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 | |
|---|---|---|---|---|---|---|---|
|
VWR
626
DELISTED
VWR Corporation
VWR
| $191K | 0.02% |
6,779
-18,456
| -73% | -$492K |
2016 Q4
1 quarter
|
|
627
Stifel
SF
$10.6B
| $190K | 0.02% |
+8,550
| New | +$197K |
2017 Q1
0 quarters
|
|
628
MarketAxess Holdings
MKTX
$5.83B
| $189K | 0.02% |
1,012
-12,168
| -92% | -$2.21M |
2016 Q2
3 quarters
|
|
629
EXL Service
EXLS
$6.51B
| $187K | 0.02% |
+19,745
| New | +$185K |
2017 Q1
0 quarters
|
|
|
DISCK
630
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $187K | 0.02% |
6,622
+6,039
| +1,036% | +$165K |
2016 Q4
1 quarter
|
|
631
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $187K | 0.02% |
+6,306
| New | +$187K |
2017 Q1
0 quarters
|
|
|
GWR
632
DELISTED
Genesee & Wyoming Inc.
GWR
| $186K | 0.02% |
+2,748
| New | +$199K |
2017 Q1
0 quarters
|
|
|
CLVS
633
DELISTED
Clovis Oncology, Inc.
CLVS
| $185K | 0.02% |
+2,913
| New | +$177K |
2017 Q1
0 quarters
|
|
|
PTHN
634
DELISTED
Patheon N.V.
PTHN
| $185K | 0.02% |
+7,038
| New | +$206K |
2017 Q1
0 quarters
|
|
635
Under Armour Class C
UA
$2.19B
| $184K | 0.02% |
+10,099
| New | +$210K |
2017 Q1
0 quarters
|
|
|
CHSP
636
DELISTED
Chesapeake Lodging Trust
CHSP
| $184K | 0.02% |
+7,687
| New | +$191K |
2017 Q1
0 quarters
|
|
637
Camping World
CWH
$474M
| $183K | 0.02% |
5,686
+3,657
| +180% | +$120K |
2016 Q4
1 quarter
|
|
|
MORE
638
DELISTED
Monogram Residential Trust, Inc.
MORE
| $183K | 0.02% |
+18,432
| New | +$188K |
2017 Q1
0 quarters
|
|
639
IPG Photonics
IPGP
$2.78B
| $182K | 0.02% |
+1,512
| New | +$171K |
2017 Q1
0 quarters
|
|
|
SHPG
640
DELISTED
Shire pic
SHPG
| $182K | 0.02% |
+1,047
| New | +$183K |
2017 Q1
0 quarters
|
|
641
Emcor
EME
$26.6B
| $180K | 0.02% |
2,868
-1,443
| -33% | -$95.8K |
2016 Q1
4 quarters
|
|
642
Bankunited
BKU
$3.14B
| $179K | 0.02% |
4,822
-3,661
| -43% | -$139K |
2016 Q3
2 quarters
|
|
643
Alarm.com
ALRM
$3.19B
| $178K | 0.02% |
+5,807
| New | +$169K |
2017 Q1
0 quarters
|
|
644
Gold Fields
GFI
$34.9B
| $175K | 0.02% |
49,630
-3,100
| -6% | -$10.5K |
2016 Q3
2 quarters
|
|
645
Orthofix Medical
OFIX
$321M
| $175K | 0.02% |
+4,591
| New | +$170K |
2017 Q1
0 quarters
|
|
646
RLI Corp
RLI
$6.27B
| $175K | 0.02% |
+5,842
| New | +$173K |
2017 Q1
0 quarters
|
|
|
PGNX
647
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $175K | 0.02% |
+18,610
| New | +$186K |
2017 Q1
0 quarters
|
|
648
Becton Dickinson
BDX
$57.7B
| $174K | 0.02% |
976
-17,731
| -95% | -$3.09M |
2016 Q4
1 quarter
|
|
649
CGI
GIB
$17.2B
| $173K | 0.02% |
+3,615
| New | +$173K |
2017 Q1
0 quarters
|
|
650
Strategic Education
STRA
$1.16B
| $173K | 0.02% |
+2,154
| New | +$172K |
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.