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 | |
|---|---|---|---|---|---|---|---|
351
DELISTED
Taylor Morrison
TMHC
| $617K | 0.06% |
+28,983
| New | +$584K |
2017 Q1
0 quarters
|
|
352
Boeing
BA
$137B
| $616K | 0.06% |
+3,486
| New | +$594K |
2017 Q1
0 quarters
|
|
353
DELISTED
Vonage Holdings Corporation
VG
| $616K | 0.06% |
+97,500
| New | +$649K |
2017 Q1
0 quarters
|
|
354
Healthcare Realty
HR
$6.55B
| $614K | 0.06% |
19,520
+3,017
| +18% | +$91.6K |
2015 Q3
6 quarters
|
|
355
Suncor Energy
SU
$77.6B
| $614K | 0.06% |
+19,994
| New | +$630K |
2017 Q1
0 quarters
|
|
|
GGP
356
DELISTED
GGP Inc.
GGP
| $614K | 0.06% |
+26,518
| New | +$649K |
2017 Q1
0 quarters
|
|
357
AGCO
AGCO
$8.03B
| $611K | 0.06% |
+10,169
| New | +$626K |
2017 Q1
0 quarters
|
|
|
CEO
358
DELISTED
CNOOC Limited
CEO
| $607K | 0.06% |
5,069
+4,184
| +473% | +$511K |
2016 Q4
1 quarter
|
|
359
VeriSign
VRSN
$27.4B
| $605K | 0.06% |
6,953
+1,113
| +19% | +$92.5K |
2016 Q3
2 quarters
|
|
360
Thomson Reuters
TRI
$46.9B
| $599K | 0.06% |
+11,950
| New | +$610K |
2017 Q1
0 quarters
|
|
361
DELISTED
SunTrust Banks, Inc.
STI
| $594K | 0.06% |
10,750
-74,967
| -87% | -$4.3M |
2016 Q3
2 quarters
|
|
362
Tower Semiconductor
TSEM
$17.3B
| $592K | 0.06% |
25,690
+15,010
| +141% | +$329K |
2016 Q3
2 quarters
|
|
|
CHL
363
DELISTED
China Mobile Limited
CHL
| $592K | 0.06% |
10,724
+6,426
| +150% | +$359K |
2016 Q4
1 quarter
|
|
|
SRC
364
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $591K | 0.06% |
13,020
+8,629
| +197% | +$411K |
2016 Q3
2 quarters
|
|
|
MXIM
365
DELISTED
Maxim Integrated Products
MXIM
| $587K | 0.06% |
13,065
+5,743
| +78% | +$252K |
2016 Q2
3 quarters
|
|
366
Whirlpool
WHR
$2.1B
| $586K | 0.06% |
+3,421
| New | +$608K |
2017 Q1
0 quarters
|
|
367
Gilead Sciences
GILD
$210B
| $582K | 0.06% |
8,569
-34,664
| -80% | -$2.44M |
2016 Q2
3 quarters
|
|
|
RPAI
368
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $582K | 0.06% |
40,424
-12,745
| -24% | -$190K |
2016 Q4
1 quarter
|
|
369
Axon Enterprise
AXON
$24.6B
| $580K | 0.06% |
25,480
+12,968
| +104% | +$318K |
2016 Q4
1 quarter
|
|
370
DELISTED
Arch Resources, Inc.
ARCH
| $579K | 0.06% |
+8,399
| New | +$596K |
2017 Q1
0 quarters
|
|
371
DNOW Inc
DNOW
$2.51B
| $578K | 0.06% |
34,125
+29,188
| +591% | +$574K |
2016 Q3
2 quarters
|
|
372
Pitney Bowes
PBI
$2.09B
| $578K | 0.06% |
44,136
+17,495
| +66% | +$247K |
2016 Q4
1 quarter
|
|
|
PRXL
373
DELISTED
Parexel International Corp
PRXL
| $576K | 0.06% |
+9,135
| New | +$604K |
2017 Q1
0 quarters
|
|
374
T. Rowe Price
TROW
$23.6B
| $575K | 0.06% |
+8,445
| New | +$599K |
2017 Q1
0 quarters
|
|
375
HF Sinclair
DINO
$16.9B
| $568K | 0.06% |
+20,044
| New | +$585K |
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.