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 | |
|---|---|---|---|---|---|---|---|
1251
EQT Corp
EQT
$34.6B
| – | – |
-26,736
| Closed | -$852K | – |
|
1252
Evercore
EVR
$11.2B
| – | – |
-5,258
| Closed | -$370K | – |
|
1253
Eagle Materials
EXP
$5.63B
| – | – |
-18,530
| Closed | -$1.71M | – |
|
1254
Extreme Networks
EXTR
$2.97B
| – | – |
-36,706
| Closed | -$338K | – |
|
1255
First American
FAF
$6.52B
| – | – |
-3,061
| Closed | -$136K | – |
|
1256
Fastenal
FAST
$59.6B
| – | – |
-20,596
| Closed | -$224K | – |
|
1257
First Commonwealth Financial
FCF
$2.04B
| – | – |
-8,973
| Closed | -$113K | – |
|
1258
Factset
FDS
$11.6B
| – | – |
-852
| Closed | -$141K | – |
|
1259
First Horizon
FHN
$11B
| – | – |
-94,534
| Closed | -$1.65M | – |
|
1260
First Interstate BancSystem
FIBK
$3.52B
| – | – |
-3,019
| Closed | -$112K | – |
|
1261
FIVE9
FIVN
$2.72B
| – | – |
-19,884
| Closed | -$427K | – |
|
1262
National Beverage
FIZZ
$3.3B
| – | – |
-3,700
| Closed | -$173K | – |
|
1263
Fossil Group
FOSL
$393M
| – | – |
-30,004
| Closed | -$310K | – |
|
1264
Federal Realty Investment Trust
FRT
$9.48B
| – | – |
-16,138
| Closed | -$2.04M | – |
|
1265
Fortuna Silver Mines
FSM
$2.63B
| – | – |
-4,701
| Closed | -$22K | – |
|
1266
TechnipFMC
FTI
$26.7B
| – | – |
-41,356
| Closed | -$836K | – |
|
1267
Forward Air
FWRD
$595M
| – | – |
-2,200
| Closed | -$117K | – |
|
1268
The Greenbrier Companies
GBX
$1.21B
| – | – |
-8,851
| Closed | -$409K | – |
|
1269
Globe Life
GL
$12.2B
| – | – |
-3,307
| Closed | -$252K | – |
|
1270
Golar LNG
GLNG
$4.72B
| – | – |
-6,233
| Closed | -$138K | – |
|
1271
DELISTED
GMS Inc
GMS
| – | – |
-12,302
| Closed | -$345K | – |
|
1272
Global Net Lease
GNL
$1.61B
| – | – |
-2,181
| Closed | -$48K | – |
|
1273
Alphabet (Google) Class A
GOOGL
$3.44T
| – | – |
-124,400
| Closed | -$5.78M | – |
|
1274
Graphic Packaging
GPK
$2.65B
| – | – |
-46,233
| Closed | -$637K | – |
|
1275
Garmin
GRMN
$52.5B
| – | – |
-16,571
| Closed | -$845K | – |
|
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.