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 | |
|---|---|---|---|---|---|---|---|
1026
Churchill Downs
CHDN
$6.71B
| $15K | ﹤0.01% |
588
-540
| -48% | -$13.5K |
2015 Q4
5 quarters
|
|
1027
Boston Beer
SAM
$2.24B
| $15K | ﹤0.01% |
+106
| New | +$16.6K |
2017 Q1
0 quarters
|
|
1028
Watts Water Technologies
WTS
$11.6B
| $15K | ﹤0.01% |
247
-1,590
| -87% | -$101K |
2016 Q4
1 quarter
|
|
1029
DELISTED
Caesars Entertainment Corporation
CZR
| $15K | ﹤0.01% |
+1,620
| New | +$14.8K |
2017 Q1
0 quarters
|
|
1030
AdvanSix
ASIX
$454M
| $14K | ﹤0.01% |
+548
| New | +$14.2K |
2017 Q1
0 quarters
|
|
1031
Globalstar
GSAT
$10.9B
| $14K | ﹤0.01% |
+613
| New | +$13.8K |
2017 Q1
0 quarters
|
|
1032
Grupo Aeroportuario del Pacifico
PAC
$14.8B
| $14K | ﹤0.01% |
+153
| New | +$12.9K |
2017 Q1
0 quarters
|
|
|
CBD
1033
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $14K | ﹤0.01% |
+736
| New | +$13.6K |
2017 Q1
0 quarters
|
|
|
RSO
1034
DELISTED
Resource Capital Corp.
RSO
| $14K | ﹤0.01% |
1,523
-681
| -31% | -$5.91K |
2016 Q4
1 quarter
|
|
1035
Chemed
CHE
$6.84B
| $13K | ﹤0.01% |
+73
| New | +$12.7K |
2017 Q1
0 quarters
|
|
1036
Comstock Resources
CRK
$3.94B
| $13K | ﹤0.01% |
1,500
+818
| +120% | +$8.26K |
2016 Q4
1 quarter
|
|
1037
DELISTED
H&E Equipment Services
HEES
| $13K | ﹤0.01% |
+557
| New | +$13.6K |
2017 Q1
0 quarters
|
|
1038
Prothena Corp
PRTA
$409M
| $13K | ﹤0.01% |
+242
| New | +$12.7K |
2017 Q1
0 quarters
|
|
|
ORBC
1039
DELISTED
ORBCOMM, Inc.
ORBC
| $13K | ﹤0.01% |
1,447
+918
| +174% | +$7.88K |
2016 Q4
1 quarter
|
|
1040
Shopify
SHOP
$192B
| $12K | ﹤0.01% |
+1,850
| New | +$10.7K |
2017 Q1
0 quarters
|
|
1041
TherapeuticsMD
TXMD
$20.1M
| $12K | ﹤0.01% |
+36
| New | +$11.1K |
2017 Q1
0 quarters
|
|
1042
Onity Group
ONIT
$259M
| $12K | ﹤0.01% |
+147
| New | +$11.2K |
2017 Q1
0 quarters
|
|
|
MSGN
1043
DELISTED
MSG Networks Inc.
MSGN
| $12K | ﹤0.01% |
+543
| New | +$12.1K |
2017 Q1
0 quarters
|
|
1044
First Interstate BancSystem
FIBK
$3.5B
| $11K | ﹤0.01% |
+286
| New | +$11.9K |
2017 Q1
0 quarters
|
|
1045
General Dynamics
GD
$95.7B
| $11K | ﹤0.01% |
59
-8,297
| -99% | -$1.53M |
2016 Q4
1 quarter
|
|
1046
Oaktree Specialty Lending
OCSL
$1.1B
| $11K | ﹤0.01% |
+800
| New | +$11.9K |
2017 Q1
0 quarters
|
|
1047
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$146B
| $11K | ﹤0.01% |
1,619
-4,732
| -75% | -$36.8K |
2016 Q4
1 quarter
|
|
|
STKL
1048
DELISTED
SunOpta
STKL
| $11K | ﹤0.01% |
+1,700
| New | +$12.2K |
2017 Q1
0 quarters
|
|
1049
DELISTED
Tile Shop Holdings
TTSH
| $11K | ﹤0.01% |
+600
| New | +$11.2K |
2017 Q1
0 quarters
|
|
|
MEET
1050
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $11K | ﹤0.01% |
1,941
-401
| -17% | -$2.04K |
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.