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 | |
|---|---|---|---|---|---|---|---|
651
Huazhu Hotels Group
HTHT
$16.1B
| $172K | 0.02% |
11,132
-4,892
| -31% | -$68.5K |
2016 Q2
3 quarters
|
|
652
Rambus
RMBS
$7.98B
| $172K | 0.02% |
13,107
-829
| -6% | -$10.9K |
2016 Q2
3 quarters
|
|
653
YPF Sociedad Anonima ADS
YPF
$15.2B
| $172K | 0.02% |
7,125
+2,343
| +49% | +$50.5K |
2015 Q3
6 quarters
|
|
|
SIR
654
DELISTED
SELECT INCOME REIT
SIR
| $172K | 0.02% |
15,249
+8,590
| +129% | +$96.5K |
2016 Q4
1 quarter
|
|
|
MDRX
655
DELISTED
Veradigm Inc. Common Stock
MDRX
| $171K | 0.02% |
13,521
-41,966
| -76% | -$498K |
2016 Q1
4 quarters
|
|
|
KNL
656
DELISTED
Knoll, Inc.
KNL
| $171K | 0.02% |
7,193
+6,816
| +1,808% | +$169K |
2016 Q4
1 quarter
|
|
657
ACI Worldwide
ACIW
$6.06B
| $170K | 0.02% |
+7,966
| New | +$162K |
2017 Q1
0 quarters
|
|
658
Outfront Media
OUT
$5.42B
| $170K | 0.02% |
6,522
+2,101
| +48% | +$54.9K |
2016 Q3
2 quarters
|
|
|
ICPT
659
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $170K | 0.02% |
+1,510
| New | +$176K |
2017 Q1
0 quarters
|
|
660
Smart Sand
SND
$152M
| $167K | 0.02% |
+10,338
| New | +$177K |
2017 Q1
0 quarters
|
|
661
Unisys
UIS
$196M
| $166K | 0.02% |
11,910
+10,804
| +977% | +$150K |
2016 Q3
2 quarters
|
|
662
Scotiabank
BNS
$112B
| $165K | 0.02% |
2,831
-10,569
| -79% | -$628K |
2015 Q3
6 quarters
|
|
|
FLIR
663
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $165K | 0.02% |
+4,550
| New | +$164K |
2017 Q1
0 quarters
|
|
664
Cameco
CCJ
$31.1B
| $164K | 0.02% |
+14,899
| New | +$170K |
2017 Q1
0 quarters
|
|
665
USA Today Co
TDAY
$965M
| $164K | 0.02% |
+11,545
| New | +$176K |
2017 Q1
0 quarters
|
|
666
Exelixis
EXEL
$17B
| $163K | 0.02% |
7,562
-17,807
| -70% | -$362K |
2016 Q3
2 quarters
|
|
667
DELISTED
National Storage Affiliates Trust
NSA
| $163K | 0.02% |
+6,855
| New | +$159K |
2017 Q1
0 quarters
|
|
668
MDU Resources
MDU
$3.92B
| $162K | 0.02% |
15,574
-52,800
| -77% | -$552K |
2016 Q4
1 quarter
|
|
|
QTS
669
DELISTED
QTS REALTY TRUST, INC.
QTS
| $162K | 0.02% |
3,326
+2,257
| +211% | +$113K |
2016 Q2
3 quarters
|
|
|
CYS
670
DELISTED
CYS Investments Inc.
CYS
| $162K | 0.02% |
20,463
+6,518
| +47% | +$51K |
2015 Q3
6 quarters
|
|
671
Icon
ICLR
$15.3B
| $161K | 0.02% |
2,022
+587
| +41% | +$48.1K |
2016 Q4
1 quarter
|
|
672
Bank of N.T. Butterfield & Son
NTB
$2.17B
| $161K | 0.02% |
+5,046
| New | +$164K |
2017 Q1
0 quarters
|
|
673
Huron Consulting
HURN
$2.63B
| $160K | 0.02% |
3,823
+585
| +18% | +$25.8K |
2016 Q3
2 quarters
|
|
674
Prestige Consumer Healthcare
PBH
$2.04B
| $160K | 0.02% |
2,886
-6,188
| -68% | -$341K |
2016 Q3
2 quarters
|
|
|
ELGX
675
DELISTED
Endologix Inc
ELGX
| $160K | 0.02% |
+2,217
| New | +$147K |
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.