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 | |
|---|---|---|---|---|---|---|---|
751
TE Connectivity
TEL
$63.6B
| $154K | 0.01% |
1,866
-73
| -4% | -$5.87K |
2016 Q4
3 quarters
|
|
|
DISH
752
DELISTED
DISH Network Corp.
DISH
| $154K | 0.01% |
+2,850
| New | +$169K |
2017 Q3
0 quarters
|
|
753
EOG Resources
EOG
$84.4B
| $153K | 0.01% |
+1,588
| New | +$143K |
2017 Q3
0 quarters
|
|
754
Empire State Realty Trust
ESRT
$860M
| $153K | 0.01% |
+7,496
| New | +$154K |
2017 Q3
0 quarters
|
|
755
Bristol-Myers Squibb
BMY
$126B
| $151K | 0.01% |
2,377
-32,510
| -93% | -$1.9M |
2016 Q2
5 quarters
|
|
756
Rogers Corp
ROG
$2.51B
| $151K | 0.01% |
1,134
+1,015
| +853% | +$120K |
2016 Q3
4 quarters
|
|
757
Ryanair
RYAAY
$27.1B
| $151K | 0.01% |
+3,585
| New | +$162K |
2017 Q3
0 quarters
|
|
758
PTC Therapeutics
PTCT
$5.26B
| $150K | 0.01% |
+7,502
| New | +$147K |
2017 Q3
0 quarters
|
|
759
Equity Lifestyle Properties
ELS
$11.3B
| $148K | 0.01% |
+3,492
| New | +$152K |
2017 Q3
0 quarters
|
|
760
Tennant Co
TNC
$1.13B
| $147K | 0.01% |
2,226
+2,026
| +1,013% | +$136K |
2017 Q2
1 quarter
|
|
|
WBT
761
DELISTED
Welbilt, Inc.
WBT
| $147K | 0.01% |
+6,399
| New | +$129K |
2017 Q3
0 quarters
|
|
762
DBV Technologies S.A. American Depositary Shares
DBVT
$669M
| $146K | 0.01% |
+346
| New | +$148K |
2017 Q3
0 quarters
|
|
763
DELISTED
Dermira, Inc.
DERM
| $145K | 0.01% |
5,371
+2,309
| +75% | +$60.4K |
2017 Q2
1 quarter
|
|
764
CRH
CRH
$57.1B
| $144K | 0.01% |
3,805
-3,514
| -48% | -$124K |
2016 Q1
6 quarters
|
|
765
Sunrun
RUN
$1.79B
| $144K | 0.01% |
25,997
-8,234
| -24% | -$56.1K |
2017 Q2
1 quarter
|
|
|
SGEN
766
DELISTED
Seagen Inc. Common Stock
SGEN
| $144K | 0.01% |
2,654
+1,428
| +116% | +$73.1K |
2017 Q2
1 quarter
|
|
|
AERI
767
DELISTED
Aerie Pharmaceuticals
AERI
| $144K | 0.01% |
2,981
+2,647
| +793% | +$144K |
2017 Q1
2 quarters
|
|
768
G-III Apparel Group
GIII
$1.25B
| $143K | 0.01% |
4,929
-2,335
| -32% | -$61.5K |
2017 Q1
2 quarters
|
|
769
SunCoke Energy
SXC
$902M
| $142K | 0.01% |
+15,594
| New | +$147K |
2017 Q3
0 quarters
|
|
|
CS
770
DELISTED
Credit Suisse Group
CS
| $142K | 0.01% |
9,046
-45,939
| -84% | -$697K |
2016 Q4
3 quarters
|
|
771
Banco Bilbao Vizcaya Argentaria
BBVA
$138B
| $141K | 0.01% |
+15,857
| New | +$140K |
2017 Q3
0 quarters
|
|
772
Scholastic
SCHL
$715M
| $141K | 0.01% |
+3,800
| New | +$152K |
2017 Q3
0 quarters
|
|
773
Acadia Pharmaceuticals
ACAD
$3.5B
| $140K | 0.01% |
3,722
-6,851
| -65% | -$223K |
2017 Q2
1 quarter
|
|
774
DELISTED
Liberty Broadband Class A
LBRDA
| $140K | 0.01% |
+1,493
| New | +$142K |
2017 Q3
0 quarters
|
|
775
Jinko Holdings Limited
JKS
$432M
| $139K | 0.01% |
+5,583
| New | +$145K |
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.