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 | |
|---|---|---|---|---|---|---|---|
651
Veeco
VECO
$2.62B
| $257K | 0.02% |
+12,047
| New | +$288K |
2017 Q3
0 quarters
|
|
652
WEC Energy
WEC
$37.4B
| $257K | 0.02% |
4,105
-12,372
| -75% | -$789K |
2017 Q2
1 quarter
|
|
653
Greif
GEF
$4.67B
| $256K | 0.02% |
4,376
+4,237
| +3,048% | +$242K |
2016 Q4
3 quarters
|
|
|
NGD
654
DELISTED
New Gold Inc
NGD
| $256K | 0.02% |
+69,066
| New | +$238K |
2017 Q3
0 quarters
|
|
|
ISBC
655
DELISTED
Investors Bancorp, Inc.
ISBC
| $256K | 0.02% |
18,829
-782
| -4% | -$10.3K |
2017 Q2
1 quarter
|
|
656
Sonoco
SON
$4.93B
| $254K | 0.02% |
5,038
-8,522
| -63% | -$420K |
2017 Q2
1 quarter
|
|
657
Glaukos
GKOS
$14.3B
| $252K | 0.02% |
7,653
+5,697
| +291% | +$216K |
2017 Q2
1 quarter
|
|
658
Varex Imaging
VREX
$783M
| $250K | 0.02% |
7,401
+5,301
| +252% | +$166K |
2017 Q2
1 quarter
|
|
659
Coty
COTY
$2.95B
| $249K | 0.02% |
+15,077
| New | +$273K |
2017 Q3
0 quarters
|
|
660
Supernus Pharmaceuticals
SUPN
$2.44B
| $248K | 0.02% |
+6,208
| New | +$269K |
2017 Q3
0 quarters
|
|
661
DELISTED
MRC Global
MRC
| $246K | 0.02% |
14,092
-51,500
| -79% | -$845K |
2016 Q4
3 quarters
|
|
662
Simpson Manufacturing
SSD
$8.01B
| $245K | 0.02% |
4,997
-41,001
| -89% | -$1.83M |
2017 Q1
2 quarters
|
|
663
Evertec
EVTC
$1.85B
| $244K | 0.02% |
+15,400
| New | +$276K |
2017 Q3
0 quarters
|
|
664
Ionis Pharmaceuticals
IONS
$7.38B
| $243K | 0.02% |
+4,795
| New | +$251K |
2017 Q3
0 quarters
|
|
665
Compañía de Minas Buenaventura
BVN
$7.01B
| $242K | 0.02% |
+18,935
| New | +$239K |
2017 Q3
0 quarters
|
|
666
Green Dot
GDOT
$706M
| $241K | 0.02% |
4,866
+3,310
| +213% | +$147K |
2016 Q4
3 quarters
|
|
667
U-Haul Holding Co
UHAL
$11B
| $240K | 0.02% |
6,420
+5,390
| +523% | +$201K |
2015 Q4
7 quarters
|
|
668
Smith & Wesson
SWBI
$613M
| $231K | 0.02% |
19,756
+10,551
| +115% | +$149K |
2017 Q2
1 quarter
|
|
669
Nu Skin
NUS
$228M
| $229K | 0.02% |
+3,731
| New | +$229K |
2017 Q3
0 quarters
|
|
670
Guidewire Software
GWRE
$13.1B
| $228K | 0.02% |
+2,935
| New | +$215K |
2017 Q3
0 quarters
|
|
671
Vertex Pharmaceuticals
VRTX
$137B
| $228K | 0.02% |
1,506
-5,335
| -78% | -$803K |
2016 Q3
4 quarters
|
|
|
QTS
672
DELISTED
QTS REALTY TRUST, INC.
QTS
| $227K | 0.02% |
4,348
+3,838
| +753% | +$204K |
2016 Q2
5 quarters
|
|
|
IBKC
673
DELISTED
IBERIABANK Corp
IBKC
| $225K | 0.02% |
2,745
-3,462
| -56% | -$272K |
2014 Q3
12 quarters
|
|
674
Radian Group
RDN
$4.72B
| $224K | 0.02% |
11,988
-55,813
| -82% | -$968K |
2017 Q1
2 quarters
|
|
675
DELISTED
K2M Group Holdings, Inc
KTWO
| $224K | 0.02% |
10,593
+7,775
| +276% | +$180K |
2017 Q2
1 quarter
|
|
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.