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 | |
|---|---|---|---|---|---|---|---|
226
Brown & Brown
BRO
$23.6B
| $1.04M | 0.11% |
+49,732
| New | +$1.08M |
2017 Q1
0 quarters
|
|
227
DELISTED
Sprint Corporation
S
| $1.02M | 0.11% |
+117,942
| New | +$1.03M |
2017 Q1
0 quarters
|
|
228
Unum
UNM
$12.4B
| $1.02M | 0.11% |
+21,714
| New | +$1.02M |
2017 Q1
0 quarters
|
|
229
Micron Technology
MU
$830B
| $1.02M | 0.11% |
+35,174
| New | +$859K |
2017 Q1
0 quarters
|
|
|
EGN
230
DELISTED
Energen
EGN
| $1.02M | 0.11% |
18,659
+13,988
| +299% | +$756K |
2016 Q4
1 quarter
|
|
|
CDK
231
DELISTED
CDK Global, Inc.
CDK
| $1.01M | 0.11% |
+15,572
| New | +$997K |
2017 Q1
0 quarters
|
|
232
Unilever
UL
$143B
| $1.01M | 0.11% |
18,203
-3,261
| -15% | -$165K |
2016 Q1
4 quarters
|
|
|
SYNT
233
DELISTED
Syntel Inc
SYNT
| $1.01M | 0.11% |
+60,017
| New | +$1.16M |
2017 Q1
0 quarters
|
|
234
Curtiss-Wright
CW
$17.5B
| $1M | 0.11% |
10,999
+9,280
| +540% | +$896K |
2016 Q3
2 quarters
|
|
235
American International
AIG
$41.3B
| $997K | 0.1% |
+15,976
| New | +$1.03M |
2017 Q1
0 quarters
|
|
|
FDC
236
DELISTED
First Data Corporation
FDC
| $993K | 0.1% |
+64,073
| New | +$1.01M |
2017 Q1
0 quarters
|
|
|
CY
237
DELISTED
Cypress Semiconductor
CY
| $987K | 0.1% |
71,738
+61,949
| +633% | +$792K |
2016 Q4
1 quarter
|
|
238
PG&E
PCG
$28.9B
| $985K | 0.1% |
14,844
-31,710
| -68% | -$2.02M |
2015 Q4
5 quarters
|
|
|
NTUS
239
DELISTED
Natus Medical Inc
NTUS
| $977K | 0.1% |
24,905
+17,719
| +247% | +$665K |
2016 Q3
2 quarters
|
|
240
Brixmor Property Group
BRX
$9.3B
| $976K | 0.1% |
45,493
-12,378
| -21% | -$288K |
2016 Q2
3 quarters
|
|
241
Nebius Group N.V.
NBIS
$38.5B
| $973K | 0.1% |
44,386
+24,565
| +124% | +$560K |
2016 Q3
2 quarters
|
|
242
DELISTED
Gannett Co., Inc
GCI
| $966K | 0.1% |
115,313
+108,793
| +1,669% | +$972K |
2016 Q2
3 quarters
|
|
|
IDTI
243
DELISTED
Integrated Device Technology I
IDTI
| $963K | 0.1% |
40,695
-13,137
| -24% | -$322K |
2016 Q4
1 quarter
|
|
244
Mueller Water Products
MWA
$3.8B
| $961K | 0.1% |
81,375
+46,096
| +131% | +$585K |
2016 Q3
2 quarters
|
|
245
Saic
SAIC
$6.32B
| $948K | 0.1% |
+12,746
| New | +$1.08M |
2017 Q1
0 quarters
|
|
246
SM Energy
SM
$6.84B
| $948K | 0.1% |
39,485
+15,336
| +64% | +$425K |
2016 Q2
3 quarters
|
|
|
GIMO
247
DELISTED
Gigamon Inc.
GIMO
| $942K | 0.1% |
26,524
+20,223
| +321% | +$722K |
2016 Q4
1 quarter
|
|
248
Graphic Packaging
GPK
$3.21B
| $937K | 0.1% |
72,813
-26,594
| -27% | -$346K |
2015 Q1
8 quarters
|
|
249
CSX Corp
CSX
$93.5B
| $936K | 0.1% |
60,339
-395,898
| -87% | -$6.03M |
2016 Q4
1 quarter
|
|
250
Tetra Tech
TTEK
$10.5B
| $935K | 0.1% |
114,555
+83,620
| +270% | +$693K |
2016 Q2
3 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.