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 | |
|---|---|---|---|---|---|---|---|
276
Woodward
WWD
$19.7B
| $833K | 0.09% |
12,278
+6,505
| +113% | +$450K |
2016 Q4
1 quarter
|
|
277
DELISTED
Berry Global Group, Inc.
BERY
| $824K | 0.09% |
18,491
-15,415
| -45% | -$709K |
2016 Q3
2 quarters
|
|
278
HSBC
HSBC
$309B
| $823K | 0.09% |
22,341
-4,399
| -16% | -$165K |
2016 Q4
1 quarter
|
|
279
Avista
AVA
$3.36B
| $820K | 0.09% |
+21,017
| New | +$824K |
2017 Q1
0 quarters
|
|
280
Sensient Technologies
SXT
$5.18B
| $800K | 0.08% |
+10,096
| New | +$794K |
2017 Q1
0 quarters
|
|
281
Jefferies Financial Group
JEF
$11.3B
| $799K | 0.08% |
34,335
+4,095
| +14% | +$91.6K |
2016 Q3
2 quarters
|
|
282
News Corp Class A
NWSA
$14.3B
| $794K | 0.08% |
+61,085
| New | +$765K |
2017 Q1
0 quarters
|
|
283
International Paper
IP
$18.8B
| $793K | 0.08% |
+16,496
| New | +$826K |
2017 Q1
0 quarters
|
|
284
Keysight
KEYS
$49.2B
| $791K | 0.08% |
21,907
+20,933
| +2,149% | +$779K |
2016 Q4
1 quarter
|
|
285
Watsco Inc
WSO
$13.2B
| $791K | 0.08% |
5,528
+3,918
| +243% | +$587K |
2016 Q3
2 quarters
|
|
286
DELISTED
Masimo
MASI
| $790K | 0.08% |
+8,480
| New | +$698K |
2017 Q1
0 quarters
|
|
287
AutoZone
AZO
$52.3B
| $785K | 0.08% |
+1,087
| New | +$805K |
2017 Q1
0 quarters
|
|
288
Abbott
ABT
$191B
| $778K | 0.08% |
+17,538
| New | +$758K |
2017 Q1
0 quarters
|
|
289
Macy's
M
$6.52B
| $769K | 0.08% |
+25,947
| New | +$802K |
2017 Q1
0 quarters
|
|
290
The Kraft Heinz Company
KHC
$28.9B
| $768K | 0.08% |
+8,463
| New | +$763K |
2017 Q1
0 quarters
|
|
291
Trane Technologies
TT
$92.1B
| $758K | 0.08% |
9,330
-27,050
| -74% | -$2.15M |
2016 Q4
1 quarter
|
|
|
292
S&P Global
SPGI
$137B
| $755K | 0.08% |
5,776
-185,520
| -97% | -$23.1M |
2016 Q4
1 quarter
|
|
293
Cleveland-Cliffs
CLF
$7B
| $754K | 0.08% |
91,889
-8,699
| -9% | -$82.6K |
2016 Q3
2 quarters
|
|
294
Costco
COST
$472B
| $751K | 0.08% |
4,484
-4,506
| -50% | -$755K |
2016 Q2
3 quarters
|
|
295
NetApp
NTAP
$34.6B
| $746K | 0.08% |
+17,839
| New | +$703K |
2017 Q1
0 quarters
|
|
296
Fossil Group
FOSL
$477M
| $739K | 0.08% |
42,391
+26,384
| +165% | +$559K |
2016 Q4
1 quarter
|
|
|
QEP
297
DELISTED
QEP RESOURCES, INC.
QEP
| $739K | 0.08% |
58,177
+38,910
| +202% | +$612K |
2016 Q2
3 quarters
|
|
298
RPM International
RPM
$13.6B
| $738K | 0.08% |
+13,428
| New | +$716K |
2017 Q1
0 quarters
|
|
|
FNSR
299
DELISTED
Finisar Corp
FNSR
| $737K | 0.08% |
26,962
+5,155
| +24% | +$158K |
2016 Q4
1 quarter
|
|
|
WAGE
300
DELISTED
WageWorks, Inc.
WAGE
| $733K | 0.08% |
10,145
+8,085
| +392% | +$598K |
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.