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 | |
|---|---|---|---|---|---|---|---|
376
Invesco Mortgage Capital
IVR
$595M
| $566K | 0.06% |
3,671
+1,491
| +68% | +$225K |
2016 Q1
4 quarters
|
|
377
Builders FirstSource
BLDR
$7.1B
| $565K | 0.06% |
+37,973
| New | +$491K |
2017 Q1
0 quarters
|
|
378
DELISTED
Walgreens Boots Alliance
WBA
| $560K | 0.06% |
6,754
-95,280
| -93% | -$7.99M |
2016 Q2
3 quarters
|
|
379
Fortinet
FTNT
$90B
| $556K | 0.06% |
+72,570
| New | +$513K |
2017 Q1
0 quarters
|
|
|
TSRO
380
DELISTED
TESARO, Inc.
TSRO
| $555K | 0.06% |
+3,610
| New | +$588K |
2017 Q1
0 quarters
|
|
|
FIT
381
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $554K | 0.06% |
93,661
+25,256
| +37% | +$160K |
2016 Q4
1 quarter
|
|
382
Aramark
ARMK
$14.4B
| $550K | 0.06% |
+20,695
| New | +$527K |
2017 Q1
0 quarters
|
|
383
Exelon
EXC
$47.2B
| $550K | 0.06% |
21,452
-54,311
| -72% | -$1.38M |
2016 Q4
1 quarter
|
|
384
BlackBerry
BB
$5.41B
| $548K | 0.06% |
70,802
-7,393
| -9% | -$52.6K |
2015 Q2
7 quarters
|
|
385
Cal-Maine
CALM
$3.22B
| $548K | 0.06% |
+14,913
| New | +$597K |
2017 Q1
0 quarters
|
|
|
WAIR
386
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $548K | 0.06% |
+48,080
| New | +$635K |
2017 Q1
0 quarters
|
|
387
Teleflex
TFX
$6.56B
| $546K | 0.06% |
+2,820
| New | +$508K |
2017 Q1
0 quarters
|
|
388
DELISTED
Chesapeake Energy Corporation
CHK
| $545K | 0.06% |
+459
| New | +$558K |
2017 Q1
0 quarters
|
|
389
Plains GP Holdings
PAGP
$5.03B
| $539K | 0.06% |
+17,243
| New | +$560K |
2017 Q1
0 quarters
|
|
390
DELISTED
Kaman Corp
KAMN
| $539K | 0.06% |
+11,204
| New | +$561K |
2017 Q1
0 quarters
|
|
391
Robert Half
RHI
$4.33B
| $537K | 0.06% |
+11,013
| New | +$532K |
2017 Q1
0 quarters
|
|
392
WEX
WEX
$6B
| $536K | 0.06% |
+5,182
| New | +$575K |
2017 Q1
0 quarters
|
|
|
BBL
393
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $532K | 0.06% |
17,091
-8,195
| -32% | -$277K |
2016 Q2
3 quarters
|
|
394
Fair Isaac
FICO
$15.6B
| $527K | 0.06% |
+4,087
| New | +$519K |
2017 Q1
0 quarters
|
|
395
Antero Resources
AR
$11.2B
| $524K | 0.05% |
+22,975
| New | +$562K |
2017 Q1
0 quarters
|
|
396
Community Health Systems
CYH
$319M
| $523K | 0.05% |
59,007
+47,192
| +399% | +$368K |
2016 Q4
1 quarter
|
|
397
Brightstar Lottery PLC
BRSL
$1.81B
| $521K | 0.05% |
+21,989
| New | +$573K |
2017 Q1
0 quarters
|
|
398
Textron
TXT
$14.5B
| $521K | 0.05% |
+10,964
| New | +$529K |
2017 Q1
0 quarters
|
|
|
MNDT
399
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $518K | 0.05% |
41,135
+38,337
| +1,370% | +$457K |
2016 Q4
1 quarter
|
|
400
HNI Corp
HNI
$3.6B
| $516K | 0.05% |
+11,216
| New | +$540K |
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.