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 | |
|---|---|---|---|---|---|---|---|
601
Euronet Worldwide
EEFT
$2.33B
| $313K | 0.03% |
3,312
+2,818
| +570% | +$267K |
2017 Q2
1 quarter
|
|
|
ELLI
602
DELISTED
Ellie Mae Inc
ELLI
| $313K | 0.03% |
+3,823
| New | +$351K |
2017 Q3
0 quarters
|
|
603
Upbound Group
UPBD
$1.16B
| $312K | 0.03% |
+27,214
| New | +$336K |
2017 Q3
0 quarters
|
|
|
ESL
604
DELISTED
Esterline Technologies
ESL
| $307K | 0.03% |
+3,410
| New | +$308K |
2017 Q3
0 quarters
|
|
605
Alarm.com
ALRM
$3.27B
| $304K | 0.03% |
+6,746
| New | +$279K |
2017 Q3
0 quarters
|
|
606
Globus Medical
GMED
$11.1B
| $304K | 0.03% |
+10,237
| New | +$313K |
2017 Q3
0 quarters
|
|
607
Timken Company
TKR
$7.96B
| $304K | 0.03% |
6,282
+5,739
| +1,057% | +$265K |
2017 Q1
2 quarters
|
|
608
DELISTED
Enerplus Corporation
ERF
| $304K | 0.03% |
+30,836
| New | +$274K |
2017 Q3
0 quarters
|
|
|
WAGE
609
DELISTED
WageWorks, Inc.
WAGE
| $301K | 0.03% |
4,971
-2,113
| -30% | -$129K |
2016 Q2
5 quarters
|
|
610
Insperity
NSP
$1.77B
| $300K | 0.03% |
6,830
-45,060
| -87% | -$1.78M |
2016 Q3
4 quarters
|
|
611
Somnigroup International
SGI
$14.8B
| $299K | 0.03% |
+18,540
| New | +$274K |
2017 Q3
0 quarters
|
|
612
DELISTED
BioTelemetry, Inc.
BEAT
| $299K | 0.03% |
9,087
+7,745
| +577% | +$268K |
2017 Q1
2 quarters
|
|
613
AMC Global Media
AMCX
$329M
| $298K | 0.03% |
5,103
+3,676
| +258% | +$219K |
2015 Q4
7 quarters
|
|
614
Manulife Financial
MFC
$74.9B
| $297K | 0.03% |
+14,651
| New | +$291K |
2017 Q3
0 quarters
|
|
615
Prospect Capital
PSEC
$865M
| $297K | 0.03% |
+44,280
| New | +$332K |
2017 Q3
0 quarters
|
|
616
MGIC Investment
MTG
$5.92B
| $295K | 0.03% |
+23,622
| New | +$275K |
2017 Q3
0 quarters
|
|
|
UMPQ
617
DELISTED
Umpqua Holdings Corp
UMPQ
| $295K | 0.03% |
+15,144
| New | +$276K |
2017 Q3
0 quarters
|
|
|
SIVB
618
DELISTED
SVB Financial Group
SIVB
| $295K | 0.03% |
+1,577
| New | +$277K |
2017 Q3
0 quarters
|
|
|
SNR
619
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $291K | 0.03% |
31,804
+30,676
| +2,720% | +$295K |
2014 Q4
11 quarters
|
|
620
Boyd Gaming
BYD
$5.26B
| $289K | 0.03% |
11,120
-1,508
| -12% | -$39K |
2017 Q2
1 quarter
|
|
621
ING
ING
$91.6B
| $289K | 0.03% |
+15,737
| New | +$285K |
2017 Q3
0 quarters
|
|
622
DELISTED
Webster Financial
WBS
| $289K | 0.03% |
5,518
-13,027
| -70% | -$651K |
2017 Q1
2 quarters
|
|
623
Keysight
KEYS
$56.2B
| $287K | 0.03% |
+6,907
| New | +$283K |
2017 Q3
0 quarters
|
|
624
Howmet Aerospace
HWM
$82.1B
| $285K | 0.03% |
14,944
-77,297
| -84% | -$1.48M |
2017 Q2
1 quarter
|
|
625
Sociedad Química y Minera de Chile
SQM
$16.1B
| $285K | 0.03% |
5,131
+1,168
| +29% | +$52.5K |
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.