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
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 | |
|---|---|---|---|---|---|---|---|
526
Exponent
EXPO
$3.72B
| $399K | 0.04% |
10,800
-13,200
| -55% | -$436K |
2017 Q1
2 quarters
|
|
527
Under Armour Class C
UA
$2.1B
| $399K | 0.04% |
+26,565
| New | +$447K |
2017 Q3
0 quarters
|
|
528
Melco Resorts & Entertainment
MLCO
$1.46B
| $397K | 0.04% |
16,486
-10,006
| -38% | -$217K |
2016 Q4
3 quarters
|
|
529
Power Integrations
POWI
$2.74B
| $397K | 0.04% |
+10,870
| New | +$397K |
2017 Q3
0 quarters
|
|
530
Trip.com Group
TCOM
$24.3B
| $397K | 0.04% |
+7,538
| New | +$409K |
2017 Q3
0 quarters
|
|
|
UNVR
531
DELISTED
Univar Solutions Inc.
UNVR
| $396K | 0.04% |
13,706
-26,371
| -66% | -$757K |
2017 Q1
2 quarters
|
|
|
TIVO
532
DELISTED
Tivo Inc
TIVO
| $396K | 0.04% |
19,983
+8,047
| +67% | +$150K |
2016 Q4
3 quarters
|
|
|
WFT
533
DELISTED
Weatherford International plc
WFT
| $392K | 0.04% |
+85,791
| New | +$355K |
2017 Q3
0 quarters
|
|
534
Bank of New York Mellon
BNY
$101B
| $391K | 0.04% |
+7,388
| New | +$388K |
2017 Q3
0 quarters
|
|
535
Saic
SAIC
$6.32B
| $387K | 0.04% |
5,804
+4,642
| +399% | +$322K |
2017 Q1
2 quarters
|
|
536
NOV
NOV
$6.9B
| $386K | 0.04% |
+10,819
| New | +$353K |
2017 Q3
0 quarters
|
|
537
EchoStar
ECHO
$28.4B
| $385K | 0.04% |
8,302
-793
| -9% | -$37.8K |
2016 Q1
6 quarters
|
|
|
WLH
538
DELISTED
WILLIAM LYON HOMES
WLH
| $385K | 0.04% |
16,755
+11,673
| +230% | +$272K |
2017 Q2
1 quarter
|
|
539
Prologis
PLD
$122B
| $384K | 0.04% |
+6,054
| New | +$373K |
2017 Q3
0 quarters
|
|
540
CoreCivic
CXW
$3.07B
| $382K | 0.04% |
14,277
+3,699
| +35% | +$98.3K |
2016 Q3
4 quarters
|
|
541
Burlington
BURL
$15.2B
| $381K | 0.04% |
+4,001
| New | +$351K |
2017 Q3
0 quarters
|
|
|
BWLD
542
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $381K | 0.04% |
3,605
-6,897
| -66% | -$767K |
2016 Q1
6 quarters
|
|
543
Manhattan Associates
MANH
$14B
| $380K | 0.04% |
+9,153
| New | +$401K |
2017 Q3
0 quarters
|
|
544
Sanmina
SANM
$9.28B
| $379K | 0.04% |
10,225
+6,894
| +207% | +$257K |
2017 Q1
2 quarters
|
|
545
Agnico Eagle Mines
AEM
$89.1B
| $375K | 0.04% |
+8,302
| New | +$389K |
2017 Q3
0 quarters
|
|
546
Sun Communities
SUI
$13.4B
| $375K | 0.04% |
4,378
+684
| +19% | +$60.5K |
2017 Q1
2 quarters
|
|
|
HRC
547
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $375K | 0.04% |
5,079
-4,809
| -49% | -$370K |
2017 Q2
1 quarter
|
|
548
Teladoc Health
TDOC
$1.59B
| $373K | 0.04% |
11,273
+3,903
| +53% | +$128K |
2017 Q1
2 quarters
|
|
|
SHLM
549
DELISTED
Schulman (A.) Inc
SHLM
| $368K | 0.04% |
+10,779
| New | +$321K |
2017 Q3
0 quarters
|
|
550
Lamb Weston
LW
$7.34B
| $366K | 0.04% |
7,820
-18,312
| -70% | -$822K |
2017 Q1
2 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.