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 | |
|---|---|---|---|---|---|---|---|
|
ABB
726
DELISTED
ABB Ltd
ABB
| $184K | 0.02% |
+7,446
| New | +$178K |
2017 Q3
0 quarters
|
|
727
Prudential
PUK
$29.9B
| $181K | 0.02% |
3,910
-1,422
| -27% | -$65K |
2017 Q2
1 quarter
|
|
728
DELISTED
El Paso Electric Company
EE
| $179K | 0.02% |
+3,252
| New | +$174K |
2017 Q3
0 quarters
|
|
729
TC Energy
TRP
$66.7B
| $178K | 0.02% |
+3,611
| New | +$181K |
2017 Q3
0 quarters
|
|
730
Pan American Silver
PAAS
$16.8B
| $177K | 0.02% |
+10,416
| New | +$180K |
2017 Q3
0 quarters
|
|
|
DCT
731
DELISTED
DCT Industrial Trust Inc.
DCT
| $176K | 0.02% |
+3,053
| New | +$173K |
2017 Q3
0 quarters
|
|
732
Canadian Pacific Kansas City
CP
$78.9B
| $175K | 0.02% |
5,235
-58,320
| -92% | -$1.86M |
2016 Q3
4 quarters
|
|
733
Royal Gold
RGLD
$20.1B
| $174K | 0.02% |
+2,023
| New | +$175K |
2017 Q3
0 quarters
|
|
734
Sabra Healthcare REIT
SBRA
$4.94B
| $174K | 0.02% |
7,964
-4,368
| -35% | -$98.7K |
2017 Q2
1 quarter
|
|
735
DELISTED
Splunk Inc
SPLK
| $174K | 0.02% |
2,630
+61
| +2% | +$3.82K |
2016 Q3
4 quarters
|
|
736
DELISTED
Interpublic Group of Companies
IPG
| $173K | 0.02% |
8,334
-12,714
| -60% | -$277K |
2016 Q2
5 quarters
|
|
|
MDCO
737
DELISTED
Medicines Co
MDCO
| $171K | 0.02% |
+4,622
| New | +$170K |
2017 Q3
0 quarters
|
|
738
DELISTED
Taylor Morrison
TMHC
| $170K | 0.02% |
7,724
-51,203
| -87% | -$1.13M |
2017 Q1
2 quarters
|
|
739
DELISTED
TEGNA Inc
TGNA
| $169K | 0.02% |
+12,690
| New | +$170K |
2017 Q3
0 quarters
|
|
740
Telecom Argentina
TEO
$4.79B
| $165K | 0.02% |
+5,379
| New | +$158K |
2017 Q3
0 quarters
|
|
741
Entegris
ENTG
$24.3B
| $164K | 0.02% |
5,715
-137
| -2% | -$3.48K |
2016 Q3
4 quarters
|
|
742
DELISTED
Steelcase
SCS
| $164K | 0.02% |
10,653
-36,784
| -78% | -$504K |
2016 Q4
3 quarters
|
|
|
WMGI
743
DELISTED
Wright Medical Group Inc
WMGI
| $164K | 0.02% |
6,365
-8,553
| -57% | -$236K |
2017 Q2
1 quarter
|
|
744
Terreno Realty
TRNO
$7B
| $162K | 0.02% |
4,486
-6,841
| -60% | -$240K |
2017 Q2
1 quarter
|
|
745
Ryman Hospitality Properties
RHP
$9.26B
| $161K | 0.02% |
+2,588
| New | +$158K |
2017 Q3
0 quarters
|
|
746
BeOne Medicines Ltd
ONC
$42.4B
| $160K | 0.02% |
+1,548
| New | +$115K |
2017 Q3
0 quarters
|
|
747
AXIS Capital
AXS
$7.51B
| $159K | 0.02% |
2,783
-371
| -12% | -$22.9K |
2017 Q2
1 quarter
|
|
|
LM
748
DELISTED
Legg Mason, Inc.
LM
| $159K | 0.02% |
4,052
-8,189
| -67% | -$315K |
2017 Q1
2 quarters
|
|
749
DELISTED
Pacific Premier Bancorp
PPBI
| $157K | 0.02% |
4,182
+3,041
| +267% | +$109K |
2017 Q2
1 quarter
|
|
|
CJ
750
DELISTED
C&J Energy Services, Inc.
CJ
| $155K | 0.01% |
5,191
+972
| +23% | +$28.8K |
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.