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 | |
|---|---|---|---|---|---|---|---|
426
TD Synnex
SNX
$18.2B
| $465K | 0.05% |
+8,314
| New | +$495K |
2017 Q1
0 quarters
|
|
|
RRD
427
DELISTED
RR Donnelley & Sons Co.
RRD
| $465K | 0.05% |
38,406
+22,623
| +143% | +$361K |
2016 Q4
1 quarter
|
|
428
TIM SA
TIMB
$8.77B
| $463K | 0.05% |
+29,013
| New | +$435K |
2017 Q1
0 quarters
|
|
429
American Assets Trust
AAT
$1.33B
| $461K | 0.05% |
+11,029
| New | +$472K |
2017 Q1
0 quarters
|
|
430
Deluxe
DLX
$1.19B
| $461K | 0.05% |
+6,397
| New | +$469K |
2017 Q1
0 quarters
|
|
431
Pan American Silver
PAAS
$17.5B
| $461K | 0.05% |
26,315
-15,071
| -36% | -$274K |
2016 Q4
1 quarter
|
|
432
DELISTED
Chart Industries
GTLS
| $460K | 0.05% |
+13,187
| New | +$488K |
2017 Q1
0 quarters
|
|
|
TWO
433
DELISTED
Two Harbors Investment
TWO
| $460K | 0.05% |
+6,003
| New | +$438K |
2017 Q1
0 quarters
|
|
434
EchoStar
ECHO
$29.4B
| $458K | 0.05% |
9,931
+5,360
| +117% | +$234K |
2016 Q1
4 quarters
|
|
|
SYNH
435
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $458K | 0.05% |
+10,002
| New | +$498K |
2017 Q1
0 quarters
|
|
436
Allison Transmission
ALSN
$10.2B
| $453K | 0.05% |
12,567
-13,668
| -52% | -$487K |
2014 Q1
12 quarters
|
|
437
Dana Inc
DAN
$2.34B
| $452K | 0.05% |
23,443
+8,444
| +56% | +$164K |
2015 Q3
6 quarters
|
|
|
ZAYO
438
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $452K | 0.05% |
+13,768
| New | +$439K |
2017 Q1
0 quarters
|
|
|
TRCO
439
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $450K | 0.05% |
+12,093
| New | +$410K |
2017 Q1
0 quarters
|
|
|
SSRI
440
DELISTED
Silver Standard Resources
SSRI
| $442K | 0.05% |
41,733
+11,952
| +40% | +$127K |
2016 Q3
2 quarters
|
|
|
KLXI
441
DELISTED
KLX Inc.
KLXI
| $441K | 0.05% |
11,713
+3,230
| +38% | +$130K |
2016 Q4
1 quarter
|
|
442
Wynn Resorts
WYNN
$8.93B
| $438K | 0.05% |
+3,824
| New | +$381K |
2017 Q1
0 quarters
|
|
443
Itron
ITRI
$4.38B
| $435K | 0.05% |
7,174
+5,651
| +371% | +$351K |
2016 Q4
1 quarter
|
|
444
Petrobras
PBR
$118B
| $434K | 0.05% |
44,857
+26,118
| +139% | +$268K |
2016 Q1
4 quarters
|
|
445
Integra LifeSciences
IART
$1.12B
| $431K | 0.05% |
+10,244
| New | +$438K |
2017 Q1
0 quarters
|
|
446
Kulicke & Soffa
KLIC
$3.61B
| $429K | 0.05% |
21,131
+20,552
| +3,550% | +$395K |
2016 Q3
2 quarters
|
|
447
Verisk Analytics
VRSK
$25.7B
| $429K | 0.05% |
5,298
-8,637
| -62% | -$709K |
2016 Q4
1 quarter
|
|
|
KATE
448
DELISTED
Kate Spade & Company
KATE
| $429K | 0.05% |
+18,488
| New | +$387K |
2017 Q1
0 quarters
|
|
449
Armstrong World Industries
AWI
$7.49B
| $426K | 0.04% |
+9,269
| New | +$392K |
2017 Q1
0 quarters
|
|
|
LM
450
DELISTED
Legg Mason, Inc.
LM
| $425K | 0.04% |
+11,792
| New | +$409K |
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.