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 | |
|---|---|---|---|---|---|---|---|
451
Atmos Energy
ATO
$29.3B
| $422K | 0.04% |
5,345
+1,005
| +23% | +$77.1K |
2016 Q4
1 quarter
|
|
452
Lear
LEA
$5.34B
| $422K | 0.04% |
2,985
-14,558
| -83% | -$2.07M |
2015 Q4
5 quarters
|
|
453
Murphy Oil
MUR
$4.95B
| $422K | 0.04% |
+14,791
| New | +$426K |
2017 Q1
0 quarters
|
|
454
Garmin
GRMN
$56.2B
| $421K | 0.04% |
8,245
-10,886
| -57% | -$548K |
2016 Q4
1 quarter
|
|
455
Nike
NKE
$59.2B
| $421K | 0.04% |
+7,570
| New | +$418K |
2017 Q1
0 quarters
|
|
456
O'Reilly Automotive
ORLY
$72.2B
| $419K | 0.04% |
+23,295
| New | +$421K |
2017 Q1
0 quarters
|
|
457
Patrick Industries
PATK
$2.64B
| $419K | 0.04% |
13,311
+12,186
| +1,083% | +$421K |
2016 Q3
2 quarters
|
|
|
SWFT
458
DELISTED
Swift Transportation Company
SWFT
| $418K | 0.04% |
+20,398
| New | +$454K |
2017 Q1
0 quarters
|
|
459
Omega Healthcare
OHI
$14.9B
| $416K | 0.04% |
12,629
-23,599
| -65% | -$758K |
2015 Q4
5 quarters
|
|
460
DELISTED
Pandora Media Inc
P
| $413K | 0.04% |
+34,995
| New | +$439K |
2017 Q1
0 quarters
|
|
461
Open Text
OTEX
$6.02B
| $412K | 0.04% |
12,120
+6,224
| +106% | +$207K |
2016 Q1
4 quarters
|
|
462
DELISTED
Leggett & Platt
LEG
| $409K | 0.04% |
+8,128
| New | +$397K |
2017 Q1
0 quarters
|
|
463
Booz Allen Hamilton
BAH
$10.3B
| $407K | 0.04% |
11,502
-22,108
| -66% | -$790K |
2016 Q2
3 quarters
|
|
464
DELISTED
Electronic Arts
EA
| $407K | 0.04% |
4,547
-12,184
| -73% | -$1.04M |
2016 Q4
1 quarter
|
|
465
Brinker International
EAT
$8.46B
| $403K | 0.04% |
9,170
-4,353
| -32% | -$193K |
2016 Q4
1 quarter
|
|
466
United Therapeutics
UTHR
$24.8B
| $403K | 0.04% |
+2,980
| New | +$451K |
2017 Q1
0 quarters
|
|
467
Banco Macro
BMA
$3.74B
| $402K | 0.04% |
4,638
+628
| +16% | +$49.9K |
2016 Q1
4 quarters
|
|
468
Reinsurance Group of America
RGA
$17.4B
| $402K | 0.04% |
+3,166
| New | +$402K |
2017 Q1
0 quarters
|
|
469
TC Energy
TRP
$65.5B
| $402K | 0.04% |
8,722
+4,388
| +101% | +$205K |
2016 Q4
1 quarter
|
|
|
ATW
470
DELISTED
Atwood Oceanics
ATW
| $402K | 0.04% |
+42,198
| New | +$471K |
2017 Q1
0 quarters
|
|
471
DELISTED
Ultimate Software Group Inc
ULTI
| $401K | 0.04% |
2,056
-4,877
| -70% | -$950K |
2016 Q2
3 quarters
|
|
472
Fomento Económico Mexicano
FMX
$44.7B
| $399K | 0.04% |
4,514
-6,795
| -60% | -$553K |
2016 Q2
3 quarters
|
|
473
Entegris
ENTG
$21.4B
| $395K | 0.04% |
16,891
-12,344
| -42% | -$255K |
2016 Q3
2 quarters
|
|
474
Trinity Industries
TRN
$2.33B
| $395K | 0.04% |
+20,685
| New | +$408K |
2017 Q1
0 quarters
|
|
|
CCP
475
DELISTED
Care Capital Properties, Inc.
CCP
| $392K | 0.04% |
+14,589
| New | +$368K |
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.