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 | |
|---|---|---|---|---|---|---|---|
|
AVP
501
DELISTED
Avon Products, Inc.
AVP
| $351K | 0.04% |
79,985
-76,031
| -49% | -$380K |
2015 Q4
5 quarters
|
|
502
Park Hotels & Resorts
PK
$3.24B
| $350K | 0.04% |
+13,647
| New | +$362K |
2017 Q1
0 quarters
|
|
503
The GEO Group
GEO
$4.22B
| $349K | 0.04% |
11,304
+2,637
| +30% | +$75.8K |
2016 Q4
1 quarter
|
|
504
Quest Diagnostics
DGX
$28.5B
| $348K | 0.04% |
+3,552
| New | +$339K |
2017 Q1
0 quarters
|
|
|
TIVO
505
DELISTED
Tivo Inc
TIVO
| $347K | 0.04% |
18,528
-815
| -4% | -$15.6K |
2016 Q4
1 quarter
|
|
506
Genpact
G
$7.32B
| $345K | 0.04% |
13,969
-14,797
| -51% | -$361K |
2016 Q1
4 quarters
|
|
507
Cintas
CTAS
$89.7B
| $340K | 0.04% |
10,772
-34,004
| -76% | -$1.01M |
2016 Q1
4 quarters
|
|
508
Synaptics
SYNA
$4.68B
| $340K | 0.04% |
6,886
+5,665
| +464% | +$304K |
2016 Q2
3 quarters
|
|
509
Copa Holdings
CPA
$5.8B
| $337K | 0.04% |
+3,011
| New | +$306K |
2017 Q1
0 quarters
|
|
510
Everpure Inc
P
$36B
| $336K | 0.04% |
34,256
+2,582
| +8% | +$28.6K |
2016 Q3
2 quarters
|
|
511
Sinclair Inc
SBGI
$1.07B
| $335K | 0.04% |
+8,281
| New | +$305K |
2017 Q1
0 quarters
|
|
512
Sun Life Financial
SLF
$40.4B
| $335K | 0.04% |
9,187
-3,094
| -25% | -$118K |
2016 Q4
1 quarter
|
|
513
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $332K | 0.03% |
23,708
+6,196
| +35% | +$95.9K |
2016 Q4
1 quarter
|
|
514
Starwood Property Trust
STWD
$4.14B
| $331K | 0.03% |
+14,683
| New | +$331K |
2017 Q1
0 quarters
|
|
|
PNK
515
DELISTED
Pinnacle Entertainment Inc.
PNK
| $325K | 0.03% |
16,651
+12,441
| +296% | +$205K |
2016 Q4
1 quarter
|
|
516
AerCap
AER
$26.6B
| $324K | 0.03% |
+7,050
| New | +$316K |
2017 Q1
0 quarters
|
|
|
AJRD
517
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $323K | 0.03% |
14,910
+10,416
| +232% | +$206K |
2016 Q4
1 quarter
|
|
518
MSG Knickerbockers Corp.
MSGK
$7.55B
| $322K | 0.03% |
2,263
+379
| +20% | +$49.3K |
2016 Q2
3 quarters
|
|
519
MKS Inc
MKSI
$14.4B
| $320K | 0.03% |
+4,655
| New | +$306K |
2017 Q1
0 quarters
|
|
520
Waters Corp
WAT
$90.4B
| $319K | 0.03% |
2,044
-30,311
| -94% | -$4.53M |
2016 Q4
1 quarter
|
|
521
Babcock & Wilcox
BW
$641M
| $317K | 0.03% |
3,397
+3,002
| +760% | +$421K |
2015 Q4
5 quarters
|
|
522
Dine Brands
DIN
$452M
| $316K | 0.03% |
5,813
-3,714
| -39% | -$234K |
2016 Q4
1 quarter
|
|
523
Innospec
IOSP
$1.97B
| $316K | 0.03% |
+4,892
| New | +$327K |
2017 Q1
0 quarters
|
|
524
COPT Defense Properties
CDP
$3.73B
| $315K | 0.03% |
+9,522
| New | +$311K |
2017 Q1
0 quarters
|
|
525
Albemarle
ALB
$11.1B
| $311K | 0.03% |
2,944
-11,445
| -80% | -$1.11M |
2016 Q4
1 quarter
|
|
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.