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 | |
|---|---|---|---|---|---|---|---|
326
Bloomin' Brands
BLMN
$880M
| $677K | 0.07% |
34,360
-843
| -2% | -$15K |
2016 Q1
4 quarters
|
|
327
Innoviva
INVA
$1.35B
| $677K | 0.07% |
+48,977
| New | +$577K |
2017 Q1
0 quarters
|
|
328
Global Payments
GPN
$25.9B
| $671K | 0.07% |
8,327
-1,804
| -18% | -$141K |
2016 Q2
3 quarters
|
|
329
Pool Corp
POOL
$7.9B
| $668K | 0.07% |
5,598
+4,064
| +265% | +$456K |
2016 Q2
3 quarters
|
|
|
PFPT
330
DELISTED
Proofpoint, Inc.
PFPT
| $668K | 0.07% |
+8,989
| New | +$715K |
2017 Q1
0 quarters
|
|
331
DELISTED
Usg
USG
| $667K | 0.07% |
+21,003
| New | +$668K |
2017 Q1
0 quarters
|
|
|
EXPR
332
DELISTED
Express, Inc.
EXPR
| $666K | 0.07% |
3,656
+3,205
| +711% | +$662K |
2016 Q4
1 quarter
|
|
333
JPMorgan Chase
JPM
$908B
| $662K | 0.07% |
+7,543
| New | +$665K |
2017 Q1
0 quarters
|
|
334
Archer Daniels Midland
ADM
$33.2B
| $661K | 0.07% |
14,373
+12,518
| +675% | +$561K |
2016 Q4
1 quarter
|
|
335
Quanta Services
PWR
$89.1B
| $661K | 0.07% |
+17,814
| New | +$651K |
2017 Q1
0 quarters
|
|
336
Bank of New York Mellon
BNY
$102B
| $660K | 0.07% |
13,980
-43,112
| -76% | -$2.02M |
2016 Q3
2 quarters
|
|
|
CS
337
DELISTED
Credit Suisse Group
CS
| $654K | 0.07% |
44,133
+19,329
| +78% | +$295K |
2016 Q4
1 quarter
|
|
338
Xerox
XRX
$138M
| $651K | 0.07% |
22,195
+20,783
| +1,472% | +$600K |
2016 Q2
3 quarters
|
|
339
EQT Corp
EQT
$31.2B
| $649K | 0.07% |
19,535
-47,521
| -71% | -$1.59M |
2016 Q3
2 quarters
|
|
|
UNVR
340
DELISTED
Univar Solutions Inc.
UNVR
| $646K | 0.07% |
+21,079
| New | +$633K |
2017 Q1
0 quarters
|
|
341
Vertex Pharmaceuticals
VRTX
$140B
| $644K | 0.07% |
5,895
+3,693
| +168% | +$325K |
2016 Q3
2 quarters
|
|
342
Manulife Financial
MFC
$73B
| $641K | 0.07% |
36,181
-77,525
| -68% | -$1.43M |
2016 Q3
2 quarters
|
|
343
Service Corp International
SCI
$9.9B
| $640K | 0.07% |
+20,733
| New | +$624K |
2017 Q1
0 quarters
|
|
|
ATHN
344
DELISTED
Athenahealth, Inc.
ATHN
| $638K | 0.07% |
5,664
-2,730
| -33% | -$318K |
2016 Q4
1 quarter
|
|
345
Edgewell Personal Care
EPC
$1.36B
| $637K | 0.07% |
8,718
+8,263
| +1,816% | +$629K |
2016 Q4
1 quarter
|
|
346
Canadian Natural Resources
CNQ
$97.8B
| $635K | 0.07% |
39,574
-77,318
| -66% | -$1.17M |
2016 Q3
2 quarters
|
|
347
Moody's
MCO
$88.1B
| $625K | 0.07% |
5,587
-53,686
| -91% | -$5.76M |
2016 Q4
1 quarter
|
|
348
Henry Schein
HSIC
$9.8B
| $622K | 0.07% |
9,341
-11,995
| -56% | -$779K |
2016 Q3
2 quarters
|
|
349
DELISTED
Vista Outdoor Inc.
VSTO
| $621K | 0.07% |
30,199
+14,150
| +88% | +$350K |
2015 Q3
6 quarters
|
|
|
HT
350
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $618K | 0.06% |
32,937
+24,197
| +277% | +$485K |
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.