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 |
S&P Global
SPGI
|
+$22.9M |
| 2 |
Merck
MRK
|
+$19.5M |
| 3 |
Starbucks
SBUX
|
+$17.8M |
| 4 |
Meta Platforms (Facebook)
META
|
+$17.1M |
| 5 |
Lowe's Companies
LOW
|
+$14.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Wells Fargo
WFC
|
+$15.4M |
| 2 |
General Mills
GIS
|
+$15.4M |
| 3 |
Costco
COST
|
+$13.9M |
| 4 |
Oracle
ORCL
|
+$13M |
| 5 |
Philip Morris
PM
|
+$11.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.94% |
| 2 | Consumer Discretionary | 16.55% |
| 3 | Industrials | 13.44% |
| 4 | Healthcare | 11.82% |
| 5 | Technology | 10.15% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
NTUS
501
DELISTED
Natus Medical Inc
NTUS
| $250K | 0.03% |
7,186
+3,199
| +80% | +$126K |
2016 Q3
1 quarter
|
|
502
Delta Air Lines
DAL
$54.9B
| $248K | 0.03% |
5,048
-46,357
| -90% | -$2.11M |
2015 Q4
4 quarters
|
|
|
TFCF
503
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $247K | 0.03% |
+9,089
| New | +$244K |
2016 Q4
0 quarters
|
|
504
Helen of Troy
HELE
$707M
| $246K | 0.03% |
2,921
+1,443
| +98% | +$121K |
2016 Q3
1 quarter
|
|
505
Himax Technologies
HIMX
$1.82B
| $246K | 0.03% |
40,855
+20,321
| +99% | +$154K |
2016 Q2
2 quarters
|
|
506
EnerSys
ENS
$5.77B
| $245K | 0.03% |
3,143
+2,647
| +534% | +$194K |
2015 Q4
4 quarters
|
|
507
Ryder
R
$10.9B
| $245K | 0.03% |
3,296
-8,407
| -72% | -$619K |
2014 Q4
8 quarters
|
|
508
TE Connectivity
TEL
$62.5B
| $245K | 0.03% |
+3,542
| New | +$235K |
2016 Q4
0 quarters
|
|
|
MTOR
509
DELISTED
MERITOR, Inc.
MTOR
| $243K | 0.03% |
+19,587
| New | +$230K |
2016 Q4
0 quarters
|
|
510
Paylocity
PCTY
$9.08B
| $242K | 0.03% |
+8,070
| New | +$300K |
2016 Q4
0 quarters
|
|
511
Restaurant Brands International
QSR
$26B
| $239K | 0.03% |
5,032
-21,391
| -81% | -$987K |
2016 Q1
3 quarters
|
|
512
Synchrony
SYF
$25B
| $239K | 0.03% |
+6,610
| New | +$211K |
2016 Q4
0 quarters
|
|
513
International Bancshares
IBOC
$4.28B
| $238K | 0.03% |
+5,853
| New | +$209K |
2016 Q4
0 quarters
|
|
514
DELISTED
MRC Global
MRC
| $238K | 0.03% |
+11,779
| New | +$214K |
2016 Q4
0 quarters
|
|
515
Steris
STE
$22.8B
| $238K | 0.03% |
+3,538
| New | +$240K |
2016 Q4
0 quarters
|
|
516
Watsco Inc
WSO
$13.2B
| $238K | 0.03% |
1,610
+677
| +73% | +$98.1K |
2016 Q3
1 quarter
|
|
517
Avient
AVNT
$3.99B
| $237K | 0.03% |
7,398
-5,475
| -43% | -$176K |
2016 Q2
2 quarters
|
|
518
Visteon
VC
$1.88B
| $237K | 0.03% |
2,959
-12,232
| -81% | -$919K |
2015 Q1
7 quarters
|
|
519
LXP Industrial Trust
LXP
$3.61B
| $234K | 0.03% |
+4,339
| New | +$221K |
2016 Q4
0 quarters
|
|
520
Sohu.com
SOHU
$335M
| $233K | 0.03% |
+6,904
| New | +$258K |
2016 Q4
0 quarters
|
|
|
MSGK
521
MSG Knickerbockers Corp.
MSGK
$7.47B
| $230K | 0.03% |
1,884
+1,794
| +1,993% | +$218K |
2016 Q2
2 quarters
|
|
522
ITT
ITT
$18.1B
| $226K | 0.03% |
5,875
+1,418
| +32% | +$53.4K |
2016 Q3
1 quarter
|
|
523
Nutanix
NTNX
$17.4B
| $226K | 0.03% |
+8,529
| New | +$254K |
2016 Q4
0 quarters
|
|
|
CHL
524
DELISTED
China Mobile Limited
CHL
| $225K | 0.02% |
+4,298
| New | +$241K |
2016 Q4
0 quarters
|
|
525
Franklin Electric
FELE
$4.43B
| $224K | 0.02% |
+5,765
| New | +$226K |
2016 Q4
0 quarters
|
|
Similar funds
Quantbot Technologies's Q4 2016 Portfolio in Review
As of Q4 2016, Quantbot Technologies held 1,567 positions worth $902M, up 0.24% from $900M the previous quarter. Its ten largest holdings account for 17% of the portfolio.
Quantbot Technologies's Q4 2016 filing shows 519 new, 261 increased, 245 reduced and 542 closed positions. Its largest new stake was S&P Global: 191,296 shares worth $20.6M. The largest sale was Wells Fargo, an estimated $15.4M.
By sector, the portfolio is most concentrated in Financials at 17% of assets, up from 12% a quarter earlier, followed by Consumer Discretionary and Industrials.
- Quantbot Technologies's largest Q4 2016 buy was S&P Global: 191,296 shares worth $20.6M.
- Quantbot Technologies added most to Starbucks in Q4 2016, an estimated $17.8M increase.
- Quantbot Technologies's biggest Q4 2016 reduction was Wells Fargo, cutting an estimated $15.4M.
- Quantbot Technologies fully exited Oracle in Q4 2016, selling an estimated $13M.
- Quantbot Technologies's ten largest holdings make up 17% of its $902M portfolio in Q4 2016.
- Quantbot Technologies opened 519 new positions and closed 542 in Q4 2016.
- Quantbot Technologies's portfolio value rose 0.24% quarter-over-quarter to $902M.
Based on Quantbot Technologies's 13F filing for Q4 2016, filed 9 Feb 2017.