtronic: 191,735 shares worth $14.9M. The largest sale was Lam Research, an estimated $13M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 15% a quarter earlier, followed by Healthcare and Technology.
- Quantbot Technologies's largest Q3 2017 buy was Medtronic: 191,735 shares worth $14.9M.
- Quantbot Technologies added most to Hologic in Q3 2017, an estimated $11.3M increase.
- Quantbot Technologies's biggest Q3 2017 reduction was Hershey, cutting an estimated $10.5M.
- Quantbot Technologies fully exited Lam Research in Q3 2017, selling an estimated $13M.
- Quantbot Technologies's ten largest holdings make up 11% of its $1.04B portfolio in Q3 2017.
- Quantbot Technologies opened 515 new positions and closed 451 in Q3 2017.
- Quantbot Technologies's portfolio value fell 1.8% quarter-over-quarter to $1.04B.
Based on Quantbot Technologies's 13F filing for Q3 2017, filed 7 Nov 2017.