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 | |
|---|---|---|---|---|---|---|---|
301
Boston Properties
BXP
$10.6B
| $732K | 0.08% |
+5,535
| New | +$734K |
2017 Q1
0 quarters
|
|
302
MGIC Investment
MTG
$5.67B
| $729K | 0.08% |
72,038
-91,202
| -56% | -$961K |
2016 Q3
2 quarters
|
|
|
NUAN
303
DELISTED
Nuance Communications, Inc.
NUAN
| $727K | 0.08% |
+48,572
| New | +$691K |
2017 Q1
0 quarters
|
|
304
DELISTED
Staples Inc
SPLS
| $724K | 0.08% |
82,581
-56,392
| -41% | -$508K |
2016 Q4
1 quarter
|
|
305
Brink's
BCO
$4.72B
| $719K | 0.08% |
13,462
+520
| +4% | +$25.3K |
2016 Q4
1 quarter
|
|
306
Timken Company
TKR
$7.47B
| $719K | 0.08% |
+15,924
| New | +$702K |
2017 Q1
0 quarters
|
|
307
BCE
BCE
$20B
| $717K | 0.08% |
16,215
+9,603
| +145% | +$423K |
2015 Q4
5 quarters
|
|
308
Advanced Energy
AEIS
$8.88B
| $715K | 0.08% |
10,442
+8,724
| +508% | +$539K |
2016 Q4
1 quarter
|
|
309
DELISTED
Premier
PINC
| $714K | 0.07% |
22,451
+4,890
| +28% | +$154K |
2016 Q4
1 quarter
|
|
310
East-West Bancorp
EWBC
$17.9B
| $713K | 0.07% |
+13,826
| New | +$726K |
2017 Q1
0 quarters
|
|
311
West Pharmaceutical
WST
$28.8B
| $712K | 0.07% |
+8,732
| New | +$730K |
2017 Q1
0 quarters
|
|
312
Ovintiv
OVV
$16.3B
| $711K | 0.07% |
12,150
-8,859
| -42% | -$531K |
2016 Q4
1 quarter
|
|
313
Arrow Electronics
ARW
$9.7B
| $706K | 0.07% |
+9,620
| New | +$704K |
2017 Q1
0 quarters
|
|
314
Manhattan Associates
MANH
$14.6B
| $702K | 0.07% |
13,492
-6,470
| -32% | -$326K |
2016 Q3
2 quarters
|
|
315
Royal Caribbean
RCL
$90.1B
| $698K | 0.07% |
+7,115
| New | +$665K |
2017 Q1
0 quarters
|
|
316
Credicorp
BAP
$28.3B
| $697K | 0.07% |
4,274
+1,307
| +44% | +$215K |
2016 Q2
3 quarters
|
|
317
InterDigital
IDCC
$7.57B
| $692K | 0.07% |
8,026
+7,809
| +3,599% | +$702K |
2015 Q1
8 quarters
|
|
318
Camden Property Trust
CPT
$11.6B
| $688K | 0.07% |
8,553
-2,118
| -20% | -$174K |
2016 Q4
1 quarter
|
|
319
Cenovus Energy
CVE
$49.9B
| $686K | 0.07% |
60,792
+43,675
| +255% | +$587K |
2016 Q3
2 quarters
|
|
|
NUVA
320
DELISTED
NuVasive, Inc.
NUVA
| $686K | 0.07% |
+9,198
| New | +$667K |
2017 Q1
0 quarters
|
|
321
Affiliated Managers Group
AMG
$9.9B
| $684K | 0.07% |
+4,176
| New | +$661K |
2017 Q1
0 quarters
|
|
|
HDS
322
DELISTED
HD Supply Holdings, Inc.
HDS
| $684K | 0.07% |
+16,646
| New | +$704K |
2017 Q1
0 quarters
|
|
323
DexCom
DXCM
$30.2B
| $683K | 0.07% |
32,264
-38,336
| -54% | -$748K |
2016 Q4
1 quarter
|
|
324
DELISTED
Pioneer Natural Resource Co.
PXD
| $681K | 0.07% |
3,659
-21,250
| -85% | -$3.94M |
2016 Q4
1 quarter
|
|
325
Compass Minerals
CMP
$984M
| $680K | 0.07% |
+10,029
| New | +$764K |
2017 Q1
0 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.