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 |
Altria Group
MO
|
+$25.1M |
| 2 |
US Bancorp
USB
|
+$16.7M |
| 3 |
UnitedHealth
UNH
|
+$13M |
| 4 |
Paychex
PAYX
|
+$13M |
| 5 |
J.M. Smucker
SJM
|
+$12.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
S&P Global
SPGI
|
+$23.1M |
| 2 |
Merck
MRK
|
+$19.8M |
| 3 |
Starbucks
SBUX
|
+$17.8M |
| 4 |
Meta Platforms (Facebook)
META
|
+$17.1M |
| 5 |
Lowe's Companies
LOW
|
+$15.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.25% |
| 2 | Industrials | 13.13% |
| 3 | Consumer Discretionary | 12.55% |
| 4 | Healthcare | 12.19% |
| 5 | Consumer Staples | 11.84% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
251
NiSource
NI
$21.6B
| $930K | 0.1% |
39,110
-26,209
| -40% | -$600K |
2016 Q2
3 quarters
|
|
252
Tyler Technologies
TYL
$16.6B
| $926K | 0.1% |
5,996
+4,217
| +237% | +$641K |
2016 Q4
1 quarter
|
|
253
Omnicom Group
OMC
$24.3B
| $922K | 0.1% |
+10,701
| New | +$913K |
2017 Q1
0 quarters
|
|
254
Voya Financial
VOYA
$9.34B
| $917K | 0.1% |
+24,171
| New | +$973K |
2017 Q1
0 quarters
|
|
|
WIN
255
DELISTED
Windstream Holdings Inc
WIN
| $916K | 0.1% |
33,649
+29,849
| +786% | +$1.07M |
2016 Q4
1 quarter
|
|
256
Lamar Advertising Co
LAMR
$16.1B
| $915K | 0.1% |
12,248
+9,005
| +278% | +$676K |
2016 Q4
1 quarter
|
|
257
Jazz Pharmaceuticals
JAZZ
$15.6B
| $910K | 0.1% |
6,273
+1
| +0% | +$130 |
2016 Q2
3 quarters
|
|
258
NETGEAR
NTGR
$528M
| $903K | 0.09% |
18,240
+18,132
| +16,789% | +$990K |
2016 Q4
1 quarter
|
|
|
FINL
259
DELISTED
Finish Line
FINL
| $898K | 0.09% |
63,173
+49,413
| +359% | +$830K |
2016 Q1
4 quarters
|
|
260
Itaú Unibanco
ITUB
$83.3B
| $883K | 0.09% |
+150,833
| New | +$894K |
2017 Q1
0 quarters
|
|
261
Ralph Lauren
RL
$23.6B
| $880K | 0.09% |
+10,788
| New | +$890K |
2017 Q1
0 quarters
|
|
262
JD.com
JD
$38.3B
| $877K | 0.09% |
+28,222
| New | +$831K |
2017 Q1
0 quarters
|
|
|
STAY
263
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $876K | 0.09% |
54,966
+11,213
| +26% | +$186K |
2016 Q4
1 quarter
|
|
264
American Eagle Outfitters
AEO
$3.64B
| $867K | 0.09% |
61,801
+31,433
| +104% | +$467K |
2016 Q2
3 quarters
|
|
|
LVNTA
265
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $861K | 0.09% |
19,369
+18,966
| +4,706% | +$812K |
2016 Q4
1 quarter
|
|
|
MSCC
266
DELISTED
Microsemi Corp
MSCC
| $860K | 0.09% |
+16,698
| New | +$896K |
2017 Q1
0 quarters
|
|
267
DELISTED
CSG Systems International
CSGS
| $857K | 0.09% |
+22,667
| New | +$961K |
2017 Q1
0 quarters
|
|
268
DELISTED
Spirit AeroSystems
SPR
| $857K | 0.09% |
+14,811
| New | +$866K |
2017 Q1
0 quarters
|
|
269
Signet Jewelers
SIG
$4.54B
| $853K | 0.09% |
+12,327
| New | +$922K |
2017 Q1
0 quarters
|
|
270
Navient Holdings, Inc. Common Stock
NAVI
$735M
| $844K | 0.09% |
57,225
+22,733
| +66% | +$348K |
2015 Q2
7 quarters
|
|
271
DELISTED
Education Realty Trust Inc
EDR
| $844K | 0.09% |
20,662
+16,332
| +377% | +$668K |
2016 Q4
1 quarter
|
|
272
G-III Apparel Group
GIII
$1.39B
| $839K | 0.09% |
+38,335
| New | +$978K |
2017 Q1
0 quarters
|
|
273
Commault Systems
CVLT
$6.8B
| $838K | 0.09% |
+16,510
| New | +$843K |
2017 Q1
0 quarters
|
|
274
Royal Bank of Canada
RY
$283B
| $838K | 0.09% |
11,502
+10,698
| +1,331% | +$775K |
2015 Q4
5 quarters
|
|
275
Nasdaq
NDAQ
$60.6B
| $835K | 0.09% |
+36,105
| New | +$838K |
2017 Q1
0 quarters
|
|
Similar funds
Quantbot Technologies's Q1 2017 Portfolio in Review
As of Q1 2017, Quantbot Technologies held 1,582 positions worth $954M, up 5.7% from $902M the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Quantbot Technologies deployed $40.9M of net new capital in Q1 2017, opening 556 new positions and adding to 283 existing holdings. Its largest new stake was Altria Group: 346,194 shares worth $24.7M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 10% a quarter earlier, followed by Industrials and Consumer Discretionary.
On the sell side, the largest reduction was S&P Global, an estimated $23.1M trimmed.
- Quantbot Technologies's largest Q1 2017 buy was Altria Group: 346,194 shares worth $24.7M.
- Quantbot Technologies added most to US Bancorp in Q1 2017, an estimated $16.7M increase.
- Quantbot Technologies's biggest Q1 2017 reduction was S&P Global, cutting an estimated $23.1M.
- Quantbot Technologies fully exited Starbucks in Q1 2017, selling an estimated $17.8M.
- Quantbot Technologies's ten largest holdings make up 16% of its $954M portfolio in Q1 2017.
- Quantbot Technologies opened 556 new positions and closed 482 in Q1 2017.
- Quantbot Technologies's portfolio value rose 5.7% quarter-over-quarter to $954M.
Based on Quantbot Technologies's 13F filing for Q1 2017, filed 10 May 2017.