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 | |
|---|---|---|---|---|---|---|---|
801
Restaurant Brands International
QSR
$27.1B
| $94K | 0.01% |
1,692
-3,340
| -66% | -$175K |
2016 Q1
4 quarters
|
|
|
CARB
802
DELISTED
Carbonite Inc
CARB
| $94K | 0.01% |
4,649
+1,959
| +73% | +$36.8K |
2016 Q4
1 quarter
|
|
803
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $94K | 0.01% |
+6,589
| New | +$95.8K |
2017 Q1
0 quarters
|
|
804
Minerals Technologies
MTX
$1.91B
| $93K | 0.01% |
+1,217
| New | +$94.3K |
2017 Q1
0 quarters
|
|
805
Editas Medicine
EDIT
$395M
| $92K | 0.01% |
+4,146
| New | +$85.9K |
2017 Q1
0 quarters
|
|
806
Renasant Corp
RNST
$3.55B
| $92K | 0.01% |
2,343
+77
| +3% | +$3.11K |
2016 Q4
1 quarter
|
|
807
Twilio
TWLO
$31.3B
| $92K | 0.01% |
3,200
-19,526
| -86% | -$590K |
2016 Q3
2 quarters
|
|
|
ONCE
808
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
| $92K | 0.01% |
1,741
+154
| +10% | +$9.14K |
2016 Q2
3 quarters
|
|
809
First Financial Bankshares
FFIN
$4.36B
| $91K | 0.01% |
+4,556
| New | +$97.2K |
2017 Q1
0 quarters
|
|
810
DELISTED
Treehouse Foods
THS
| $91K | 0.01% |
+1,078
| New | +$86.4K |
2017 Q1
0 quarters
|
|
811
Extreme Networks
EXTR
$3.15B
| $90K | 0.01% |
12,042
+10,327
| +602% | +$61.9K |
2016 Q4
1 quarter
|
|
812
Steven Madden
SHOO
$2.89B
| $88K | 0.01% |
3,426
+826
| +32% | +$20.1K |
2016 Q4
1 quarter
|
|
813
United Community Banks
UCB
$4.46B
| $88K | 0.01% |
+3,205
| New | +$91.2K |
2017 Q1
0 quarters
|
|
|
ATKR
814
DELISTED
Atkore
ATKR
| $86K | 0.01% |
3,310
+140
| +4% | +$3.6K |
2016 Q4
1 quarter
|
|
815
Home BancShares
HOMB
$5.95B
| $86K | 0.01% |
+3,204
| New | +$88K |
2017 Q1
0 quarters
|
|
|
GWB
816
DELISTED
Great Western Bancorp, Inc.
GWB
| $86K | 0.01% |
+2,038
| New | +$87.8K |
2017 Q1
0 quarters
|
|
817
Federated Hermes
FHI
$4.73B
| $85K | 0.01% |
3,238
+2,462
| +317% | +$65.9K |
2016 Q2
3 quarters
|
|
818
IDEX
IEX
$16.7B
| $85K | 0.01% |
+916
| New | +$84.1K |
2017 Q1
0 quarters
|
|
819
BHP
BHP
$203B
| $84K | 0.01% |
2,603
-18,593
| -88% | -$642K |
2016 Q2
3 quarters
|
|
820
Fortuna Silver Mines
FSM
$2.85B
| $84K | 0.01% |
16,201
+6,535
| +68% | +$38.6K |
2016 Q2
3 quarters
|
|
|
BAS
821
DELISTED
Basis Energy Services, Inc.
BAS
| $84K | 0.01% |
+2,541
| New | +$95.5K |
2017 Q1
0 quarters
|
|
|
VRTU
822
DELISTED
Virtusa Corporation
VRTU
| $83K | 0.01% |
2,775
+2,682
| +2,884% | +$77.2K |
2016 Q4
1 quarter
|
|
823
Unifirst Corp
UNF
$4.26B
| $82K | 0.01% |
586
+298
| +103% | +$39.4K |
2016 Q4
1 quarter
|
|
|
GCP
824
DELISTED
GCP Applied Technologies Inc.
GCP
| $82K | 0.01% |
2,524
-8,378
| -77% | -$242K |
2016 Q3
2 quarters
|
|
825
DELISTED
Radius Health, Inc.
RDUS
| $81K | 0.01% |
+2,108
| New | +$88.4K |
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.