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 | |
|---|---|---|---|---|---|---|---|
476
DELISTED
iRobot
IRBT
| $390K | 0.04% |
+5,908
| New | +$349K |
2017 Q1
0 quarters
|
|
477
Lithia Motors
LAD
$6.39B
| $390K | 0.04% |
4,563
+3,094
| +211% | +$300K |
2016 Q3
2 quarters
|
|
478
Telus
TU
$13.7B
| $389K | 0.04% |
24,014
+23,404
| +3,837% | +$384K |
2016 Q4
1 quarter
|
|
479
AMC Global Media
AMCX
$389M
| $388K | 0.04% |
6,627
+6,173
| +1,360% | +$354K |
2015 Q4
5 quarters
|
|
480
Hope Bancorp
HOPE
$1.66B
| $388K | 0.04% |
+20,272
| New | +$426K |
2017 Q1
0 quarters
|
|
|
NTT
481
DELISTED
Nippon Telegraph & Telephone
NTT
| $388K | 0.04% |
9,067
+6,662
| +277% | +$288K |
2016 Q4
1 quarter
|
|
482
DELISTED
Primo Water Corporation
PRMW
| $387K | 0.04% |
31,360
+18,336
| +141% | +$206K |
2016 Q1
4 quarters
|
|
|
TVPT
483
DELISTED
Travelport Worldwide Limited
TVPT
| $387K | 0.04% |
32,940
+32,711
| +14,284% | +$435K |
2016 Q1
4 quarters
|
|
484
Evercore
EVR
$11.3B
| $385K | 0.04% |
+4,946
| New | +$384K |
2017 Q1
0 quarters
|
|
|
ACC
485
DELISTED
American Campus Communities, Inc.
ACC
| $382K | 0.04% |
+8,036
| New | +$393K |
2017 Q1
0 quarters
|
|
486
Autoliv
ALV
$8.69B
| $381K | 0.04% |
+5,176
| New | +$401K |
2017 Q1
0 quarters
|
|
487
UBS Group
UBS
$146B
| $379K | 0.04% |
+23,796
| New | +$383K |
2017 Q1
0 quarters
|
|
488
Blackstone Mortgage Trust
BXMT
$1.76B
| $378K | 0.04% |
+12,241
| New | +$377K |
2017 Q1
0 quarters
|
|
489
DELISTED
Noble Corporation
NE
| $378K | 0.04% |
61,154
-49,695
| -45% | -$334K |
2016 Q2
3 quarters
|
|
490
Labcorp
LH
$30.1B
| $376K | 0.04% |
+3,051
| New | +$361K |
2017 Q1
0 quarters
|
|
|
491
Merck
MRK
$362B
| $374K | 0.04% |
6,177
-326,624
| -98% | -$19.8M |
2016 Q4
1 quarter
|
|
492
Bio-Rad Laboratories Class A
BIO
$9.8B
| $371K | 0.04% |
+1,865
| New | +$359K |
2017 Q1
0 quarters
|
|
|
UNT
493
DELISTED
UNIT Corporation
UNT
| $366K | 0.04% |
15,157
+11,347
| +298% | +$290K |
2016 Q3
2 quarters
|
|
494
Barclays
BCS
$75.7B
| $362K | 0.04% |
+33,935
| New | +$365K |
2017 Q1
0 quarters
|
|
495
Western Alliance Bancorporation
WAL
$8.01B
| $359K | 0.04% |
7,323
-1,475
| -17% | -$73.9K |
2016 Q4
1 quarter
|
|
496
Banc of California
BANC
$2.82B
| $357K | 0.04% |
17,258
+11,323
| +191% | +$211K |
2016 Q3
2 quarters
|
|
497
Emergent Biosolutions
EBS
$298M
| $355K | 0.04% |
12,246
+11,525
| +1,598% | +$351K |
2016 Q4
1 quarter
|
|
|
CPN
498
DELISTED
Calpine Corporation
CPN
| $352K | 0.04% |
+31,881
| New | +$366K |
2017 Q1
0 quarters
|
|
499
Diamondrock Hospitality Co
DRH
$2.95B
| $351K | 0.04% |
+31,498
| New | +$353K |
2017 Q1
0 quarters
|
|
500
DELISTED
WW International
WW
| $351K | 0.04% |
+22,579
| New | +$311K |
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.