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 | |
|---|---|---|---|---|---|---|---|
|
PIR
576
DELISTED
Pier 1 Imports, Inc.
PIR
| $250K | 0.03% |
1,752
+1,112
| +174% | +$163K |
2016 Q4
1 quarter
|
|
577
Church & Dwight Co
CHD
$25.8B
| $248K | 0.03% |
4,986
-17,345
| -78% | -$829K |
2016 Q1
4 quarters
|
|
578
SBA Communications
SBAC
$19.8B
| $248K | 0.03% |
2,065
-6,051
| -75% | -$668K |
2015 Q1
8 quarters
|
|
579
Targa Resources
TRGP
$56.7B
| $247K | 0.03% |
+4,130
| New | +$240K |
2017 Q1
0 quarters
|
|
580
Fulton Financial
FULT
$4.54B
| $245K | 0.03% |
13,767
-3,391
| -20% | -$62.9K |
2016 Q3
2 quarters
|
|
581
Packaging Corp of America
PKG
$22.2B
| $244K | 0.03% |
2,668
-8,428
| -76% | -$773K |
2016 Q3
2 quarters
|
|
582
DELISTED
Hillenbrand
HI
| $242K | 0.03% |
+6,770
| New | +$250K |
2017 Q1
0 quarters
|
|
583
Invitation Homes
INVH
$15.6B
| $242K | 0.03% |
+11,091
| New | +$237K |
2017 Q1
0 quarters
|
|
|
RDC
584
DELISTED
Rowan Companies Plc
RDC
| $242K | 0.03% |
15,593
-6,563
| -30% | -$116K |
2016 Q4
1 quarter
|
|
|
PGRE
585
DELISTED
Paramount Group
PGRE
| $241K | 0.03% |
14,918
-4,911
| -25% | -$81.7K |
2016 Q1
4 quarters
|
|
586
Helen of Troy
HELE
$876M
| $240K | 0.03% |
2,549
-372
| -13% | -$35.1K |
2016 Q3
2 quarters
|
|
587
Rogers Corp
ROG
$2.17B
| $239K | 0.03% |
2,792
+2,509
| +887% | +$205K |
2016 Q3
2 quarters
|
|
588
DELISTED
NEVRO CORP.
NVRO
| $239K | 0.03% |
+2,552
| New | +$231K |
2017 Q1
0 quarters
|
|
589
Factset
FDS
$11.6B
| $238K | 0.03% |
+1,447
| New | +$253K |
2017 Q1
0 quarters
|
|
590
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $233K | 0.02% |
11,729
+4,821
| +70% | +$92.1K |
2016 Q4
1 quarter
|
|
|
MGLN
591
DELISTED
Magellan Health Services, Inc.
MGLN
| $232K | 0.02% |
3,361
-5,013
| -60% | -$366K |
2016 Q4
1 quarter
|
|
|
GWPH
592
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $231K | 0.02% |
+1,913
| New | +$235K |
2017 Q1
0 quarters
|
|
593
DELISTED
Triumph Group
TGI
| $230K | 0.02% |
+8,964
| New | +$235K |
2017 Q1
0 quarters
|
|
594
Hanover Insurance
THG
$8.35B
| $227K | 0.02% |
2,531
-6,243
| -71% | -$553K |
2016 Q2
3 quarters
|
|
595
Trade Desk
TTD
$6.11B
| $226K | 0.02% |
+60,930
| New | +$209K |
2017 Q1
0 quarters
|
|
|
CXO
596
DELISTED
CONCHO RESOURCES INC.
CXO
| $222K | 0.02% |
1,735
-44,603
| -96% | -$6M |
2016 Q4
1 quarter
|
|
|
BWLD
597
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $222K | 0.02% |
1,456
-9,206
| -86% | -$1.41M |
2016 Q1
4 quarters
|
|
|
CBM
598
DELISTED
Cambrex Corporation
CBM
| $219K | 0.02% |
3,980
+3,013
| +312% | +$161K |
2016 Q3
2 quarters
|
|
599
DELISTED
Radius Recycling
RDUS
| $218K | 0.02% |
10,569
-3,468
| -25% | -$81.1K |
2016 Q4
1 quarter
|
|
600
DELISTED
Assertio
ASRT
| $216K | 0.02% |
288
+185
| +180% | +$187K |
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.