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 | |
|---|---|---|---|---|---|---|---|
401
Universal Health Services
UHS
$11.6B
| $514K | 0.05% |
4,134
-33,811
| -89% | -$4M |
2016 Q4
1 quarter
|
|
402
FirstEnergy
FE
$27B
| $507K | 0.05% |
15,946
-120,312
| -88% | -$3.71M |
2016 Q4
1 quarter
|
|
|
MIK
403
DELISTED
Michaels Stores, Inc
MIK
| $505K | 0.05% |
22,597
-40,749
| -64% | -$857K |
2016 Q3
2 quarters
|
|
404
Installed Building Products
IBP
$5.94B
| $503K | 0.05% |
9,547
+8,585
| +892% | +$386K |
2016 Q4
1 quarter
|
|
405
Adeia
ADEA
$1.8B
| $501K | 0.05% |
55,785
+54,685
| +4,971% | +$588K |
2015 Q2
7 quarters
|
|
406
Amdocs
DOX
$4.36B
| $500K | 0.05% |
8,214
-11,435
| -58% | -$687K |
2016 Q2
3 quarters
|
|
407
McCormick & Company Non-Voting
MKC
$12.9B
| $495K | 0.05% |
+10,164
| New | +$492K |
2017 Q1
0 quarters
|
|
408
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $492K | 0.05% |
17,516
+5,423
| +45% | +$147K |
2016 Q3
2 quarters
|
|
409
Openlane
OPLN
$4.24B
| $491K | 0.05% |
+29,730
| New | +$507K |
2017 Q1
0 quarters
|
|
410
Wendy's
WEN
$1.59B
| $490K | 0.05% |
36,053
+14,042
| +64% | +$192K |
2016 Q4
1 quarter
|
|
411
Oshkosh
OSK
$8.53B
| $488K | 0.05% |
7,119
-45,335
| -86% | -$3.12M |
2016 Q4
1 quarter
|
|
412
Southern Company
SO
$109B
| $487K | 0.05% |
9,799
-30,362
| -76% | -$1.5M |
2016 Q3
2 quarters
|
|
|
ARRS
413
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $484K | 0.05% |
18,299
+530
| +3% | +$14.8K |
2016 Q3
2 quarters
|
|
414
TTM Technologies
TTMI
$7.94B
| $483K | 0.05% |
+29,982
| New | +$467K |
2017 Q1
0 quarters
|
|
415
Ryman Hospitality Properties
RHP
$9.34B
| $482K | 0.05% |
+7,809
| New | +$490K |
2017 Q1
0 quarters
|
|
416
Sanmina
SANM
$8.02B
| $480K | 0.05% |
+11,843
| New | +$458K |
2017 Q1
0 quarters
|
|
417
Vipshop
VIPS
$6.51B
| $480K | 0.05% |
35,994
+31,586
| +717% | +$391K |
2014 Q3
10 quarters
|
|
418
DELISTED
Dun & Bradstreet
DNB
| $480K | 0.05% |
4,455
-1,384
| -24% | -$157K |
2016 Q4
1 quarter
|
|
419
Progress Software
PRGS
$1.82B
| $479K | 0.05% |
+16,511
| New | +$480K |
2017 Q1
0 quarters
|
|
420
CoreCivic
CXW
$2.58B
| $476K | 0.05% |
15,165
-3,479
| -19% | -$106K |
2016 Q3
2 quarters
|
|
421
Match Group
MTCH
$8.94B
| $476K | 0.05% |
+29,196
| New | +$499K |
2017 Q1
0 quarters
|
|
422
La-Z-Boy
LZB
$1.31B
| $472K | 0.05% |
+17,517
| New | +$497K |
2017 Q1
0 quarters
|
|
423
Groupon
GRPN
$661M
| $471K | 0.05% |
5,995
+5,700
| +1,932% | +$439K |
2015 Q4
5 quarters
|
|
424
Piedmont Realty Trust
PDM
$1.25B
| $467K | 0.05% |
21,848
+6,299
| +41% | +$136K |
2016 Q1
4 quarters
|
|
|
CLR
425
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $466K | 0.05% |
10,267
+10,264
| +342,133% | +$483K |
2016 Q4
1 quarter
|
|
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.