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 | |
|---|---|---|---|---|---|---|---|
|
RDS.B
876
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $64K | 0.01% |
1,148
-1,346
| -54% | -$76.4K |
2015 Q2
7 quarters
|
|
877
Cogent Communications
CCOI
$204M
| $63K | 0.01% |
+1,479
| New | +$61.6K |
2017 Q1
0 quarters
|
|
878
CRH
CRH
$63.1B
| $63K | 0.01% |
1,798
-9,294
| -84% | -$323K |
2016 Q1
4 quarters
|
|
|
TECD
879
DELISTED
Tech Data Corp
TECD
| $63K | 0.01% |
675
-162
| -19% | -$14.3K |
2016 Q2
3 quarters
|
|
880
Greif
GEF
$4.12B
| $62K | 0.01% |
1,133
-5,429
| -83% | -$302K |
2016 Q4
1 quarter
|
|
881
Gray Television
GTN
$507M
| $61K | 0.01% |
4,228
-15,592
| -79% | -$197K |
2015 Q4
5 quarters
|
|
882
Nelnet
NNI
$4.67B
| $61K | 0.01% |
1,400
+775
| +124% | +$37K |
2016 Q4
1 quarter
|
|
883
Travere Therapeutics
TVTX
$4.76B
| $61K | 0.01% |
3,355
-2,258
| -40% | -$44.2K |
2016 Q1
4 quarters
|
|
884
Ares Capital
ARCC
$13.8B
| $60K | 0.01% |
+3,480
| New | +$60.1K |
2017 Q1
0 quarters
|
|
885
Smith & Nephew
SNN
$13B
| $60K | 0.01% |
1,967
-1,522
| -44% | -$46.6K |
2016 Q1
4 quarters
|
|
886
UGI
UGI
$7.94B
| $60K | 0.01% |
1,218
-4,475
| -79% | -$213K |
2015 Q3
6 quarters
|
|
|
BEL
887
DELISTED
Belmond Ltd.
BEL
| $60K | 0.01% |
5,000
-88
| -2% | -$1.16K |
2016 Q4
1 quarter
|
|
888
Cooper Companies
COO
$11.9B
| $59K | 0.01% |
+1,192
| New | +$56.6K |
2017 Q1
0 quarters
|
|
889
DELISTED
Stericycle Inc
SRCL
| $59K | 0.01% |
+717
| New | +$57.6K |
2017 Q1
0 quarters
|
|
|
DATA
890
DELISTED
Tableau Software, Inc.
DATA
| $59K | 0.01% |
+1,192
| New | +$58.9K |
2017 Q1
0 quarters
|
|
891
Telefônica Brasil
VIV
$18.3B
| $58K | 0.01% |
+3,942
| New | +$57.9K |
2017 Q1
0 quarters
|
|
|
TFCF
892
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $58K | 0.01% |
1,847
-7,242
| -80% | -$218K |
2016 Q4
1 quarter
|
|
893
Monro
MNRO
$343M
| $57K | 0.01% |
+1,106
| New | +$62.7K |
2017 Q1
0 quarters
|
|
894
Nice
NICE
$5.52B
| $57K | 0.01% |
848
+722
| +573% | +$49.5K |
2015 Q3
6 quarters
|
|
895
DELISTED
Steelcase
SCS
| $57K | 0.01% |
3,452
-2,071
| -37% | -$34.2K |
2016 Q4
1 quarter
|
|
896
Expro Ltd
XPRO
$1.47B
| $57K | 0.01% |
903
+50
| +6% | +$3.52K |
2016 Q4
1 quarter
|
|
|
NPTN
897
DELISTED
NEOPHOTONICS CORP
NPTN
| $56K | 0.01% |
+6,241
| New | +$65.1K |
2017 Q1
0 quarters
|
|
898
DELISTED
Neenah, Inc. Common Stock
NP
| $56K | 0.01% |
750
+724
| +2,785% | +$57.2K |
2016 Q4
1 quarter
|
|
899
STAG Industrial
STAG
$7.06B
| $55K | 0.01% |
2,224
-20,084
| -90% | -$490K |
2016 Q4
1 quarter
|
|
900
Liberty Media Corporation Series A Common Stock
FWONA
$25.3B
| $54K | 0.01% |
1,735
-2,461
| -59% | -$73.8K |
2016 Q3
2 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.