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 | |
|---|---|---|---|---|---|---|---|
851
CareTrust REIT
CTRE
$9.03B
| $72K | 0.01% |
4,300
+46
| +1% | +$714 |
2016 Q4
1 quarter
|
|
852
Ingevity
NGVT
$2.07B
| $72K | 0.01% |
1,195
+310
| +35% | +$17.5K |
2016 Q3
2 quarters
|
|
853
ScottsMiracle-Gro
SMG
$3.77B
| $72K | 0.01% |
+775
| New | +$71.9K |
2017 Q1
0 quarters
|
|
854
Worthington Enterprises
WOR
$2.98B
| $72K | 0.01% |
2,621
-4,044
| -61% | -$122K |
2016 Q4
1 quarter
|
|
|
PTR
855
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $72K | 0.01% |
984
-1,070
| -52% | -$82.5K |
2015 Q4
5 quarters
|
|
856
Caesarstone
CSTE
$43.9M
| $71K | 0.01% |
1,976
+1,734
| +717% | +$55.8K |
2016 Q4
1 quarter
|
|
857
DELISTED
RE/MAX Holdings
RMAX
| $71K | 0.01% |
+1,200
| New | +$68.1K |
2017 Q1
0 quarters
|
|
858
Sony
SONY
$158B
| $71K | 0.01% |
+10,640
| New | +$66.3K |
2017 Q1
0 quarters
|
|
859
AAR Corp
AIR
$4.39B
| $70K | 0.01% |
2,100
-7,279
| -78% | -$242K |
2016 Q4
1 quarter
|
|
860
Rayonier
RYN
$6.41B
| $70K | 0.01% |
+2,727
| New | +$69.8K |
2017 Q1
0 quarters
|
|
861
Stepan Co
SCL
$1.52B
| $70K | 0.01% |
+900
| New | +$70.2K |
2017 Q1
0 quarters
|
|
862
CACI
CACI
$13.5B
| $69K | 0.01% |
+591
| New | +$73.5K |
2017 Q1
0 quarters
|
|
|
EBIX
863
DELISTED
Ebix Inc
EBIX
| $69K | 0.01% |
+1,140
| New | +$67.7K |
2017 Q1
0 quarters
|
|
864
Acadia Realty Trust
AKR
$2.74B
| $68K | 0.01% |
+2,288
| New | +$72.2K |
2017 Q1
0 quarters
|
|
865
Neurocrine Biosciences
NBIX
$16.7B
| $68K | 0.01% |
+1,581
| New | +$67.7K |
2017 Q1
0 quarters
|
|
|
INSY
866
DELISTED
Insys Therapeutics, Inc.
INSY
| $68K | 0.01% |
+6,534
| New | +$69.6K |
2017 Q1
0 quarters
|
|
|
CUDA
867
DELISTED
Barracuda Networks, Inc.
CUDA
| $68K | 0.01% |
2,954
-207
| -7% | -$4.84K |
2016 Q4
1 quarter
|
|
868
First American
FAF
$6.84B
| $67K | 0.01% |
1,719
-9,880
| -85% | -$378K |
2016 Q3
2 quarters
|
|
869
Permian Resources
PR
$18.2B
| $67K | 0.01% |
3,687
+2,580
| +233% | +$47.5K |
2016 Q4
1 quarter
|
|
870
Bio-Techne
TECH
$11.4B
| $67K | 0.01% |
+2,648
| New | +$68.4K |
2017 Q1
0 quarters
|
|
|
USCR
871
DELISTED
U S Concrete, Inc.
USCR
| $67K | 0.01% |
1,046
+379
| +57% | +$24.5K |
2016 Q2
3 quarters
|
|
872
Nokia
NOK
$42.9B
| $66K | 0.01% |
12,264
+9,133
| +292% | +$46K |
2016 Q4
1 quarter
|
|
873
Skyworks Solutions
SWKS
$19.3B
| $66K | 0.01% |
+675
| New | +$61.6K |
2017 Q1
0 quarters
|
|
874
Virtus Investment Partners
VRTS
$843M
| $66K | 0.01% |
628
+489
| +352% | +$54.7K |
2016 Q4
1 quarter
|
|
875
Diodes
DIOD
$3.56B
| $64K | 0.01% |
2,700
-500
| -16% | -$12.4K |
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.